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JRUD.L vs. JREG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUD.L vs. JREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JRUD.L having a 9.80% return and JREG.L slightly higher at 10.25%.


JRUD.L

1D
0.14%
1M
0.26%
6M
9.85%
YTD
9.80%
1Y
20.83%
3Y*
19.58%
5Y*
13.07%
10Y*

JREG.L

1D
0.21%
1M
0.65%
6M
9.38%
YTD
10.25%
1Y
21.72%
3Y*
18.51%
5Y*
11.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUD.L vs. JREG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JRUD.L
JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist)
9.80%16.18%25.22%28.37%-19.11%30.16%19.94%1.36%
JREG.L
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)
10.25%19.75%18.69%25.69%-17.71%24.33%17.21%1.66%

Correlation

The correlation between JRUD.L and JREG.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2019

0.84

The correlation between JRUD.L and JREG.L shifts across timeframes, from 0.84 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JRUD.L vs. JREG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUD.L
JRUD.L Risk / Return Rank: 7070
Overall Rank
JRUD.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JRUD.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
JRUD.L Omega Ratio Rank: 6868
Omega Ratio Rank
JRUD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
JRUD.L Martin Ratio Rank: 7373
Martin Ratio Rank

JREG.L
JREG.L Risk / Return Rank: 6969
Overall Rank
JREG.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
JREG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
JREG.L Omega Ratio Rank: 6767
Omega Ratio Rank
JREG.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
JREG.L Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRUD.L vs. JREG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JRUD.LJREG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.33

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.57

2.56

0.00

Martin ratioReturn relative to average drawdown

10.68

10.61

+0.07

JRUD.L vs. JREG.L - Sharpe Ratio Comparison

The current JRUD.L Sharpe Ratio is 1.81, which is comparable to the JREG.L Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of JRUD.L and JREG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JRUD.L vs. JREG.L - Drawdown Comparison

The maximum JRUD.L drawdown since its inception was -34.49%, roughly equal to the maximum JREG.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for JRUD.L and JREG.L.


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Drawdown Indicators


JRUD.LJREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-33.82%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-8.43%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-16.74%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-25.33%

+1.22%

Current Drawdown

Current decline from peak

-0.40%

0.00%

-0.40%

Average Drawdown

Average peak-to-trough decline

-5.35%

-4.76%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.04%

-0.02%

Volatility

JRUD.L vs. JREG.L - Volatility Comparison

JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) has a higher volatility of 2.96% compared to JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L) at 2.59%. This indicates that JRUD.L's price experiences larger fluctuations and is considered to be riskier than JREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRUD.LJREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

2.59%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

9.67%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

12.13%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

15.54%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

16.95%

+2.89%

JRUD.L vs. JREG.L - Expense Ratio Comparison

JRUD.L has a 0.20% expense ratio, which is lower than JREG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JRUD.L vs. JREG.L - Dividend Comparison

JRUD.L's dividend yield for the trailing twelve months is around 0.67%, while JREG.L has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.96, JRUD.L and JREG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, JRUD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRUD.L is cheaper with a 0.20% expense ratio, compared with 0.25% for JREG.L.

Their fees differ too: 0.20% for JRUD.L and 0.25% for JREG.L.

Portfolio Optimizer

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