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ISDE.L vs. JREM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISDE.L vs. JREM.L

Last updated Jun 25, 2026

ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) and JREM.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)) are both Emerging Markets Equities funds. ISDE.L is passively managed, while JREM.L is actively managed. Over the past 5 years, ISDE.L returned 12.66%/yr vs 6.96%/yr for JREM.L. Their correlation of 0.89 suggests significant overlap in exposure. ISDE.L charges 0.85%/yr vs 0.30%/yr for JREM.L.

Performance

ISDE.L vs. JREM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) and JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISDE.L achieves a 58.22% return, which is significantly higher than JREM.L's 26.79% return.

ISDE.L

1D
-0.05%
1M
6.01%
YTD
58.22%
6M
60.33%
1Y
95.94%
3Y*
31.61%
5Y*
12.66%
10Y*
13.19%

JREM.L

1D
0.13%
1M
2.44%
YTD
26.79%
6M
27.88%
1Y
48.11%
3Y*
23.74%
5Y*
6.96%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISDE.L vs. JREM.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		58.22%39.00%-3.54%14.04%-22.75%2.66%22.18%19.37%-5.27%
JREM.L
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)		26.79%34.67%6.61%8.00%-21.37%-2.64%20.39%19.33%-3.68%

Correlation

The correlation between ISDE.L and JREM.L 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 (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2018

0.89

The correlation between ISDE.L and JREM.L has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

ISDE.L vs. JREM.L - Sectors Allocation Comparison

Sectors
ISDE.L
JREM.L

Technology

57.1%
37.5%

Basic Materials

10.8%
5.9%

Energy

7.8%
4.5%

Industrials

6.8%
6.8%

Consumer Cyclical

5.2%
10.7%

Healthcare

3.6%
2.7%

Financial Services

3.1%
20.3%

Consumer Defensive

2.5%
2.5%

Utilities

1.8%
1.6%

Real Estate

0.8%
0.4%

Communication Services

0.7%
7.3%

Technology

ISDE.L
57.1%
JREM.L
37.5%

Basic Materials

ISDE.L
10.8%
JREM.L
5.9%

Energy

ISDE.L
7.8%
JREM.L
4.5%

Industrials

ISDE.L
6.8%
JREM.L
6.8%

Consumer Cyclical

ISDE.L
5.2%
JREM.L
10.7%

Healthcare

ISDE.L
3.6%
JREM.L
2.7%

Financial Services

ISDE.L
3.1%
JREM.L
20.3%

Consumer Defensive

ISDE.L
2.5%
JREM.L
2.5%

Utilities

ISDE.L
1.8%
JREM.L
1.6%

Real Estate

ISDE.L
0.8%
JREM.L
0.4%

Communication Services

ISDE.L
0.7%
JREM.L
7.3%

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iShares MSCI EM Islamic UCITS ETF USD (Dist)

JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)

Often compared with ISDE.L:
ISDE.L vs. VFEG.LISDE.L vs. ESEM.LISDE.L vs. ISDW.LISDE.L vs. NDIA.LISDE.L vs. EMVL.LISDE.L vs. LEML.LISDE.L vs. JRDM.L
Often compared with JREM.L:
JREM.L vs. JEPQ.LJREM.L vs. JEQP.LJREM.L vs. JEIP.LJREM.L vs. PRAM.LJREM.L vs. DEMS.LJREM.L vs. EMXC.LJREM.L vs. HDEM.L

Return for Risk

ISDE.L vs. JREM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISDE.L
ISDE.L Risk / Return Rank: 9494
Overall Rank
ISDE.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 9494
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 9494
Martin Ratio Rank
JREM.L
JREM.L Risk / Return Rank: 7979
Overall Rank
JREM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JREM.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
JREM.L Omega Ratio Rank: 8181
Omega Ratio Rank
JREM.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
JREM.L Martin Ratio Rank: 7979
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.

ISDE.L vs. JREM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) and JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.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.

ISDE.LJREM.LDifference
Sharpe ratioReturn per unit of total volatility
3.50
2.23

+1.28

Sortino ratioReturn per unit of downside risk
3.94
2.89

+1.05

Omega ratioGain probability vs. loss probability

1.61

1.42

+0.20

Calmar ratioReturn relative to maximum drawdown

6.69

3.83

+2.86

Martin ratioReturn relative to average drawdown

23.50

13.14

+10.36

ISDE.L vs. JREM.L - Sharpe Ratio Comparison

The current ISDE.L Sharpe Ratio is 3.50, which is higher than the JREM.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ISDE.L and JREM.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

ISDE.L vs. JREM.L - Drawdown Comparison

The maximum ISDE.L drawdown since its inception was -65.53%, which is greater than JREM.L's maximum drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for ISDE.L and JREM.L.

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Drawdown Indicators

ISDE.LJREM.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.53%

-41.84%

-23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-12.50%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-16.51%

-5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-32.16%

-38.59%

+6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

—

—

Current Drawdown

Current decline from peak

-6.77%

-5.17%

-1.60%

Average Drawdown

Average peak-to-trough decline

-22.81%

-15.26%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

3.65%

+0.42%

Volatility

ISDE.L vs. JREM.L - Volatility Comparison

iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a higher volatility of 12.98% compared to JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) at 9.64%. This indicates that ISDE.L's price experiences larger fluctuations and is considered to be riskier than JREM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISDE.LJREM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.98%

9.64%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

19.45%

+5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

27.36%

21.68%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

19.43%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

20.66%

-0.57%

ISDE.L vs. JREM.L - Expense Ratio Comparison

ISDE.L has a 0.85% expense ratio, which is higher than JREM.L's 0.30% expense ratio.

Dividends

ISDE.L vs. JREM.L - Dividend Comparison

ISDE.L's dividend yield for the trailing twelve months is around 1.09%, while JREM.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		1.09%1.06%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%
JREM.L
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active 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

ISDE.L and JREM.L 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.

On fees, JREM.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREM.L is cheaper with a 0.30% expense ratio, compared with 0.85% for ISDE.L.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.85% for ISDE.L and 0.30% for JREM.L.

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