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

Performance

JUKC.L vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
JUKC.L
JPMorgan UK Equity Core UCITS ETF GBP (acc)
4.88%24.96%9.72%7.55%5.74%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
4.77%21.01%9.05%7.25%5.60%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with JUKC.L having a 4.88% return and LCUK.L slightly lower at 4.77%.


JUKC.L

1D
1.62%
1M
-3.52%
YTD
4.88%
6M
10.70%
1Y
24.26%
3Y*
14.57%
5Y*
10Y*

LCUK.L

1D
1.55%
1M
-3.64%
YTD
4.77%
6M
6.68%
1Y
19.39%
3Y*
13.07%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

JUKC.L has a 0.25% expense ratio, which is higher than LCUK.L's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JUKC.L vs. LCUK.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: 8585
Overall Rank
JUKC.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
JUKC.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
JUKC.L Omega Ratio Rank: 8888
Omega Ratio Rank
JUKC.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
JUKC.L Martin Ratio Rank: 8484
Martin Ratio Rank

LCUK.L
LCUK.L Risk / Return Rank: 7171
Overall Rank
LCUK.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 7272
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 6969
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. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.LLCUK.LDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.36

+0.45

Sortino ratio

Return per unit of downside risk

2.30

1.76

+0.54

Omega ratio

Gain probability vs. loss probability

1.38

1.28

+0.10

Calmar ratio

Return relative to maximum drawdown

2.65

2.16

+0.48

Martin ratio

Return relative to average drawdown

10.65

7.75

+2.91

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

The current JUKC.L Sharpe Ratio is 1.81, which is higher than the LCUK.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of JUKC.L and LCUK.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JUKC.LLCUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.36

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.51

+0.65

Correlation

The correlation between JUKC.L and LCUK.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JUKC.L vs. LCUK.L - Dividend Comparison

Neither JUKC.L nor LCUK.L has paid dividends to shareholders.


TTM2025202420232022202120202019
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%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
0.00%0.00%3.68%3.05%3.94%3.86%3.00%3.48%

Drawdowns

JUKC.L vs. LCUK.L - Drawdown Comparison

The maximum JUKC.L drawdown since its inception was -12.95%, smaller than the maximum LCUK.L drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for JUKC.L and LCUK.L.


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Drawdown Indicators


JUKC.LLCUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-35.54%

+22.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.73%

-10.55%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

Current Drawdown

Current decline from peak

-4.80%

-5.03%

+0.23%

Average Drawdown

Average peak-to-trough decline

-2.12%

-4.99%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.56%

-0.23%

Volatility

JUKC.L vs. LCUK.L - Volatility Comparison

The current volatility for JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) is 5.08%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) has a volatility of 5.43%. This indicates that JUKC.L experiences smaller price fluctuations and is considered to be less risky than LCUK.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.LLCUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.43%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

9.38%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

14.20%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.98%

12.90%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.98%

15.73%

-3.75%