EUNI.DE vs. JREM.DE
EUNI.DE (iShares MSCI Emerging Markets Small Cap UCITS ETF) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Emerging Markets Equities funds - EUNI.DE tracks the MSCI Emerging Markets Small Cap while JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, EUNI.DE returned 7.89%/yr vs 8.30%/yr for JREM.DE. A 0.79 correlation means they provide meaningful diversification when combined. EUNI.DE charges 0.74%/yr vs 0.30%/yr for JREM.DE.
Performance
EUNI.DE vs. JREM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNI.DE achieves a 16.80% return, which is significantly lower than JREM.DE's 30.82% return.
EUNI.DE
- 1D
- -0.41%
- 1M
- -0.02%
- YTD
- 16.80%
- 6M
- 15.58%
- 1Y
- 26.07%
- 3Y*
- 13.85%
- 5Y*
- 7.89%
- 10Y*
- 8.99%
JREM.DE
- 1D
- -1.57%
- 1M
- 3.96%
- YTD
- 30.82%
- 6M
- 31.40%
- 1Y
- 52.92%
- 3Y*
- 21.35%
- 5Y*
- 8.30%
- 10Y*
- —
EUNI.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNI.DE iShares MSCI Emerging Markets Small Cap UCITS ETF | 16.80% | 6.21% | 8.18% | 19.10% | -13.60% | 28.84% | 7.23% | 14.66% | -2.51% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.82% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 24.14% | -2.66% |
Correlation
The correlation between EUNI.DE and JREM.DE 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 | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.79 |
The correlation between EUNI.DE and JREM.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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Return for Risk
EUNI.DE vs. JREM.DE — Risk / Return Rank
EUNI.DE
JREM.DE
EUNI.DE vs. JREM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) 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.
| EUNI.DE | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.54 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 5.31 | -2.08 |
| Martin ratioReturn relative to average drawdown | 10.53 | 19.31 | -8.78 |
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
| EUNI.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.99 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.48 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.56 | -0.15 |
Drawdowns
EUNI.DE vs. JREM.DE - Drawdown Comparison
The maximum EUNI.DE drawdown since its inception was -41.89%, which is greater than JREM.DE's maximum drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for EUNI.DE and JREM.DE.
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Drawdown Indicators
| EUNI.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.89% | -30.28% | -11.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -10.19% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -19.29% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -25.75% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.89% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -2.47% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -10.68% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.81% | -0.37% |
Volatility
EUNI.DE vs. JREM.DE - Volatility Comparison
iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) have volatilities of 6.91% and 7.19%, 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
| EUNI.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 7.19% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.01% | 15.32% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 18.09% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 16.94% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 18.97% | -2.13% |
EUNI.DE vs. JREM.DE - Expense Ratio Comparison
EUNI.DE has a 0.74% expense ratio, which is higher than JREM.DE's 0.30% expense ratio.
Dividends
EUNI.DE vs. JREM.DE - Dividend Comparison
EUNI.DE's dividend yield for the trailing twelve months is around 0.81%, while JREM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNI.DE iShares MSCI Emerging Markets Small Cap UCITS ETF | 0.81% | 1.83% | 1.74% | 2.11% | 2.47% | 1.23% | 1.77% | 2.02% | 2.14% | 1.45% | 2.00% | 0.85% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUNI.DE and JREM.DE 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, 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 0.74% for EUNI.DE.
EUNI.DE tracks MSCI Emerging Markets Small Cap, 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: 0.74% for EUNI.DE and 0.30% for JREM.DE.
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