Correlation
The correlation between JGRE.L and EMIM.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
JGRE.L vs. EMIM.L
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L).
JGRE.L and EMIM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGRE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018. EMIM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on May 30, 2014. Both JGRE.L and EMIM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGRE.L or EMIM.L.
Performance
JGRE.L vs. EMIM.L - Performance Comparison
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Key characteristics
JGRE.L:
0.37
EMIM.L:
0.28
JGRE.L:
0.64
EMIM.L:
0.51
JGRE.L:
1.09
EMIM.L:
1.07
JGRE.L:
0.32
EMIM.L:
0.29
JGRE.L:
1.09
EMIM.L:
1.01
JGRE.L:
5.52%
EMIM.L:
4.60%
JGRE.L:
15.03%
EMIM.L:
15.40%
JGRE.L:
-25.31%
EMIM.L:
-31.70%
JGRE.L:
-7.98%
EMIM.L:
-4.80%
Returns By Period
In the year-to-date period, JGRE.L achieves a -3.60% return, which is significantly lower than EMIM.L's 1.10% return.
JGRE.L
-3.60%
5.87%
-4.45%
5.65%
10.66%
13.06%
N/A
EMIM.L
1.10%
5.03%
1.70%
4.32%
3.67%
6.36%
5.40%
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JGRE.L vs. EMIM.L - Expense Ratio Comparison
JGRE.L has a 0.25% expense ratio, which is higher than EMIM.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
JGRE.L vs. EMIM.L — Risk-Adjusted Performance Rank
JGRE.L
EMIM.L
JGRE.L vs. EMIM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.
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Dividends
JGRE.L vs. EMIM.L - Dividend Comparison
Neither JGRE.L nor EMIM.L has paid dividends to shareholders.
Drawdowns
JGRE.L vs. EMIM.L - Drawdown Comparison
The maximum JGRE.L drawdown since its inception was -25.31%, smaller than the maximum EMIM.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for JGRE.L and EMIM.L.
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Volatility
JGRE.L vs. EMIM.L - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) has a higher volatility of 4.59% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 4.14%. This indicates that JGRE.L's price experiences larger fluctuations and is considered to be riskier than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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