EUFN vs. JIVE

Last updated Jun 13, 2026

EUFN (iShares MSCI Europe Financials ETF) and JIVE (Jpmorgan International Value ETF) are both exchange-traded funds - EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index, while JIVE is a Foreign Large Cap Equities fund actively managed by JPMorgan. EUFN is passively managed, while JIVE is actively managed. Over the past year, EUFN returned 28.57% vs 42.72% for JIVE. Their correlation of 0.85 suggests significant overlap in exposure. EUFN charges 0.48%/yr vs 0.55%/yr for JIVE.

Performance

EUFN vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe Financials ETF (EUFN) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EUFN achieves a 4.75% return, which is significantly lower than JIVE's 16.59% return.

EUFN

• 1D: 1.20%
• 1M: 3.43%
• YTD: 4.75%
• 6M: 9.10%
• 1Y: 28.57%
• 3Y*: 32.04%
• 5Y*: 18.43%
• 10Y*: 13.48%

JIVE

• 1D: 0.63%
• 1M: 1.64%
• YTD: 16.59%
• 6M: 19.20%
• 1Y: 42.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUFN vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EUFN iShares MSCI Europe Financials ETF	4.75%	65.73%	17.20%	11.61%
JIVE Jpmorgan International Value ETF	16.59%	49.80%	11.22%	5.36%

Correlation

The correlation between EUFN and JIVE 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 (All Time) Calculated using the full available price history since Sep 14, 2023	0.85

The correlation between EUFN and JIVE has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

EUFN vs. JIVE - Sectors Allocation Comparison

Sectors	EUFN	JIVE
Financial Services	97.1%	33.2%
Technology	1.0%	7.2%
Industrials	0.4%	7.4%
Consumer Cyclical	0.2%	4.3%
Basic Materials	-	5.3%
Communication Services	-	2.7%
Consumer Defensive	-	3.7%
Energy	-	8.7%
Healthcare	-	4.2%
Real Estate	-	2.2%
Utilities	-	1.7%

Return for Risk

EUFN vs. JIVE — Risk / Return Rank

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

EUFN

EUFN Risk / Return Rank: 42
EUFN Sharpe Ratio Rank: 42
EUFN Sortino Ratio Rank: 42
EUFN Omega Ratio Rank: 39
EUFN Calmar Ratio Rank: 41
EUFN Martin Ratio Rank: 44

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 88
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 84

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.

EUFN vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) 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.

	EUFN	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	1.31	2.73	-1.42
Sortino ratio: Return per unit of downside risk	1.92	3.59	-1.67
Omega ratio: Gain probability vs. loss probability	1.23	1.48	-0.25
Calmar ratio: Return relative to maximum drawdown	1.79	3.89	-2.11
Martin ratio: Return relative to average drawdown	6.24	14.92	-8.68

EUFN vs. JIVE - Sharpe Ratio Comparison

The current EUFN Sharpe Ratio is 1.31, which is lower than the JIVE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of EUFN and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EUFN vs. JIVE - Drawdown Comparison

The maximum EUFN drawdown since its inception was -53.25%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for EUFN and JIVE.

Drawdown Indicators

	EUFN	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-53.25%	-13.79%	-39.46%
Max Drawdown (1Y) Largest decline over 1 year	-14.77%	-10.57%	-4.20%
Max Drawdown (3Y) Largest decline over 3 years	-15.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-53.25%	—	—
Current Drawdown Current decline from peak	-0.10%	-0.30%	+0.20%
Average Drawdown Average peak-to-trough decline	-14.53%	-1.96%	-12.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.23%	2.76%	+1.47%

Volatility

EUFN vs. JIVE - Volatility Comparison

iShares MSCI Europe Financials ETF (EUFN) has a higher volatility of 6.96% compared to Jpmorgan International Value ETF (JIVE) at 5.61%. This indicates that EUFN's price experiences larger fluctuations and is considered to be riskier than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUFN	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.96%	5.61%	+1.35%
Volatility (6M) Calculated over the trailing 6-month period	17.05%	12.71%	+4.34%
Volatility (1Y) Calculated over the trailing 1-year period	20.17%	15.07%	+5.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.88%	15.11%	+6.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.53%	15.11%	+9.42%

EUFN vs. JIVE - Expense Ratio Comparison

EUFN has a 0.48% expense ratio, which is lower than JIVE's 0.55% expense ratio.

Dividends

EUFN vs. JIVE - Dividend Comparison

EUFN's dividend yield for the trailing twelve months is around 3.41%, more than JIVE's 2.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EUFN iShares MSCI Europe Financials ETF	3.41%	3.57%	5.36%	5.00%	4.24%	4.15%	1.38%	4.55%	6.48%	3.04%	4.03%	3.65%
JIVE Jpmorgan International Value ETF	2.47%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EUFN and JIVE in my portfolio?

EUFN and JIVE 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.

Which is riskier, EUFN or JIVE?

EUFN has higher volatility (6.96%) compared to JIVE (5.61%). In terms of maximum drawdown, EUFN dropped -53.25% vs JIVE's -13.79%.

Which ETF is better, EUFN or JIVE?

On 1-year performance, JIVE leads with 42.72% vs 28.57% for EUFN. On fees, EUFN is cheaper at 0.48% per year. On volatility, JIVE has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EUFN or JIVE?

Over the 1-year period, JIVE has performed better with a 42.72% return vs 28.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EUFN or JIVE?

EUFN is cheaper with a 0.48% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, EUFN or JIVE?

EUFN has the higher dividend yield at 3.41%, compared with 2.47% for JIVE.

What is the main difference between EUFN and JIVE?

EUFN is categorized as Financials Equities, while JIVE is Foreign Large Cap Equities. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.48% for EUFN and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.73 vs 1.31), 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.