EEMV vs. JPRE
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) and JPRE (JPMorgan Realty Income ETF) are both exchange-traded funds - EEMV is a Asia Pacific Equities fund tracking the MSCI Emerging Markets Minimum Volatility Index, while JPRE is a REIT fund actively managed by JPMorgan. EEMV is passively managed, while JPRE is actively managed. Over the past 3 years, EEMV returned 14.32%/yr vs 10.20%/yr for JPRE. At a 0.41 correlation, their price movements are largely independent. EEMV charges 0.25%/yr vs 0.50%/yr for JPRE.
Performance
EEMV vs. JPRE - Performance Comparison
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Returns By Period
In the year-to-date period, EEMV achieves a 20.09% return, which is significantly higher than JPRE's 13.29% return.
EEMV
- 1D
- 2.55%
- 1M
- 7.71%
- YTD
- 20.09%
- 6M
- 21.21%
- 1Y
- 27.78%
- 3Y*
- 14.32%
- 5Y*
- 6.38%
- 10Y*
- 7.04%
JPRE
- 1D
- -0.70%
- 1M
- 3.63%
- YTD
- 13.29%
- 6M
- 12.69%
- 1Y
- 12.70%
- 3Y*
- 10.20%
- 5Y*
- —
- 10Y*
- —
EEMV vs. JPRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 20.09% | 13.45% | 7.98% | 7.75% | -5.57% |
JPRE JPMorgan Realty Income ETF | 13.29% | 1.36% | 7.43% | 13.41% | -9.60% |
Correlation
The correlation between EEMV and JPRE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 23, 2022 | 0.41 |
The correlation between EEMV and JPRE shifts across timeframes, from 0.24 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EEMV vs. JPRE — Risk / Return Rank
EEMV
JPRE
EEMV vs. JPRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and JPMorgan Realty Income ETF (JPRE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEMV | JPRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 1.66 | +1.37 |
| Martin ratioReturn relative to average drawdown | 10.90 | 4.55 | +6.35 |
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Drawdowns
EEMV vs. JPRE - Drawdown Comparison
The maximum EEMV drawdown since its inception was -31.56%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for EEMV and JPRE.
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Drawdown Indicators
| EEMV | JPRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.56% | -23.84% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -7.70% | -1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -16.27% | +3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.70% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -8.10% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.80% | -0.24% |
Volatility
EEMV vs. JPRE - Volatility Comparison
iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a higher volatility of 8.16% compared to JPMorgan Realty Income ETF (JPRE) at 5.15%. This indicates that EEMV's price experiences larger fluctuations and is considered to be riskier than JPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEMV | JPRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 5.15% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.51% | 10.07% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 13.47% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.22% | 18.29% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.99% | 18.29% | -4.30% |
EEMV vs. JPRE - Expense Ratio Comparison
EEMV has a 0.25% expense ratio, which is lower than JPRE's 0.50% expense ratio.
Dividends
EEMV vs. JPRE - Dividend Comparison
EEMV's dividend yield for the trailing twelve months is around 3.07%, more than JPRE's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 3.07% | 2.65% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% |
JPRE JPMorgan Realty Income ETF | 2.20% | 2.62% | 2.21% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEMV and JPRE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEMV has higher volatility (8.16%) compared to JPRE (5.15%). In terms of maximum drawdown, EEMV dropped -31.56% vs JPRE's -23.84%.
On 3-year performance, EEMV leads with 14.32% vs 10.20% for JPRE. On fees, EEMV is cheaper at 0.25% per year. On volatility, JPRE has been the lower-risk option at 5.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EEMV has performed better with a 14.32% return vs 10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EEMV is cheaper with a 0.25% expense ratio, compared with 0.50% for JPRE.
EEMV has the higher dividend yield at 3.07%, compared with 2.20% for JPRE.
EEMV is categorized as Asia Pacific Equities, while JPRE is REIT. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.25% for EEMV and 0.50% for JPRE.
EEMV currently has the higher Sharpe Ratio (1.91 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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