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

Performance

JUKC.L vs. VUG - 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 Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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JUKC.L vs. VUG - 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%
VUG
Vanguard Growth ETF
-7.60%10.90%35.01%39.49%-2.38%
Different Trading Currencies

JUKC.L is traded in GBp, while VUG is traded in USD. To make them comparable, the VUG 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 4.88% return, which is significantly higher than VUG's -7.60% return.


JUKC.L

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

VUG

1D
0.72%
1M
-2.71%
YTD
-7.60%
6M
-6.87%
1Y
15.65%
3Y*
19.14%
5Y*
12.69%
10Y*
17.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JUKC.L vs. VUG - Expense Ratio Comparison

JUKC.L has a 0.25% expense ratio, which is higher than VUG's 0.03% 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. VUG — 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

VUG
VUG Risk / Return Rank: 3838
Overall Rank
VUG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUG Omega Ratio Rank: 4141
Omega Ratio Rank
VUG Calmar Ratio Rank: 3636
Calmar Ratio Rank
VUG Martin Ratio Rank: 3535
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. VUG - 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 Vanguard Growth ETF (VUG). 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.LVUGDifference

Sharpe ratio

Return per unit of total volatility

1.81

0.68

+1.12

Sortino ratio

Return per unit of downside risk

2.30

1.12

+1.18

Omega ratio

Gain probability vs. loss probability

1.38

1.16

+0.22

Calmar ratio

Return relative to maximum drawdown

2.65

0.97

+1.68

Martin ratio

Return relative to average drawdown

10.65

2.83

+7.82

JUKC.L vs. VUG - Sharpe Ratio Comparison

The current JUKC.L Sharpe Ratio is 1.81, which is higher than the VUG Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of JUKC.L and VUG, 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.LVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.68

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.71

+0.45

Correlation

The correlation between JUKC.L and VUG is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JUKC.L vs. VUG - Dividend Comparison

JUKC.L has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

JUKC.L vs. VUG - Drawdown Comparison

The maximum JUKC.L drawdown since its inception was -12.95%, smaller than the maximum VUG drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for JUKC.L and VUG.


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Drawdown Indicators


JUKC.LVUGDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-50.68%

+37.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.73%

-16.53%

+5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-4.80%

-12.15%

+7.35%

Average Drawdown

Average peak-to-trough decline

-2.12%

-7.13%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

4.78%

-2.45%

Volatility

JUKC.L vs. VUG - Volatility Comparison

The current volatility for JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) is 5.08%, while Vanguard Growth ETF (VUG) has a volatility of 6.07%. This indicates that JUKC.L experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUKC.LVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

6.07%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

12.37%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

22.99%

-9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.98%

20.99%

-9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.98%

21.28%

-9.30%