JUKE.L vs. IEFV.L
JUKE.L (JPMorgan UK Equity Core UCITS ETF GBP (dist)) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - JUKE.L tracks the FTSE AllSh TR GBP while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 3 years, JUKE.L returned 16.11%/yr vs 22.78%/yr for IEFV.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
JUKE.L vs. IEFV.L - Performance Comparison
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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%
JUKE.L vs. IEFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
JUKE.L
IEFV.L
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.L | IEFV.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | IEFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.76% | 0.00% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -6.18% | +3.97% |
Ulcer IndexDepth 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.L | IEFV.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
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