36B5.DE vs. JREM.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE).

36B5.DE and JREM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 36B5.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets SRI Select Reduced Fossil Fuels. It was launched on Dec 6, 2018. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. Both 36B5.DE and JREM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

36B5.DE vs. JREM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE). The values are adjusted to include any dividend payments, if applicable.

36B5.DE vs. JREM.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist	3.05%	16.82%	11.30%	-2.19%	-12.46%	7.05%	6.70%	11.16%
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	6.40%	19.77%	12.75%	4.21%	-15.62%	4.87%	8.43%	12.54%

Returns By Period

In the year-to-date period, 36B5.DE achieves a 3.05% return, which is significantly lower than JREM.DE's 6.40% return.

36B5.DE

• 1D: -0.90%
• 1M: -1.43%
• YTD: 3.05%
• 6M: 6.92%
• 1Y: 24.51%
• 3Y*: 9.91%
• 5Y*: 2.93%
• 10Y*: —

JREM.DE

• 1D: 2.12%
• 1M: -1.46%
• YTD: 6.40%
• 6M: 9.35%
• 1Y: 26.18%
• 3Y*: 13.59%
• 5Y*: 3.99%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

36B5.DE vs. JREM.DE - Expense Ratio Comparison

36B5.DE has a 0.25% expense ratio, which is lower than JREM.DE's 0.30% expense ratio.

JREM.DE

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

36B5.DE

iShares MSCI EM SRI UCITS ETF USD Dist

Return for Risk

36B5.DE vs. JREM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36B5.DE

36B5.DE Risk / Return Rank: 74
36B5.DE Sharpe Ratio Rank: 71
36B5.DE Sortino Ratio Rank: 69
36B5.DE Omega Ratio Rank: 66
36B5.DE Calmar Ratio Rank: 83
36B5.DE Martin Ratio Rank: 82

JREM.DE

JREM.DE Risk / Return Rank: 76
JREM.DE Sharpe Ratio Rank: 74
JREM.DE Sortino Ratio Rank: 72
JREM.DE Omega Ratio Rank: 70
JREM.DE Calmar Ratio Rank: 84
JREM.DE Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

36B5.DE vs. JREM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE). 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.

	36B5.DE	JREM.DE	Difference
Sharpe ratio Return per unit of total volatility	1.33	1.41	-0.07
Sortino ratio Return per unit of downside risk	1.84	1.89	-0.06
Omega ratio Gain probability vs. loss probability	1.25	1.27	-0.02
Calmar ratio Return relative to maximum drawdown	2.91	3.02	-0.11
Martin ratio Return relative to average drawdown	10.71	10.99	-0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

36B5.DE vs. JREM.DE - Sharpe Ratio Comparison

The current 36B5.DE Sharpe Ratio is 1.33, which is comparable to the JREM.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of 36B5.DE and JREM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	36B5.DE	JREM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	1.41	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.24	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.42	-0.14

Correlation

The correlation between 36B5.DE and JREM.DE is 0.94, 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.

Dividends

36B5.DE vs. JREM.DE - Dividend Comparison

36B5.DE's dividend yield for the trailing twelve months is around 2.03%, while JREM.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist	2.03%	2.09%	2.34%	2.32%	2.31%	1.84%	1.57%	2.31%
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

36B5.DE vs. JREM.DE - Drawdown Comparison

The maximum 36B5.DE drawdown since its inception was -36.40%, which is greater than JREM.DE's maximum drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for 36B5.DE and JREM.DE.

Drawdown Indicators

	36B5.DE	JREM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.40%	-30.28%	-6.12%
Max Drawdown (1Y) Largest decline over 1 year	-10.04%	-10.78%	+0.74%
Max Drawdown (5Y) Largest decline over 5 years	-25.22%	-25.75%	+0.53%
Current Drawdown Current decline from peak	-8.32%	-8.29%	-0.03%
Average Drawdown Average peak-to-trough decline	-10.38%	-10.90%	+0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.80%	-0.08%

Volatility

36B5.DE vs. JREM.DE - Volatility Comparison

iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) have volatilities of 6.80% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	36B5.DE	JREM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.80%	7.10%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	13.25%	-0.65%
Volatility (1Y) Calculated over the trailing 1-year period	18.32%	18.56%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	16.40%	+0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.59%	18.76%	+0.83%