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

Performance

JUKC.L vs. MVEU.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 Minimum Volatility UCITS ETF EUR (Acc) (MVEU.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 MVEU.L is traded in EUR. To make them comparable, the MVEU.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 8.41% return, which is significantly higher than MVEU.L's 5.58% return.


JUKC.L

1D
0.00%
1M
1.00%
6M
5.56%
YTD
8.41%
1Y
21.73%
3Y*
16.46%
5Y*
10Y*

MVEU.L

1D
-0.61%
1M
-0.45%
6M
4.23%
YTD
5.58%
1Y
9.00%
3Y*
11.44%
5Y*
6.76%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
JUKC.L
JPMorgan UK Equity Core UCITS ETF GBP (acc)
8.41%24.96%9.72%7.55%5.35%
MVEU.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)
5.58%17.63%6.71%8.45%4.08%

Correlation

The correlation between JUKC.L and MVEU.L is 0.69, 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

0.69

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2022

0.71

The correlation between JUKC.L and MVEU.L has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

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Return for Risk

JUKC.L vs. MVEU.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: 6969
Overall Rank
JUKC.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JUKC.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
JUKC.L Omega Ratio Rank: 7777
Omega Ratio Rank
JUKC.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
JUKC.L Martin Ratio Rank: 5757
Martin Ratio Rank

MVEU.L
MVEU.L Risk / Return Rank: 4141
Overall Rank
MVEU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MVEU.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
MVEU.L Omega Ratio Rank: 4343
Omega Ratio Rank
MVEU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
MVEU.L Martin Ratio Rank: 3939
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. MVEU.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 Minimum Volatility UCITS ETF EUR (Acc) (MVEU.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.


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

+0.96

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.36

1.18

+0.18

Calmar ratioReturn relative to maximum drawdown

2.48

1.08

+1.41

Martin ratioReturn relative to average drawdown

8.21

3.07

+5.14

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

The current JUKC.L Sharpe Ratio is 1.95, which is higher than the MVEU.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JUKC.L and MVEU.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

JUKC.L vs. MVEU.L - Drawdown Comparison

The maximum JUKC.L drawdown since its inception was -12.95%, smaller than the maximum MVEU.L drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for JUKC.L and MVEU.L.


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Drawdown Indicators


JUKC.LMVEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-23.74%

+10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-8.32%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-8.32%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

Max Drawdown (10Y)

Largest decline over 10 years

-23.74%

Current Drawdown

Current decline from peak

-1.60%

-3.83%

+2.23%

Average Drawdown

Average peak-to-trough decline

-2.18%

-3.52%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.92%

-0.27%

Volatility

JUKC.L vs. MVEU.L - Volatility Comparison

JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) has a higher volatility of 2.87% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (MVEU.L) at 2.67%. This indicates that JUKC.L's price experiences larger fluctuations and is considered to be riskier than MVEU.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.LMVEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.67%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

7.64%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

9.16%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.10%

11.30%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.10%

12.56%

-0.46%

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

Both JUKC.L and MVEU.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. MVEU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


JUKC.L and MVEU.L have a correlation of 0.69, 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 MVEU.L have the same expense ratio: 0.25% per year.

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

Portfolio Optimizer

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