M9SV.L vs. JRCE.L
Compare and contrast key facts about Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L).
M9SV.L and JRCE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. M9SV.L is a passively managed fund by China Post Global that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Jun 7, 2018. JRCE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Feb 15, 2022. Both M9SV.L and JRCE.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.
Performance
M9SV.L vs. JRCE.L - Performance Comparison
Loading graphics...
M9SV.L vs. JRCE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
M9SV.L Market Access STOXX China A Minimum Variance UCITS ETF | -2.53% | 0.90% | 30.31% | 0.87% | -4.43% |
JRCE.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 1.10% | 19.75% | 11.38% | -17.74% | -9.39% |
Different Trading Currencies
M9SV.L is traded in GBP, while JRCE.L is traded in GBp. To make them comparable, the JRCE.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, M9SV.L achieves a -2.53% return, which is significantly lower than JRCE.L's 1.10% return.
M9SV.L
- 1D
- 0.13%
- 1M
- -0.27%
- YTD
- -2.53%
- 6M
- 0.32%
- 1Y
- 4.80%
- 3Y*
- 7.42%
- 5Y*
- 4.45%
- 10Y*
- —
JRCE.L
- 1D
- -0.12%
- 1M
- -4.43%
- YTD
- 1.10%
- 6M
- 4.02%
- 1Y
- 23.80%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
M9SV.L vs. JRCE.L - Expense Ratio Comparison
M9SV.L has a 0.45% expense ratio, which is higher than JRCE.L's 0.40% expense ratio.
Return for Risk
M9SV.L vs. JRCE.L — Risk / Return Rank
M9SV.L
JRCE.L
M9SV.L vs. JRCE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) and JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.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.
| M9SV.L | JRCE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 1.53 | -1.17 |
Sortino ratioReturn per unit of downside risk | 0.58 | 2.05 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.28 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 2.77 | -2.15 |
Martin ratioReturn relative to average drawdown | 1.82 | 8.19 | -6.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| M9SV.L | JRCE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 1.53 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.01 | +0.30 |
Correlation
The correlation between M9SV.L and JRCE.L is 0.60, 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
M9SV.L vs. JRCE.L - Dividend Comparison
Neither M9SV.L nor JRCE.L has paid dividends to shareholders.
Drawdowns
M9SV.L vs. JRCE.L - Drawdown Comparison
The maximum M9SV.L drawdown since its inception was -21.64%, smaller than the maximum JRCE.L drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for M9SV.L and JRCE.L.
Loading graphics...
Drawdown Indicators
| M9SV.L | JRCE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -36.68% | +15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -8.58% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | — | — |
Current DrawdownCurrent decline from peak | -12.48% | -5.10% | -7.38% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -18.24% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.90% | +0.08% |
Volatility
M9SV.L vs. JRCE.L - Volatility Comparison
The current volatility for Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) is 4.33%, while JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) has a volatility of 5.06%. This indicates that M9SV.L experiences smaller price fluctuations and is considered to be less risky than JRCE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| M9SV.L | JRCE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.06% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 10.90% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 15.55% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.07% | 21.67% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.67% | 21.67% | -1.00% |