JPMORGAN ETFS (IRELAND) ICAV JPM US REI EQUITY ESG ETF DIST

10-Year Study

JRDU.LSE · · GB · ETF

Executive Summary: JPMORGAN ETFS (IRELAND) ICAV JPM US REI EQUITY ESG ETF DIST has compounded at 16.1% annually over the last 10 years, with a maximum drawdown of 16.0% and an annualized volatility of 13.8%.

1Y CAGR
+22.0%
3Y CAGR
+16.1%
5Y CAGR
+16.1%
10Y CAGR
+16.1%

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 →
16.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +27.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.31.2-4.56.9————————2.0%
20253.4-4.9-8.2-3.96.13.36.9-1.03.25.3-0.5-0.58.3%
20242.55.13.4-1.90.96.7-1.4-0.80.54.16.4-0.627.2%
2023————————-0.7-2.84.84.55.8%

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 13.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 74.4% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-08-0110000
2023-09-019928.307512494903
2023-10-019650.592522312447
2023-11-0110116.972520419684
2023-12-0110575.05121507697
2024-01-0110843.124144632326
2024-02-0111397.50707214776
2024-03-0111787.094163885658
2024-04-0111560.02500612192
2024-05-0111662.547827779417
2024-06-0112440.962197543808
2024-07-0112260.977476326168
2024-08-0112164.530085698241
2024-09-0112221.487174633945
2024-10-0112721.191530749395
2024-11-0113540.61521389649
2024-12-0113454.040167791989
2025-01-0113915.60052098345
2025-02-0113237.927659207911
2025-03-0112158.38753984327
2025-04-0111682.411968900837
2025-05-0112399.049296947574
2025-06-0112812.376257040667
2025-07-0113694.039089028922
2025-08-0113554.225977341172
2025-09-0113988.945326231313
2025-10-0114726.974735208923
2025-11-0114652.866113989423
2025-12-0114577.229552960462
2026-01-0114393.51318587734
2026-02-0114565.14857652226
2026-03-0113910.932961956423
2026-04-0114875.323744369358
Annual Return Matrix
YearAnnual Return
20240.27224349973931217
20250.08348342736907455
20260.020449303506258953
Total Factor Risk
0.13809650118520903
VTI.US Exposure
0.7437486835429531
VEA.US Exposure
-0.00021966695216001837
VWO.US Exposure
0.008681309146352446
QQQ.US Exposure
-0.12096988010644515
VTV.US Exposure
-0.07687597315658333
IJR.US Exposure
0.00991508969844178
QUAL.US Exposure
0.11276701387130136
SHV.US Exposure
0.06462819849835137
TLT.US Exposure
0.056627367732091774
LQD.US Exposure
-0.017063477489291764
HYG.US Exposure
0.020378896434257773
GLD.US Exposure
-0.0005300437596177292
USO.US Exposure
0.0014952333381553174
VNQ.US Exposure
-0.05028450921090815
BTC-USD.CC Exposure
0.0013197024138600663
CPER.US Exposure
0.0002190418561351297
VIX.INDX Exposure
-0.003108664855187335
UUP.US Exposure
0.15497746642458773
TIP.US Exposure
0.06379060383358423
Idiosyncratic Exposure
0.030503608740121455
Value Score
50
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
13.8%

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 →N/A
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$0
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 →
+3.5%
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 →
+5.1%
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 JPM US REI EQUITY ESG ETF DIST a high-risk investment?

JPMORGAN ETFS (IRELAND) ICAV JPM US REI EQUITY ESG ETF DIST (JRDU.LSE) has an annualized volatility of 13.8% and experienced a maximum drawdown of 16.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, JRDU.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.1%. It has had a positive return in 100% 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.

Run a Full Backtest on JPMORGAN ETFS (IRELAND) ICAV JPM US REI EQUITY ESG ETF DIST

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest