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JUKE.L vs. IEFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUKE.L vs. IEFV.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, JUKE.L achieves a 7.14% return, which is significantly lower than IEFV.L's 14.64% return.


JUKE.L

1D
0.00%
1M
-0.51%
YTD
7.14%
6M
7.73%
1Y
22.88%
3Y*
16.11%
5Y*
10Y*

IEFV.L

1D
1.36%
1M
1.12%
YTD
14.64%
6M
15.38%
1Y
38.77%
3Y*
22.78%
5Y*
15.04%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUKE.L vs. IEFV.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JUKE.L
JPMorgan UK Equity Core UCITS ETF GBP (dist)
7.14%25.12%9.70%7.50%5.41%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF
14.64%42.20%5.40%11.41%4.44%

Correlation

The correlation between JUKE.L and IEFV.L is 0.74, 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

0.74

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

0.76

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

0.78

The correlation between JUKE.L and IEFV.L has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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Return for Risk

JUKE.L vs. IEFV.L — Risk / Return Rank

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

JUKE.L
JUKE.L Risk / Return Rank: 6565
Overall Rank
JUKE.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JUKE.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
JUKE.L Omega Ratio Rank: 7171
Omega Ratio Rank
JUKE.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
JUKE.L Martin Ratio Rank: 5454
Martin Ratio Rank

IEFV.L
IEFV.L Risk / Return Rank: 8787
Overall Rank
IEFV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 9292
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7979
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.

JUKE.L vs. IEFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.


JUKE.LIEFV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.37

1.53

-0.16

Calmar ratioReturn relative to maximum drawdown

2.57

3.65

-1.08

Martin ratioReturn relative to average drawdown

8.52

13.42

-4.90

JUKE.L vs. IEFV.L - Sharpe Ratio Comparison

The current JUKE.L Sharpe Ratio is 2.04, which is comparable to the IEFV.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of JUKE.L and IEFV.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

JUKE.L vs. IEFV.L - Drawdown Comparison

The maximum JUKE.L drawdown since its inception was -12.31%, smaller than the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for JUKE.L and IEFV.L.


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Drawdown Indicators


JUKE.LIEFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.31%

-34.64%

+22.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-10.57%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-15.02%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

Current Drawdown

Current decline from peak

-2.76%

0.00%

-2.76%

Average Drawdown

Average peak-to-trough decline

-2.21%

-6.18%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.88%

-0.19%

Volatility

JUKE.L vs. IEFV.L - Volatility Comparison

The current volatility for JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.L) is 2.96%, while iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a volatility of 3.84%. This indicates that JUKE.L experiences smaller price fluctuations and is considered to be less risky than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUKE.LIEFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

3.84%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

11.09%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

13.43%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

17.10%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.97%

17.58%

-5.61%

JUKE.L vs. IEFV.L - Expense Ratio Comparison

Both JUKE.L and IEFV.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

JUKE.L vs. IEFV.L - Dividend Comparison

JUKE.L's dividend yield for the trailing twelve months is around 2.84%, while IEFV.L has not paid dividends to shareholders.


PositionTTM2025202420232022
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%
JUKE.L
JPMorgan UK Equity Core UCITS ETF GBP (dist)
2.84%2.79%3.11%2.94%1.26%

Frequently Asked Questions


JUKE.L and IEFV.L have a correlation of 0.74, 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.

JUKE.L and IEFV.L have the same expense ratio: 0.25% per year.

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

Portfolio Optimizer

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