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

Performance

JUKE.L vs. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, JUKE.L achieves a 6.30% return, which is significantly higher than VUKG.L's 5.56% return.


JUKE.L

1D
0.21%
1M
2.07%
YTD
6.30%
6M
8.40%
1Y
20.76%
3Y*
14.96%
5Y*
10Y*

VUKG.L

1D
0.38%
1M
1.75%
YTD
5.56%
6M
8.02%
1Y
21.09%
3Y*
14.77%
5Y*
11.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
JUKE.L
JPMorgan UK Equity Core UCITS ETF GBP (dist)
6.30%25.12%9.70%7.50%5.81%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
5.56%26.12%9.40%7.20%6.60%

Correlation

The correlation between JUKE.L and VUKG.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.96

The correlation between JUKE.L and VUKG.L has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

JUKE.L vs. VUKG.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: 5353
Overall Rank
JUKE.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JUKE.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
JUKE.L Omega Ratio Rank: 5757
Omega Ratio Rank
JUKE.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
JUKE.L Martin Ratio Rank: 4949
Martin Ratio Rank

VUKG.L
VUKG.L Risk / Return Rank: 5656
Overall Rank
VUKG.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VUKG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VUKG.L Omega Ratio Rank: 6262
Omega Ratio Rank
VUKG.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUKG.L Martin Ratio Rank: 4848
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. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.


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

-0.07

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.32

2.40

-0.08

Martin ratioReturn relative to average drawdown

8.01

7.96

+0.05

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

The current JUKE.L Sharpe Ratio is 1.89, which is comparable to the VUKG.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of JUKE.L and VUKG.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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Sharpe Ratios by Period


JUKE.LVUKG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.95

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.56

+0.59

Drawdowns

JUKE.L vs. VUKG.L - Drawdown Comparison

The maximum JUKE.L drawdown since its inception was -12.31%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for JUKE.L and VUKG.L.


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Drawdown Indicators


JUKE.LVUKG.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.31%

-34.32%

+22.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.74%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-13.03%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

Current Drawdown

Current decline from peak

-3.53%

-4.16%

+0.63%

Average Drawdown

Average peak-to-trough decline

-2.19%

-4.73%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.64%

-0.05%

Volatility

JUKE.L vs. VUKG.L - Volatility Comparison

JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) have volatilities of 3.97% and 3.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUKE.LVUKG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.86%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

9.35%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

10.74%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.88%

12.75%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.88%

16.13%

-4.25%

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

JUKE.L has a 0.25% expense ratio, which is higher than VUKG.L's 0.09% 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%.


Dividends

JUKE.L vs. VUKG.L - Dividend Comparison

JUKE.L's dividend yield for the trailing twelve months is around 2.86%, while VUKG.L has not paid dividends to shareholders.


PositionTTM2025202420232022
JUKE.L
JPMorgan UK Equity Core UCITS ETF GBP (dist)
2.86%2.79%3.11%2.94%1.26%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, JUKE.L and VUKG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUKG.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUKG.L is cheaper with a 0.09% expense ratio, compared with 0.25% for JUKE.L.

Both ETFs track FTSE AllSh TR GBP. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.25% for JUKE.L and 0.09% for VUKG.L.

Portfolio Optimizer

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