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

10-Year Study

JURE.LSE · · GB · ETF

Executive Summary: JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity UCITS ETF - USD (acc) has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 16.1% and an annualized volatility of 13.7%.

1Y CAGR
+22.1%
3Y CAGR
+17.2%
5Y CAGR
+13.5%
10Y CAGR
+14.7%

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 →
16.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.4%
% 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.
2026-1.31.2-4.56.9————————2.0%
20253.5-5.0-8.1-3.95.93.56.9-1.03.25.3-0.5-0.58.4%
20242.55.13.5-1.90.86.7-1.4-0.80.54.06.5-0.727.2%
20233.60.50.50.12.54.02.20.6-0.7-2.84.84.521.3%
2022-5.9-1.96.9-3.7-2.7-4.68.31.8-3.42.3-1.6-4.2-9.4%
2021-0.00.65.95.0-1.94.91.84.1-2.04.63.82.132.5%
20200.7-6.8-7.510.26.02.5-0.46.6-0.2-3.27.11.215.6%
20194.72.03.53.9-2.45.36.9-3.01.4-3.14.30.826.4%
2018——————————1.5-8.2-6.8%

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 13.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 84.5% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0110152.471645623797
2018-12-019321.634924031672
2019-01-019760.860261074256
2019-02-019960.410870960839
2019-03-0110304.943291247593
2019-04-0110702.172052214852
2019-05-0110447.785148726729
2019-06-0111000.695484699336
2019-07-0111761.71624224267
2019-08-0111411.298951423069
2019-09-0111569.120479349454
2019-10-0111213.353306227264
2019-11-0111692.167772309007
2019-12-0111785.790712604323
2020-01-0111863.364005991867
2020-02-0111059.544190027818
2020-03-0110234.324844853412
2020-04-0111273.539482131393
2020-05-0111946.287181682002
2020-06-0112245.880590627004
2020-07-0112197.731649903702
2020-08-0113008.238818745987
2020-09-0112984.164348384335
2020-10-0112572.223411084955
2020-11-0113458.966402739139
2020-12-0113622.137812968114
2021-01-0113620.800342392467
2021-02-0113702.386047506954
2021-03-0114504.868392895356
2021-04-0115232.452386047506
2021-05-0114947.571153434625
2021-06-0115681.84249946501
2021-07-0115964.0487909266
2021-08-0116623.421784720736
2021-09-0116285.041729081959
2021-10-0117030.012839717525
2021-11-0117671.998716028247
2021-12-0118050.502888936444
2022-01-0116981.863898994223
2022-02-0116660.87096083886
2022-03-0117811.09565589557
2022-04-0117143.69783864755
2022-05-0116688.957842927455
2022-06-0115927.937085384121
2022-07-0117242.67066124545
2022-08-0117547.613952493044
2022-09-0116959.126899208215
2022-10-0117353.68071902418
2022-11-0117070.136956986946
2022-12-0116346.565375561737
2023-01-0116931.040017119623
2023-02-0117008.613310507168
2023-03-0117090.199015621656
2023-04-0117115.610956558954
2023-05-0117542.264070190457
2023-06-0118245.773592980953
2023-07-0118652.364647977745
2023-08-0118758.02482345388
2023-09-0118621.602824737856
2023-10-0118108.014123689278
2023-11-0118974.69505670875
2023-12-0119834.688636849987
2024-01-0120324.202867536915
2024-02-0121351.380269634064
2024-03-0122107.05114487481
2024-04-0121696.44767815108
2024-05-0121871.65632356088
2024-06-0123330.836721592124
2024-07-0123000.481489407233
2024-08-0122814.573079392252
2024-09-0122930.93301947357
2024-10-0123852.450246094588
2024-11-0125409.265996148082
2024-12-0125223.357586133105
2025-01-0126110.10057778729
2025-02-0124815.42906056067
2025-03-0122798.523432484482
2025-04-0121918.467793708536
2025-05-0123221.164134389044
2025-06-0124031.67130323133
2025-07-0125683.44746415579
2025-08-0125417.29081960197
2025-09-0126234.48534132249
2025-10-0127624.117269420072
2025-11-0127479.670447250162
2025-12-0127337.898566231543
2026-01-0126992.83115771453
2026-02-0127313.82409586989
2026-03-0126084.688636849987
2026-04-0127888.936443398245
Annual Return Matrix
YearAnnual Return
20190.26434802571166194
20200.15581025873808452
20210.3250859106529209
2022-0.09439834024896265
20230.2133856979217803
20240.27167902899527974
20250.08383265284479569
20260.020156555772994134
Total Factor Risk
0.13683508846063414
VTI.US Exposure
0.8446052360994007
VEA.US Exposure
0.014957516175226442
VWO.US Exposure
-0.011130748778217818
QQQ.US Exposure
-0.1403152449359382
VTV.US Exposure
-0.07444540927191913
IJR.US Exposure
-0.011534795675110676
QUAL.US Exposure
0.126933843523587
SHV.US Exposure
0.013963327706875544
TLT.US Exposure
0.03436714451829361
LQD.US Exposure
-0.015362826074441146
HYG.US Exposure
-0.027357456304671922
GLD.US Exposure
-0.0020648699831183628
USO.US Exposure
0.002168957316284877
VNQ.US Exposure
-0.004985836856058855
BTC-USD.CC Exposure
-0.008025970346581462
CPER.US Exposure
-0.001959779209257541
VIX.INDX Exposure
0.005840132271338039
UUP.US Exposure
0.20277826510712071
TIP.US Exposure
-0.0023153988514979583
Idiosyncratic Exposure
0.053883913568685944
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
13.7%

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 →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 - US Research Enhanced Index Equity UCITS ETF - USD (acc) a high-risk investment?

JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.LSE) has an annualized volatility of 13.7% and experienced a maximum drawdown of 16.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, JURE.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.7%. 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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