ISFU.L vs. JRDZ.L

Last updated Jun 5, 2026

ISFU.L (iShares Core FTSE 100 UCITS ETF GBP (Dist)) and JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) are both Europe Equities funds - ISFU.L tracks the FTSE 100 Index while JRDZ.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past year, ISFU.L returned 20.02% vs 21.35% for JRDZ.L. At a 0.23 correlation, their price movements are largely independent. ISFU.L charges 0.07%/yr vs 0.25%/yr for JRDZ.L.

Performance

ISFU.L vs. JRDZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ISFU.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, ISFU.L achieves a 5.80% return, which is significantly lower than JRDZ.L's 8.61% return.

ISFU.L

• 1D: 0.15%
• 1M: 0.71%
• YTD: 5.80%
• 6M: 8.91%
• 1Y: 20.02%
• 3Y*: 17.89%
• 5Y*: 10.68%
• 10Y*: —

JRDZ.L

• 1D: 0.47%
• 1M: 3.81%
• YTD: 8.61%
• 6M: 11.97%
• 1Y: 21.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISFU.L vs. JRDZ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	5.80%	35.25%	-3.05%
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)	8.61%	40.38%	-5.17%

Correlation

The correlation between ISFU.L and JRDZ.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (All Time) Calculated using the full available price history since Oct 31, 2024	0.23

The correlation between ISFU.L and JRDZ.L shifts across timeframes, from 0.23 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

ISFU.L vs. JRDZ.L — Risk / Return Rank

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

ISFU.L

ISFU.L Risk / Return Rank: 42
ISFU.L Sharpe Ratio Rank: 42
ISFU.L Sortino Ratio Rank: 41
ISFU.L Omega Ratio Rank: 42
ISFU.L Calmar Ratio Rank: 41
ISFU.L Martin Ratio Rank: 44

JRDZ.L

JRDZ.L Risk / Return Rank: 99
JRDZ.L Sharpe Ratio Rank: 99
JRDZ.L Sortino Ratio Rank: 99
JRDZ.L Omega Ratio Rank: 98
JRDZ.L Calmar Ratio Rank: 99
JRDZ.L Martin Ratio Rank: 98

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.

ISFU.L vs. JRDZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.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.

	ISFU.L	JRDZ.L	Difference
Sharpe ratio: Return per unit of total volatility	1.46	5.05	-3.59
Sortino ratio: Return per unit of downside risk	2.05	6.27	-4.22
Omega ratio: Gain probability vs. loss probability	1.27	1.84	-0.57
Calmar ratio: Return relative to maximum drawdown	2.03	28.69	-26.65
Martin ratio: Return relative to average drawdown	7.07	68.68	-61.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISFU.L vs. JRDZ.L - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.46, which is lower than the JRDZ.L Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of ISFU.L and JRDZ.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.

Sharpe Ratios by Period

	ISFU.L	JRDZ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	5.05	-3.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	6.37	-5.85

Drawdowns

ISFU.L vs. JRDZ.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, which is greater than JRDZ.L's maximum drawdown of -5.17%. Use the drawdown chart below to compare losses from any high point for ISFU.L and JRDZ.L.

Drawdown Indicators

	ISFU.L	JRDZ.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.59%	-5.17%	-37.42%
Max Drawdown (1Y) Largest decline over 1 year	-9.80%	-4.37%	-5.43%
Max Drawdown (3Y) Largest decline over 3 years	-13.46%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	—	—
Current Drawdown Current decline from peak	-4.22%	-0.36%	-3.86%
Average Drawdown Average peak-to-trough decline	-6.34%	-1.38%	-4.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	—	—

Volatility

ISFU.L vs. JRDZ.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) have volatilities of 5.05% and 5.26%, 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.

Volatility by Period

	ISFU.L	JRDZ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	5.26%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	11.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.70%	25.04%	-11.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	30.74%	-13.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	30.74%	-12.66%

ISFU.L vs. JRDZ.L - Expense Ratio Comparison

ISFU.L has a 0.07% expense ratio, which is lower than JRDZ.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISFU.L vs. JRDZ.L - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.89%, more than JRDZ.L's 2.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	2.89%	3.01%	3.80%	3.80%	3.78%	3.85%	2.91%	4.33%	4.61%	3.81%	0.72%
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)	2.29%	2.55%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ISFU.L and JRDZ.L in my portfolio?

ISFU.L and JRDZ.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISFU.L or JRDZ.L?

On fees, ISFU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISFU.L or JRDZ.L?

ISFU.L is cheaper with a 0.07% expense ratio, compared with 0.25% for JRDZ.L.

What is the main difference between ISFU.L and JRDZ.L?

ISFU.L tracks FTSE 100 Index, while JRDZ.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for ISFU.L and 0.25% for JRDZ.L.