MVUS.L vs. JURE.L
Compare and contrast key facts about iShares Edge S&P 500 Minimum Volatility UCITS ETF (MVUS.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L).
MVUS.L and JURE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVUS.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Nov 30, 2012. 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. Both MVUS.L and JURE.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: MVUS.L or JURE.L.
Key characteristics
| MVUS.L | JURE.L | |
|---|---|---|
| YTD Return | 20.06% | 21.62% |
| 1Y Return | 24.23% | 28.23% |
| 3Y Return (Ann) | 11.47% | 13.51% |
| 5Y Return (Ann) | 10.99% | 16.94% |
| Sharpe Ratio | 2.69 | 2.55 |
| Sortino Ratio | 3.89 | 3.50 |
| Omega Ratio | 1.49 | 1.48 |
| Calmar Ratio | 2.46 | 4.41 |
| Martin Ratio | 23.05 | 17.73 |
| Ulcer Index | 1.08% | 1.63% |
| Daily Std Dev | 9.22% | 11.32% |
| Max Drawdown | -24.85% | -26.13% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between MVUS.L and JURE.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MVUS.L vs. JURE.L - Performance Comparison
In the year-to-date period, MVUS.L achieves a 20.06% return, which is significantly lower than JURE.L's 21.62% 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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MVUS.L vs. JURE.L - Expense Ratio Comparison
Both MVUS.L and JURE.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
MVUS.L vs. JURE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (MVUS.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.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
MVUS.L vs. JURE.L - Dividend Comparison
Neither MVUS.L nor JURE.L has paid dividends to shareholders.
Drawdowns
MVUS.L vs. JURE.L - Drawdown Comparison
The maximum MVUS.L drawdown since its inception was -24.85%, roughly equal to the maximum JURE.L drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for MVUS.L and JURE.L. For additional features, visit the drawdowns tool.
Volatility
MVUS.L vs. JURE.L - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (MVUS.L) is 1.61%, while JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) has a volatility of 2.13%. This indicates that MVUS.L experiences smaller price fluctuations and is considered to be less risky than JURE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.