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HBKU.L vs. JRZD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBKU.L vs. JRZD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in (HBKU.L) and JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis) (JRZD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HBKU.L is traded in USD, while JRZD.L is traded in EUR. To make them comparable, the JRZD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HBKU.L achieves a 0.37% return, which is significantly lower than JRZD.L's 9.85% return.


HBKU.L

1D
0.37%
1M
0.10%
6M
0.63%
YTD
0.37%
1Y
4.26%
3Y*
5Y*
10Y*

JRZD.L

1D
0.00%
1M
-0.59%
6M
7.10%
YTD
9.85%
1Y
21.38%
3Y*
16.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBKU.L vs. JRZD.L - Yearly Performance Comparison


2026 (YTD)202520242023
HBKU.L
0.37%7.38%2.88%4.00%
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)
9.85%39.75%1.83%9.43%

Correlation

The correlation between HBKU.L and JRZD.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2023

0.21

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Return for Risk

HBKU.L vs. JRZD.L — Risk / Return Rank

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

HBKU.L
HBKU.L Risk / Return Rank: 3434
Overall Rank
HBKU.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HBKU.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
HBKU.L Omega Ratio Rank: 3939
Omega Ratio Rank
HBKU.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
HBKU.L Martin Ratio Rank: 3232
Martin Ratio Rank

JRZD.L
JRZD.L Risk / Return Rank: 5858
Overall Rank
JRZD.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JRZD.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
JRZD.L Omega Ratio Rank: 5858
Omega Ratio Rank
JRZD.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
JRZD.L Martin Ratio Rank: 5959
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.

HBKU.L vs. JRZD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for (HBKU.L) and JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis) (JRZD.L). 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.


HBKU.LJRZD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

1.24

1.77

-0.53

Martin ratioReturn relative to average drawdown

3.86

6.21

-2.35

HBKU.L vs. JRZD.L - Sharpe Ratio Comparison

The current HBKU.L Sharpe Ratio is 1.05, which is comparable to the JRZD.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of HBKU.L and JRZD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HBKU.L vs. JRZD.L - Drawdown Comparison

The maximum HBKU.L drawdown since its inception was -3.43%, smaller than the maximum JRZD.L drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for HBKU.L and JRZD.L.


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Drawdown Indicators


HBKU.LJRZD.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.43%

-22.84%

+19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-12.32%

+8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

Current Drawdown

Current decline from peak

-1.01%

-1.87%

+0.86%

Average Drawdown

Average peak-to-trough decline

-0.75%

-4.31%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

3.51%

-2.41%

Volatility

HBKU.L vs. JRZD.L - Volatility Comparison

The current volatility for (HBKU.L) is 0.85%, while JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis) (JRZD.L) has a volatility of 4.74%. This indicates that HBKU.L experiences smaller price fluctuations and is considered to be less risky than JRZD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBKU.LJRZD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

4.74%

-3.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.63%

14.12%

-10.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

16.67%

-12.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

18.92%

-15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

18.92%

-15.29%

Dividends

HBKU.L vs. JRZD.L - Dividend Comparison

HBKU.L has not paid dividends to shareholders, while JRZD.L's dividend yield for the trailing twelve months is around 2.30%.


PositionTTM2025202420232022
HBKU.L
0.00%0.00%0.00%0.00%0.00%
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)
2.30%2.59%2.73%3.21%1.76%

Frequently Asked Questions


HBKU.L and JRZD.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBKU.L is categorized as Global Equities, while JRZD.L is Europe Equities.

Portfolio Optimizer

Find the right allocation for HBKU.L and JRZD.L

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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