PortfolioMetrics

JREG vs. JREM - ETF Comparison

JREG - JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)

The JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) is an actively managed equity ETF that invests in companies from developed markets, seeking to generate a higher return than the MSCI World while avoiding companies with negative ESG impacts.

JREM - JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)

The JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) is an actively managed ETF that tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG) index, investing in emerging market stocks with a focus on environmental, social, and governance (ESG) considerations.

JREGJREM
Fund NameJPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
Fund ProviderJPMorgan ChaseJPMorgan Chase
IndexJP Morgan Global Research Enhanced Index Equity (ESG)JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG)
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.25%0.3%
Inception Date2018-10-102018-12-06
Number Of Holdings699406
CurrencyUSDUSD
Distribution PolicyAccumulatingAccumulating
RegionGlobalEmerging Markets
Investment StyleGrowthActive
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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