D5BK.DE vs. JRZE.L
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and JRZE.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, while JRZE.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, D5BK.DE returned 6.51%/yr vs 15.52%/yr for JRZE.L. At a 0.49 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.25%/yr for JRZE.L.
Performance
D5BK.DE vs. JRZE.L - Performance Comparison
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Different Trading Currencies
D5BK.DE is traded in EUR, while JRZE.L is traded in GBp. To make them comparable, the JRZE.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, D5BK.DE achieves a -0.60% return, which is significantly lower than JRZE.L's 9.07% return.
D5BK.DE
- 1D
- 0.72%
- 1M
- -2.59%
- YTD
- -0.60%
- 6M
- 0.51%
- 1Y
- -2.67%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
JRZE.L
- 1D
- 0.33%
- 1M
- 4.50%
- YTD
- 9.07%
- 6M
- 10.62%
- 1Y
- 18.19%
- 3Y*
- 15.52%
- 5Y*
- —
- 10Y*
- —
D5BK.DE vs. JRZE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -25.54% |
JRZE.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 9.09% | 23.16% | 8.33% | 20.32% | 0.64% |
Correlation
The correlation between D5BK.DE and JRZE.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.49 |
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Return for Risk
D5BK.DE vs. JRZE.L — Risk / Return Rank
D5BK.DE
JRZE.L
D5BK.DE vs. JRZE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L). 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.
| D5BK.DE | JRZE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.76 | -1.94 |
| Martin ratioReturn relative to average drawdown | -0.45 | 6.28 | -6.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BK.DE | JRZE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 1.24 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.77 | -0.50 |
Drawdowns
D5BK.DE vs. JRZE.L - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, which is greater than JRZE.L's maximum drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and JRZE.L.
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Drawdown Indicators
| D5BK.DE | JRZE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -17.61% | -28.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -10.27% | -5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -17.61% | -4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | — | — |
Current DrawdownCurrent decline from peak | -28.23% | -0.19% | -28.04% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -5.11% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 2.89% | +3.16% |
Volatility
D5BK.DE vs. JRZE.L - Volatility Comparison
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) have volatilities of 4.80% and 4.65%, 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.
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Volatility by Period
| D5BK.DE | JRZE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.65% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 11.69% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 14.62% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 19.26% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 19.26% | +0.69% |
D5BK.DE vs. JRZE.L - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than JRZE.L's 0.25% expense ratio.
Dividends
D5BK.DE vs. JRZE.L - Dividend Comparison
Neither D5BK.DE nor JRZE.L has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and JRZE.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRZE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRZE.L is cheaper with a 0.25% expense ratio, compared with 0.33% for D5BK.DE.
D5BK.DE is categorized as REIT, while JRZE.L is Europe Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while JRZE.L tracks MSCI EMU NR EUR. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.33% for D5BK.DE and 0.25% for JRZE.L.
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