JURE.L vs. JPM
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and JPMorgan Chase & Co. (JPM).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JURE.L or JPM.
Key characteristics
| JURE.L | JPM | |
|---|---|---|
| YTD Return | 15.66% | 22.24% |
| 1Y Return | 20.36% | 40.34% |
| 3Y Return (Ann) | 12.24% | 12.29% |
| 5Y Return (Ann) | 14.87% | 14.52% |
| Sharpe Ratio | 1.84 | 2.23 |
| Daily Std Dev | 11.53% | 19.32% |
| Max Drawdown | -26.13% | -74.02% |
| Current Drawdown | -1.83% | -9.11% |
Correlation
The correlation between JURE.L and JPM is 0.41, 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. JPM - Performance Comparison
In the year-to-date period, JURE.L achieves a 15.66% return, which is significantly lower than JPM's 22.24% 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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Risk-Adjusted Performance
JURE.L vs. JPM - 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 JPMorgan Chase & Co. (JPM). 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. JPM - Dividend Comparison
JURE.L has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 2.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (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% |
JPM JPMorgan Chase & Co. | 2.15% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
JURE.L vs. JPM - Drawdown Comparison
The maximum JURE.L drawdown since its inception was -26.13%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for JURE.L and JPM. For additional features, visit the drawdowns tool.
Volatility
JURE.L vs. JPM - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) is 4.24%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.26%. This indicates that JURE.L experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.