JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc)

10-Year Study

JGRE.LSE · · GB · ETF

Executive Summary: JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc) has compounded at 13.1% annually over the last 10 years, with a maximum drawdown of 14.8% and an annualized volatility of 12.7%.

1Y CAGR
+21.9%
3Y CAGR
+16.3%
5Y CAGR
+12.3%
10Y CAGR
+13.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
14.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +25.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.22.9-5.56.3————————3.2%
20254.3-3.5-6.8-2.55.12.75.5-0.43.14.9-0.50.111.7%
20242.04.13.7-2.01.44.4-0.6-0.40.12.55.3-1.120.6%
20234.20.20.40.30.93.72.0-0.3-0.4-3.04.94.618.6%
2022-5.9-1.45.6-3.3-2.0-4.97.31.4-3.72.11.0-3.2-7.8%
2021-0.80.95.13.8-0.73.91.43.7-1.83.52.22.525.9%
2020-0.3-6.3-8.68.16.33.2-1.35.80.2-3.59.01.613.2%
20194.42.23.23.5-2.05.45.7-3.01.7-2.63.20.724.0%
2018——————————0.8-6.9-6.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 78.7% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0110082.384823848239
2018-12-019390.785907859079
2019-01-019803.794037940379
2019-02-0110015.176151761518
2019-03-0110332.249322493226
2019-04-0110688.888888888887
2019-05-0110473.712737127373
2019-06-0111043.360433604337
2019-07-0111669.376693766937
2019-08-0111319.78319783198
2019-09-0111508.130081300813
2019-10-0111205.962059620595
2019-11-0111563.68563685637
2019-12-0111640.921409214092
2020-01-0111607.046070460705
2020-02-0110876.693766937668
2020-03-019945.799457994579
2020-04-0110753.387533875339
2020-05-0111428.18428184282
2020-06-0111788.617886178863
2020-07-0111636.856368563685
2020-08-0112310.29810298103
2020-09-0112334.68834688347
2020-10-0111899.728997289973
2020-11-0112968.834688346884
2020-12-0113178.861788617885
2021-01-0113074.525745257453
2021-02-0113186.991869918698
2021-03-0113865.853658536584
2021-04-0114386.17886178862
2021-05-0114280.487804878048
2021-06-0114830.623306233061
2021-07-0115033.875338753389
2021-08-0115584.010840108402
2021-09-0115310.29810298103
2021-10-0115841.463414634147
2021-11-0116186.991869918698
2021-12-0116594.850948509484
2022-01-0115617.886178861789
2022-02-0115398.373983739837
2022-03-0116262.872628726289
2022-04-0115726.287262872629
2022-05-0115406.504065040652
2022-06-0114644.986449864498
2022-07-0115714.09214092141
2022-08-0115934.959349593497
2022-09-0115342.818428184282
2022-10-0115659.891598915989
2022-11-0115813.0081300813
2022-12-0115304.878048780489
2023-01-0115949.864498644985
2023-02-0115985.09485094851
2023-03-0116044.71544715447
2023-04-0116090.785907859077
2023-05-0116238.482384823848
2023-06-0116840.10840108401
2023-07-0117173.441734417345
2023-08-0117117.886178861787
2023-09-0117050.135501355013
2023-10-0116540.650406504064
2023-11-0117357.723577235774
2023-12-0118150.40650406504
2024-01-0118508.130081300813
2024-02-0119268.29268292683
2024-03-0119978.319783197832
2024-04-0119569.105691056913
2024-05-0119834.688346883468
2024-06-0120701.897018970187
2024-07-0120571.815718157184
2024-08-0120483.739837398374
2024-09-0120504.065040650406
2024-10-0121018.970189701897
2024-11-0122140.92140921409
2024-12-0121895.663956639568
2025-01-0122841.463414634145
2025-02-0122035.230352303523
2025-03-0120531.165311653116
2025-04-0120013.550135501355
2025-05-0121043.360433604335
2025-06-0121604.336043360432
2025-07-0122795.39295392954
2025-08-0122693.766937669374
2025-09-0123388.88888888889
2025-10-0124542.005420054204
2025-11-0124425.47425474255
2025-12-0124447.154471544716
2026-01-0124392.953929539293
2026-02-0125102.981029810297
2026-03-0123731.70731707317
2026-04-0125230.352303523036
Annual Return Matrix
YearAnnual Return
20190.23961098926468893
20200.13211500407403087
20210.2592021385975736
2022-0.07773332244631337
20230.18592297476759634
20240.20634565136244865
20250.11652948821090403
20260.03203635960536522
Total Factor Risk
0.12717823160500835
VTI.US Exposure
0.7873109927334793
VEA.US Exposure
0.17430570148996796
VWO.US Exposure
-0.019978173104435382
QQQ.US Exposure
-0.19837064789149136
VTV.US Exposure
-0.1135794000415455
IJR.US Exposure
-0.002443088004703737
QUAL.US Exposure
0.16327847057732775
SHV.US Exposure
0.00732349992323486
TLT.US Exposure
0.04212036110966172
LQD.US Exposure
-0.014310777170068028
HYG.US Exposure
-0.03875321080903662
GLD.US Exposure
0.0019906401935884574
USO.US Exposure
-0.0008412557183184663
VNQ.US Exposure
-0.005814690387551297
BTC-USD.CC Exposure
-0.007000150177622691
CPER.US Exposure
-0.00454811267966255
VIX.INDX Exposure
0.007163917547495011
UUP.US Exposure
0.16861810036142272
TIP.US Exposure
-0.0040538794186978575
Idiosyncratic Exposure
0.05758170146695582
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$264.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc) a high-risk investment?

JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.LSE) has an annualized volatility of 12.7% and experienced a maximum drawdown of 14.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of JGRE.LSE?

Over the past 10 years, JGRE.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.1%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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