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DJSC.L vs. JRDE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DJSC.L vs. JRDE.L

Last updated Jun 5, 2026

DJSC.L (iShares EURO STOXX Small UCITS) and JRDE.L (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) are both Europe Equities funds - DJSC.L tracks the MSCI EMU SMID NR EUR while JRDE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 3 years, DJSC.L returned 11.46%/yr vs 13.08%/yr for JRDE.L. Their correlation of 0.87 suggests significant overlap in exposure. DJSC.L charges 0.40%/yr vs 0.25%/yr for JRDE.L.

Performance

DJSC.L vs. JRDE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO STOXX Small UCITS (DJSC.L) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DJSC.L achieves a 8.34% return, which is significantly higher than JRDE.L's 6.47% return.

DJSC.L

1D
-0.04%
1M
3.49%
YTD
8.34%
6M
11.01%
1Y
21.98%
3Y*
11.46%
5Y*
5.78%
10Y*
10.14%

JRDE.L

1D
0.48%
1M
3.35%
YTD
6.47%
6M
8.47%
1Y
18.99%
3Y*
13.08%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJSC.L vs. JRDE.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DJSC.L
iShares EURO STOXX Small UCITS		8.34%28.55%-7.33%11.44%-9.45%-1.50%
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)		6.47%25.66%2.21%14.40%-3.79%4.66%

Correlation

The correlation between DJSC.L and JRDE.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.87

The correlation between DJSC.L and JRDE.L has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

DJSC.L vs. JRDE.L - Sectors Allocation Comparison

Sectors
DJSC.L
JRDE.L

Industrials

29.1%
20.4%

Financial Services

16.9%
23.7%

Consumer Cyclical

11.3%
6.6%

Basic Materials

10.7%
5.2%

Technology

8.0%
8.7%

Real Estate

5.2%
0.1%

Energy

4.7%
5.2%

Utilities

4.6%
6.0%

Consumer Defensive

4.3%
7.3%

Communication Services

3.0%
3.6%

Healthcare

2.1%
13.3%

Industrials

DJSC.L
29.1%
JRDE.L
20.4%

Financial Services

DJSC.L
16.9%
JRDE.L
23.7%

Consumer Cyclical

DJSC.L
11.3%
JRDE.L
6.6%

Basic Materials

DJSC.L
10.7%
JRDE.L
5.2%

Technology

DJSC.L
8.0%
JRDE.L
8.7%

Real Estate

DJSC.L
5.2%
JRDE.L
0.1%

Energy

DJSC.L
4.7%
JRDE.L
5.2%

Utilities

DJSC.L
4.6%
JRDE.L
6.0%

Consumer Defensive

DJSC.L
4.3%
JRDE.L
7.3%

Communication Services

DJSC.L
3.0%
JRDE.L
3.6%

Healthcare

DJSC.L
2.1%
JRDE.L
13.3%

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iShares EURO STOXX Small UCITS

JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)

Often compared with DJSC.L:
DJSC.L vs. CES1.LDJSC.L vs. SCHGDJSC.L vs. VWRL.LDJSC.L vs. IMV.LDJSC.L vs. CS1.LDJSC.L vs. MVED.LDJSC.L vs. PRUK.L
Often compared with JRDE.L:
JRDE.L vs. JRDM.LJRDE.L vs. JRDG.LJRDE.L vs. CS1.LJRDE.L vs. EEI.LJRDE.L vs. EUHD.LJRDE.L vs. EEIP.LJRDE.L vs. V3EL.L

Return for Risk

DJSC.L vs. JRDE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJSC.L
DJSC.L Risk / Return Rank: 4444
Overall Rank
DJSC.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DJSC.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
DJSC.L Omega Ratio Rank: 4848
Omega Ratio Rank
DJSC.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
DJSC.L Martin Ratio Rank: 4343
Martin Ratio Rank
JRDE.L
JRDE.L Risk / Return Rank: 4141
Overall Rank
JRDE.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JRDE.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
JRDE.L Omega Ratio Rank: 4545
Omega Ratio Rank
JRDE.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
JRDE.L Martin Ratio Rank: 3939
Martin Ratio Rank
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.

DJSC.L vs. JRDE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS (DJSC.L) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.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.

DJSC.LJRDE.LDifference
Sharpe ratioReturn per unit of total volatility
1.62
1.53

+0.09

Sortino ratioReturn per unit of downside risk
2.25
2.16

+0.09

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

1.85

1.73

+0.12

Martin ratioReturn relative to average drawdown

6.90

6.00

+0.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DJSC.L vs. JRDE.L - Sharpe Ratio Comparison

The current DJSC.L Sharpe Ratio is 1.62, which is comparable to the JRDE.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of DJSC.L and JRDE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DJSC.LJRDE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.53

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.25

Drawdowns

DJSC.L vs. JRDE.L - Drawdown Comparison

The maximum DJSC.L drawdown since its inception was -49.81%, which is greater than JRDE.L's maximum drawdown of -15.75%. Use the drawdown chart below to compare losses from any high point for DJSC.L and JRDE.L.

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Drawdown Indicators

DJSC.LJRDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.81%

-15.75%

-34.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-10.94%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.96%

-12.84%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-28.54%

—

—

Current Drawdown

Current decline from peak

-1.50%

-2.07%

+0.57%

Average Drawdown

Average peak-to-trough decline

-8.32%

-3.73%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.16%

+0.03%

Volatility

DJSC.L vs. JRDE.L - Volatility Comparison

iShares EURO STOXX Small UCITS (DJSC.L) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) have volatilities of 4.08% and 3.98%, 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

DJSC.LJRDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.98%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

10.29%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

12.39%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

14.16%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

14.16%

+2.12%

DJSC.L vs. JRDE.L - Expense Ratio Comparison

DJSC.L has a 0.40% expense ratio, which is higher than JRDE.L's 0.25% expense ratio.

Dividends

DJSC.L vs. JRDE.L - Dividend Comparison

DJSC.L's dividend yield for the trailing twelve months is around 2.78%, more than JRDE.L's 2.19% yield.

PositionTTM20252024202320222021202020192018201720162015
DJSC.L
iShares EURO STOXX Small UCITS		2.78%3.43%3.20%2.56%2.52%1.76%1.33%2.36%2.77%2.04%2.44%2.89%
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)		2.19%2.18%2.68%1.11%2.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DJSC.L and JRDE.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRDE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRDE.L is cheaper with a 0.25% expense ratio, compared with 0.40% for DJSC.L.

DJSC.L tracks MSCI EMU SMID NR EUR, while JRDE.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.40% for DJSC.L and 0.25% for JRDE.L.

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