IMVU.L vs. JRDZ.L
IMVU.L (iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)) and JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) are both Europe Equities funds - IMVU.L tracks the iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) while JRDZ.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, IMVU.L returned 12.66%/yr vs 40.40%/yr for JRDZ.L. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
IMVU.L vs. JRDZ.L - Performance Comparison
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Different Trading Currencies
IMVU.L is traded in USD, while JRDZ.L is traded in GBp. To make them comparable, the JRDZ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IMVU.L achieves a 6.00% return, which is significantly lower than JRDZ.L's 91.65% return.
IMVU.L
- 1D
- 0.29%
- 1M
- 0.33%
- 6M
- 4.76%
- YTD
- 6.00%
- 1Y
- 10.14%
- 3Y*
- 12.66%
- 5Y*
- —
- 10Y*
- —
JRDZ.L
- 1D
- 0.00%
- 1M
- -0.82%
- 6M
- 18,589.81%
- YTD
- 91.65%
- 1Y
- 21,098.95%
- 3Y*
- 40.40%
- 5Y*
- —
- 10Y*
- —
IMVU.L vs. JRDZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IMVU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) | 6.00% | 26.03% | 5.02% | 7.89% |
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 91.65% | 39.79% | 1.64% | 12.43% |
Correlation
The correlation between IMVU.L and JRDZ.L is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2023 | 0.73 |
The correlation between IMVU.L and JRDZ.L shifts across timeframes, from 0.59 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IMVU.L vs. JRDZ.L — Risk / Return Rank
IMVU.L
JRDZ.L
IMVU.L vs. JRDZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.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.
| IMVU.L | JRDZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -316.82 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 102.23 | -101.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 222.40 | -221.35 |
| Martin ratioReturn relative to average drawdown | 2.80 | 321.57 | -318.77 |
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Drawdowns
IMVU.L vs. JRDZ.L - Drawdown Comparison
The maximum IMVU.L drawdown since its inception was -10.74%, smaller than the maximum JRDZ.L drawdown of -99.04%. Use the drawdown chart below to compare losses from any high point for IMVU.L and JRDZ.L.
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Drawdown Indicators
| IMVU.L | JRDZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.74% | -99.04% | +88.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -99.04% | +90.02% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -99.04% | +88.62% |
Current DrawdownCurrent decline from peak | -3.61% | -2.10% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -18.38% | +15.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 68.23% | -64.85% |
Volatility
IMVU.L vs. JRDZ.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) is 3.52%, while JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) has a volatility of 4.75%. This indicates that IMVU.L experiences smaller price fluctuations and is considered to be less risky than JRDZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMVU.L | JRDZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 4.75% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 1,035.19% | -1,025.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 29,414.26% | -29,402.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.14% | 14,476.27% | -14,464.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.14% | 14,476.27% | -14,464.13% |
IMVU.L vs. JRDZ.L - Expense Ratio Comparison
Both IMVU.L and JRDZ.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IMVU.L vs. JRDZ.L - Dividend Comparison
IMVU.L has not paid dividends to shareholders, while JRDZ.L's dividend yield for the trailing twelve months is around 2.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IMVU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 2.30% | 2.55% | 2.80% | 3.25% | 1.69% |
Frequently Asked Questions
IMVU.L and JRDZ.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IMVU.L and JRDZ.L have the same expense ratio: 0.25% per year.
IMVU.L tracks iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while JRDZ.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and JPMorgan.
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