PortfoliosLab logoPortfoliosLab logo
JURE.L vs. LCUK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JURE.L vs. LCUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JURE.L vs. LCUK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)
-3.12%8.38%27.17%21.34%-9.44%32.51%15.58%26.43%-6.82%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
4.77%21.01%9.05%7.25%2.15%18.06%-11.83%18.73%-4.89%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, JURE.L achieves a -3.12% return, which is significantly lower than LCUK.L's 4.77% return.


JURE.L

1D
1.54%
1M
-3.41%
YTD
-3.12%
6M
0.65%
1Y
14.34%
3Y*
15.72%
5Y*
12.75%
10Y*

LCUK.L

1D
1.55%
1M
-3.64%
YTD
4.77%
6M
6.68%
1Y
19.39%
3Y*
13.07%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JURE.L vs. LCUK.L - Expense Ratio Comparison

JURE.L has a 0.20% expense ratio, which is higher than LCUK.L's 0.04% 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%.


Return for Risk

JURE.L vs. LCUK.L — Risk / Return Rank

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

JURE.L
JURE.L Risk / Return Rank: 5656
Overall Rank
JURE.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
JURE.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
JURE.L Omega Ratio Rank: 4949
Omega Ratio Rank
JURE.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
JURE.L Martin Ratio Rank: 6565
Martin Ratio Rank

LCUK.L
LCUK.L Risk / Return Rank: 7171
Overall Rank
LCUK.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 7272
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 6969
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.

JURE.L vs. LCUK.L - Risk-Adjusted Trends 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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.


JURE.LLCUK.LDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.36

-0.44

Sortino ratio

Return per unit of downside risk

1.35

1.76

-0.41

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

2.05

2.16

-0.11

Martin ratio

Return relative to average drawdown

7.12

7.75

-0.63

JURE.L vs. LCUK.L - Sharpe Ratio Comparison

The current JURE.L Sharpe Ratio is 0.92, which is lower than the LCUK.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of JURE.L and LCUK.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JURE.LLCUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.36

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.85

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.51

+0.34

Correlation

The correlation between JURE.L and LCUK.L is 0.57, 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.


Dividends

JURE.L vs. LCUK.L - Dividend Comparison

Neither JURE.L nor LCUK.L has paid dividends to shareholders.


TTM2025202420232022202120202019
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%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
0.00%0.00%3.68%3.05%3.94%3.86%3.00%3.48%

Drawdowns

JURE.L vs. LCUK.L - Drawdown Comparison

The maximum JURE.L drawdown since its inception was -26.13%, smaller than the maximum LCUK.L drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for JURE.L and LCUK.L.


Loading graphics...

Drawdown Indicators


JURE.LLCUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.13%

-35.54%

+9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-10.55%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-12.65%

-8.85%

Current Drawdown

Current decline from peak

-4.58%

-5.03%

+0.45%

Average Drawdown

Average peak-to-trough decline

-3.73%

-4.99%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.56%

-0.54%

Volatility

JURE.L vs. LCUK.L - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) is 3.72%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) has a volatility of 5.43%. This indicates that JURE.L experiences smaller price fluctuations and is considered to be less risky than LCUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JURE.LLCUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.43%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

9.38%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

14.20%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

12.90%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

15.73%

+0.79%