JRUD.L vs. KSTR.L
JRUD.L (JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist)) and KSTR.L (KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF) are both Global Equities funds. JRUD.L is actively managed, while KSTR.L is passively managed. Over the past 5 years, JRUD.L returned 13.07%/yr vs -0.22%/yr for KSTR.L. At a 0.22 correlation, their price movements are largely independent. JRUD.L charges 0.20%/yr vs 0.82%/yr for KSTR.L.
Performance
JRUD.L vs. KSTR.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRUD.L achieves a 9.80% return, which is significantly lower than KSTR.L's 41.53% return.
JRUD.L
- 1D
- 0.14%
- 1M
- 0.26%
- 6M
- 9.85%
- YTD
- 9.80%
- 1Y
- 20.83%
- 3Y*
- 19.58%
- 5Y*
- 13.07%
- 10Y*
- —
KSTR.L
- 1D
- -4.62%
- 1M
- 3.52%
- 6M
- 25.64%
- YTD
- 41.53%
- 1Y
- 93.56%
- 3Y*
- 21.29%
- 5Y*
- -0.22%
- 10Y*
- —
JRUD.L vs. KSTR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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% | 15.43% |
KSTR.L KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF | 41.53% | 42.76% | 5.23% | -18.80% | -38.16% | 2.78% |
Correlation
The correlation between JRUD.L and KSTR.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 26, 2021 | 0.22 |
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Return for Risk
JRUD.L vs. KSTR.L — Risk / Return Rank
JRUD.L
KSTR.L
JRUD.L vs. KSTR.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 KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.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.L | KSTR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 4.76 | -2.19 |
| Martin ratioReturn relative to average drawdown | 10.68 | 12.21 | -1.52 |
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Drawdowns
JRUD.L vs. KSTR.L - Drawdown Comparison
The maximum JRUD.L drawdown since its inception was -34.49%, smaller than the maximum KSTR.L drawdown of -66.67%. Use the drawdown chart below to compare losses from any high point for JRUD.L and KSTR.L.
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Drawdown Indicators
| JRUD.L | KSTR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -66.67% | +32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -19.42% | +11.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -36.60% | +17.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -66.38% | +42.27% |
Current DrawdownCurrent decline from peak | -0.40% | -18.75% | +18.35% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -39.83% | +34.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 7.58% | -5.56% |
Volatility
JRUD.L vs. KSTR.L - Volatility Comparison
The current volatility for JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) is 2.96%, while KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L) has a volatility of 19.20%. This indicates that JRUD.L experiences smaller price fluctuations and is considered to be less risky than KSTR.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.L | KSTR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 19.20% | -16.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 33.48% | -24.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 40.57% | -28.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 34.52% | -18.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 34.46% | -14.62% |
JRUD.L vs. KSTR.L - Expense Ratio Comparison
JRUD.L has a 0.20% expense ratio, which is lower than KSTR.L's 0.82% expense ratio.
Dividends
JRUD.L vs. KSTR.L - Dividend Comparison
JRUD.L's dividend yield for the trailing twelve months is around 0.67%, while KSTR.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JRUD.L JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) | 0.67% | 0.52% | 0.50% | 0.83% | 1.08% | 0.85% |
KSTR.L KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUD.L and KSTR.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.82% for KSTR.L.
They also come from different issuers: JPMorgan and KraneShares. Their fees differ too: 0.20% for JRUD.L and 0.82% for KSTR.L.
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