JRUD.L vs. MINT.L
JRUD.L (JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist)) and MINT.L (PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF) are both Global Equities funds. JRUD.L is actively managed, while MINT.L is passively managed. Over the past 5 years, JRUD.L returned 13.07%/yr vs 3.49%/yr for MINT.L. At a 0.02 correlation, their price movements are largely independent.
Performance
JRUD.L vs. MINT.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 higher than MINT.L's 2.39% 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*
- —
MINT.L
- 1D
- 0.05%
- 1M
- 0.39%
- 6M
- 2.17%
- YTD
- 2.39%
- 1Y
- 4.58%
- 3Y*
- 5.23%
- 5Y*
- 3.49%
- 10Y*
- 2.65%
JRUD.L vs. MINT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
MINT.L PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF | 2.39% | 4.66% | 5.75% | 5.72% | -0.67% | -0.09% | 1.30% | 0.15% |
Correlation
The correlation between JRUD.L and MINT.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019 | 0.02 |
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Return for Risk
JRUD.L vs. MINT.L — Risk / Return Rank
JRUD.L
MINT.L
JRUD.L vs. MINT.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 PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.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 | MINT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.05 | ||
| Sortino ratioReturn per unit of downside risk | -14.20 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 3.57 | -2.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 45.35 | -42.78 |
| Martin ratioReturn relative to average drawdown | 10.68 | 232.26 | -221.58 |
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Drawdowns
JRUD.L vs. MINT.L - Drawdown Comparison
The maximum JRUD.L drawdown since its inception was -34.49%, which is greater than MINT.L's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for JRUD.L and MINT.L.
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Drawdown Indicators
| JRUD.L | MINT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -3.89% | -30.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -0.10% | -8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -0.62% | -18.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -2.47% | -21.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.89% | — |
Current DrawdownCurrent decline from peak | -0.40% | 0.00% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -0.23% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 0.02% | +2.00% |
Volatility
JRUD.L vs. MINT.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 PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L) at 0.14%. This indicates that JRUD.L's price experiences larger fluctuations and is considered to be riskier than MINT.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 | MINT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 0.14% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 0.35% | +8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 0.58% | +11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 0.76% | +15.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 0.95% | +18.89% |
Dividends
JRUD.L vs. MINT.L - Dividend Comparison
JRUD.L's dividend yield for the trailing twelve months is around 0.67%, less than MINT.L's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MINT.L PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF | 4.36% | 4.43% | 5.18% | 4.81% | 1.51% | 0.34% | 1.17% | 2.63% | 2.33% | 1.56% | 1.31% | 0.79% |
Frequently Asked Questions
JRUD.L and MINT.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: JPMorgan and PIMCO.
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