JEMI.L vs. IUKD.L
Compare and contrast key facts about JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) and iShares UK Dividend UCITS ETF (IUKD.L).
IUKD.L is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005.
Performance
JEMI.L vs. IUKD.L - Performance Comparison
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JEMI.L vs. IUKD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMI.L JPMorgan Global Emerging Markets Investment Trust plc | 5.79% | 34.38% | 9.15% | 2.82% | -7.91% | 2.84% | 12.30% | 15.11% | -6.50% | 23.78% |
IUKD.L iShares UK Dividend UCITS ETF | 4.23% | 32.12% | 12.27% | 5.81% | -1.44% | 23.43% | -17.92% | 18.86% | -14.11% | 6.92% |
Returns By Period
In the year-to-date period, JEMI.L achieves a 5.79% return, which is significantly higher than IUKD.L's 4.23% return. Over the past 10 years, JEMI.L has outperformed IUKD.L with an annualized return of 11.16%, while IUKD.L has yielded a comparatively lower 6.92% annualized return.
JEMI.L
- 1D
- 4.36%
- 1M
- -9.55%
- YTD
- 5.79%
- 6M
- 15.17%
- 1Y
- 40.04%
- 3Y*
- 16.12%
- 5Y*
- 8.65%
- 10Y*
- 11.16%
IUKD.L
- 1D
- 1.27%
- 1M
- -5.03%
- YTD
- 4.23%
- 6M
- 14.22%
- 1Y
- 29.16%
- 3Y*
- 17.29%
- 5Y*
- 12.62%
- 10Y*
- 6.92%
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Return for Risk
JEMI.L vs. IUKD.L — Risk / Return Rank
JEMI.L
IUKD.L
JEMI.L vs. IUKD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) and iShares UK Dividend UCITS ETF (IUKD.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.
| JEMI.L | IUKD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.14 | -0.02 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.68 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 3.00 | -0.30 |
Martin ratioReturn relative to average drawdown | 12.35 | 11.87 | +0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEMI.L | IUKD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.14 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.91 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.40 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.27 | +0.13 |
Correlation
The correlation between JEMI.L and IUKD.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JEMI.L vs. IUKD.L - Dividend Comparison
JEMI.L's dividend yield for the trailing twelve months is around 3.68%, less than IUKD.L's 4.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMI.L JPMorgan Global Emerging Markets Investment Trust plc | 3.68% | 3.57% | 4.08% | 4.19% | 4.05% | 3.51% | 3.49% | 3.74% | 4.07% | 3.58% | 4.26% | 5.62% |
IUKD.L iShares UK Dividend UCITS ETF | 4.66% | 4.85% | 5.78% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% |
Drawdowns
JEMI.L vs. IUKD.L - Drawdown Comparison
The maximum JEMI.L drawdown since its inception was -40.42%, smaller than the maximum IUKD.L drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for JEMI.L and IUKD.L.
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Drawdown Indicators
| JEMI.L | IUKD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.42% | -61.95% | +21.53% |
Max Drawdown (1Y)Largest decline over 1 year | -15.03% | -9.92% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | -19.93% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -44.34% | +5.21% |
Current DrawdownCurrent decline from peak | -11.32% | -6.08% | -5.24% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -15.07% | +6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.51% | +0.78% |
Volatility
JEMI.L vs. IUKD.L - Volatility Comparison
JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) has a higher volatility of 8.73% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 5.31%. This indicates that JEMI.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMI.L | IUKD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.73% | 5.31% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 8.71% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 13.56% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 13.87% | +3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.34% | 17.22% | +3.12% |