JURE.L vs. FRIN.L
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and Franklin FTSE India UCITS ETF (FRIN.L).
JURE.L and FRIN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JURE.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 10, 2018. FRIN.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI India NR USD. It was launched on Jun 25, 2019. Both JURE.L and FRIN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JURE.L or FRIN.L.
Key characteristics
JURE.L | FRIN.L | |
---|---|---|
YTD Return | 15.66% | 17.46% |
1Y Return | 20.36% | 24.33% |
3Y Return (Ann) | 12.24% | 12.29% |
5Y Return (Ann) | 14.87% | 14.07% |
Sharpe Ratio | 1.84 | 1.70 |
Daily Std Dev | 11.53% | 14.47% |
Max Drawdown | -26.13% | -36.20% |
Current Drawdown | -1.83% | -1.22% |
Correlation
The correlation between JURE.L and FRIN.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JURE.L vs. FRIN.L - Performance Comparison
In the year-to-date period, JURE.L achieves a 15.66% return, which is significantly lower than FRIN.L's 17.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JURE.L vs. FRIN.L - Expense Ratio Comparison
JURE.L has a 0.20% expense ratio, which is higher than FRIN.L's 0.19% 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%.
Risk-Adjusted Performance
JURE.L vs. FRIN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and Franklin FTSE India UCITS ETF (FRIN.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.
Dividends
JURE.L vs. FRIN.L - Dividend Comparison
Neither JURE.L nor FRIN.L has paid dividends to shareholders.
Drawdowns
JURE.L vs. FRIN.L - Drawdown Comparison
The maximum JURE.L drawdown since its inception was -26.13%, smaller than the maximum FRIN.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for JURE.L and FRIN.L. For additional features, visit the drawdowns tool.
Volatility
JURE.L vs. FRIN.L - Volatility Comparison
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) has a higher volatility of 4.49% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 3.07%. This indicates that JURE.L's price experiences larger fluctuations and is considered to be riskier than FRIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.