EMVL.L vs. JREM.DE
EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Emerging Markets Equities funds - EMVL.L tracks the MSCI EM NR USD while JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, EMVL.L returned 16.16%/yr vs 7.29%/yr for JREM.DE. Their correlation of 0.83 suggests significant overlap in exposure. EMVL.L charges 0.40%/yr vs 0.30%/yr for JREM.DE.
Performance
EMVL.L vs. JREM.DE - Performance Comparison
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Different Trading Currencies
EMVL.L is traded in USD, while JREM.DE is traded in EUR. To make them comparable, the JREM.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EMVL.L achieves a 43.83% return, which is significantly higher than JREM.DE's 29.31% return.
EMVL.L
- 1D
- -2.57%
- 1M
- 10.78%
- YTD
- 43.83%
- 6M
- 48.06%
- 1Y
- 85.89%
- 3Y*
- 37.66%
- 5Y*
- 16.16%
- 10Y*
- —
JREM.DE
- 1D
- -1.45%
- 1M
- 5.88%
- YTD
- 29.31%
- 6M
- 32.37%
- 1Y
- 56.97%
- 3Y*
- 24.66%
- 5Y*
- 7.29%
- 10Y*
- —
EMVL.L vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 43.83% | 43.13% | 14.48% | 18.38% | -16.29% | 5.29% | 7.16% | 17.77% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 29.31% | 35.21% | 6.30% | 7.51% | -20.27% | -3.40% | 19.03% | 21.94% |
Correlation
The correlation between EMVL.L and JREM.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.83 |
The correlation between EMVL.L and JREM.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
EMVL.L vs. JREM.DE — Risk / Return Rank
EMVL.L
JREM.DE
EMVL.L vs. JREM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) 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.
| EMVL.L | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.52 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 7.25 | 4.57 | +2.68 |
| Martin ratioReturn relative to average drawdown | 25.10 | 16.99 | +8.11 |
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
| EMVL.L | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.07 | 2.94 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.38 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.54 | +0.27 |
Drawdowns
EMVL.L vs. JREM.DE - Drawdown Comparison
The maximum EMVL.L drawdown since its inception was -34.95%, smaller than the maximum JREM.DE drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for EMVL.L and JREM.DE.
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Drawdown Indicators
| EMVL.L | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -41.75% | +6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -12.40% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -17.26% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -34.57% | -38.69% | +4.12% |
Current DrawdownCurrent decline from peak | -4.20% | -2.62% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -15.43% | +5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.34% | +0.05% |
Volatility
EMVL.L vs. JREM.DE - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 9.56% compared to JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) at 7.68%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than JREM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMVL.L | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 7.68% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 17.52% | 16.65% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.79% | 19.32% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 18.89% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 20.38% | +1.86% |
EMVL.L vs. JREM.DE - Expense Ratio Comparison
EMVL.L has a 0.40% expense ratio, which is higher than JREM.DE's 0.30% expense ratio.
Dividends
EMVL.L vs. JREM.DE - Dividend Comparison
Neither EMVL.L nor JREM.DE has paid dividends to shareholders.
Frequently Asked Questions
EMVL.L and JREM.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREM.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for EMVL.L.
EMVL.L tracks MSCI EM NR USD, while JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.40% for EMVL.L and 0.30% for JREM.DE.
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