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JUKC.L vs. IEDL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUKC.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JUKC.L is traded in GBp, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JUKC.L achieves a 6.47% return, which is significantly lower than IEDL.L's 13.19% return.


JUKC.L

1D
0.34%
1M
2.18%
YTD
6.47%
6M
8.36%
1Y
20.86%
3Y*
14.98%
5Y*
10Y*

IEDL.L

1D
0.03%
1M
4.86%
YTD
13.19%
6M
15.86%
1Y
36.33%
3Y*
21.75%
5Y*
14.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUKC.L vs. IEDL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JUKC.L
JPMorgan UK Equity Core UCITS ETF GBP (acc)
6.47%24.96%9.72%7.55%5.74%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
13.19%42.22%5.44%11.24%4.94%

Correlation

The correlation between JUKC.L and IEDL.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.79

The correlation between JUKC.L and IEDL.L has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

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Return for Risk

JUKC.L vs. IEDL.L — Risk / Return Rank

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

JUKC.L
JUKC.L Risk / Return Rank: 5454
Overall Rank
JUKC.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JUKC.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
JUKC.L Omega Ratio Rank: 5858
Omega Ratio Rank
JUKC.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
JUKC.L Martin Ratio Rank: 4949
Martin Ratio Rank

IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6868
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.

JUKC.L vs. IEDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.


JUKC.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.35

1.48

-0.13

Calmar ratioReturn relative to maximum drawdown

2.37

3.43

-1.05

Martin ratioReturn relative to average drawdown

8.25

12.68

-4.43

JUKC.L vs. IEDL.L - Sharpe Ratio Comparison

The current JUKC.L Sharpe Ratio is 1.92, which is comparable to the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of JUKC.L and IEDL.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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Sharpe Ratios by Period


JUKC.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.68

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.59

+0.54

Drawdowns

JUKC.L vs. IEDL.L - Drawdown Comparison

The maximum JUKC.L drawdown since its inception was -12.95%, smaller than the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for JUKC.L and IEDL.L.


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Drawdown Indicators


JUKC.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-34.37%

+21.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-10.54%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-16.23%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

Current Drawdown

Current decline from peak

-3.36%

-0.80%

-2.56%

Average Drawdown

Average peak-to-trough decline

-2.18%

-5.72%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.86%

-0.34%

Volatility

JUKC.L vs. IEDL.L - Volatility Comparison

The current volatility for JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) is 3.94%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a volatility of 4.75%. This indicates that JUKC.L experiences smaller price fluctuations and is considered to be less risky than IEDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUKC.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

4.75%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

11.06%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

13.48%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.06%

15.30%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.06%

17.59%

-5.53%

JUKC.L vs. IEDL.L - Expense Ratio Comparison

Both JUKC.L and IEDL.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JUKC.L vs. IEDL.L - Dividend Comparison

JUKC.L has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.01%.


PositionTTM20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%
JUKC.L
JPMorgan UK Equity Core UCITS ETF GBP (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JUKC.L and IEDL.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JUKC.L and IEDL.L have the same expense ratio: 0.25% per year.

JUKC.L tracks FTSE AllSh TR GBP, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: JPMorgan and iShares.

Portfolio Optimizer

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