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ENHI vs. JIVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENHI vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Enhanced International Active ETF (ENHI) and JPMorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ENHI

1D
0.47%
1M
1.22%
6M
YTD
1Y
3Y*
5Y*
10Y*

JIVE

1D
0.46%
1M
-0.21%
6M
13.51%
YTD
16.35%
1Y
38.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENHI vs. JIVE - Yearly Performance Comparison


Correlation

The correlation between ENHI and JIVE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 12, 2026

0.90

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Return for Risk

ENHI vs. JIVE — Risk / Return Rank

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

ENHI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JIVE
JIVE Risk / Return Rank: 8787
Overall Rank
JIVE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8989
Omega Ratio Rank
JIVE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JIVE Martin Ratio Rank: 8484
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.

ENHI vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced International Active ETF (ENHI) and JPMorgan International Value ETF (JIVE). 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.


ENHIJIVEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.56

Martin ratioReturn relative to average drawdown

13.40

ENHI vs. JIVE - Sharpe Ratio Comparison


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Drawdowns

ENHI vs. JIVE - Drawdown Comparison

The maximum ENHI drawdown since its inception was -5.63%, smaller than the maximum JIVE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for ENHI and JIVE.


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Drawdown Indicators


ENHIJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-13.79%

+8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

Current Drawdown

Current decline from peak

-0.63%

-1.22%

+0.59%

Average Drawdown

Average peak-to-trough decline

-1.38%

-1.95%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

Volatility

ENHI vs. JIVE - Volatility Comparison


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Volatility by Period


ENHIJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

15.12%

+6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

15.10%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

15.10%

+6.13%

ENHI vs. JIVE - Expense Ratio Comparison

ENHI has a 0.27% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Dividends

ENHI vs. JIVE - Dividend Comparison

ENHI's dividend yield for the trailing twelve months is around 1.18%, less than JIVE's 2.47% yield.


PositionTTM202520242023
ENHI
iShares Enhanced International Active ETF
1.18%0.00%0.00%0.00%
JIVE
JPMorgan International Value ETF
2.47%2.88%2.48%0.74%

Frequently Asked Questions


With a correlation of 0.90, ENHI and JIVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ENHI is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENHI is cheaper with a 0.27% expense ratio, compared with 0.55% for JIVE.

JIVE has the higher dividend yield at 2.47%, compared with 1.18% for ENHI.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.27% for ENHI and 0.55% for JIVE.

Portfolio Optimizer

Find the right allocation for ENHI and JIVE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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