EUNY.DE vs. JREM.DE
EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Emerging Markets Equities funds - EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend while JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, EUNY.DE returned 4.94%/yr vs 8.18%/yr for JREM.DE. A 0.76 correlation means they provide meaningful diversification when combined. EUNY.DE charges 0.65%/yr vs 0.30%/yr for JREM.DE.
Performance
EUNY.DE vs. JREM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNY.DE achieves a 9.71% return, which is significantly lower than JREM.DE's 32.18% return.
EUNY.DE
- 1D
- -0.19%
- 1M
- -2.19%
- YTD
- 9.71%
- 6M
- 10.60%
- 1Y
- 24.21%
- 3Y*
- 16.84%
- 5Y*
- 4.94%
- 10Y*
- 7.01%
JREM.DE
- 1D
- 0.79%
- 1M
- 1.94%
- YTD
- 32.18%
- 6M
- 34.25%
- 1Y
- 52.24%
- 3Y*
- 22.25%
- 5Y*
- 8.18%
- 10Y*
- —
EUNY.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 9.71% | 13.97% | 12.41% | 15.34% | -26.11% | 20.00% | -11.72% | 18.34% | -4.64% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 32.18% | 19.77% | 12.77% | 4.19% | -15.62% | 4.85% | 8.48% | 24.11% | -16.72% |
Correlation
The correlation between EUNY.DE and JREM.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.76 |
The correlation between EUNY.DE and JREM.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
EUNY.DE vs. JREM.DE — Risk / Return Rank
EUNY.DE
JREM.DE
EUNY.DE vs. JREM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.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.
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.
| EUNY.DE | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.48 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 5.11 | -0.12 |
| Martin ratioReturn relative to average drawdown | 14.39 | 17.51 | -3.12 |
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Drawdowns
EUNY.DE vs. JREM.DE - Drawdown Comparison
The maximum EUNY.DE drawdown since its inception was -50.11%, which is greater than JREM.DE's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and JREM.DE.
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Drawdown Indicators
| EUNY.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.11% | -30.27% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -10.18% | +5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -15.70% | -19.27% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -31.41% | -25.72% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.29% | — | — |
Current DrawdownCurrent decline from peak | -4.32% | -3.86% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -20.31% | -11.18% | -9.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.97% | -1.29% |
Volatility
EUNY.DE vs. JREM.DE - Volatility Comparison
The current volatility for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) is 5.00%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a volatility of 8.97%. This indicates that EUNY.DE experiences smaller price fluctuations and is considered to be less risky 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
| EUNY.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 8.97% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 17.17% | -6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 19.53% | -7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 17.30% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 19.60% | -2.89% |
EUNY.DE vs. JREM.DE - Expense Ratio Comparison
EUNY.DE has a 0.65% expense ratio, which is higher than JREM.DE's 0.30% expense ratio.
Dividends
EUNY.DE vs. JREM.DE - Dividend Comparison
EUNY.DE's dividend yield for the trailing twelve months is around 5.14%, while JREM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.14% | 5.83% | 7.71% | 8.05% | 9.57% | 6.35% | 5.09% | 5.58% | 5.64% | 4.10% | 4.36% | 6.39% |
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
EUNY.DE and JREM.DE have a correlation of 0.69, 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 0.65% for EUNY.DE.
EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, 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: 0.65% for EUNY.DE and 0.30% for JREM.DE.
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