JMRE.L vs. FEM.L
Compare and contrast key facts about JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) and First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L).
JMRE.L and FEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMRE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI EM NR USD. It was launched on Dec 6, 2018. FEM.L is a passively managed fund by First Trust that tracks the performance of the MSCI EM NR USD. It was launched on Apr 9, 2013. Both JMRE.L and FEM.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.
Performance
JMRE.L vs. FEM.L - Performance Comparison
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JMRE.L vs. FEM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JMRE.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 7.36% | 25.64% | 8.21% | 2.02% | -12.02% | -1.26% | 16.34% | 15.61% | -24.67% |
FEM.L First Trust Emerging Markets AlphaDEX UCITS ETF Acc | 11.44% | 18.46% | 5.12% | 4.21% | -3.80% | 8.72% | -3.95% | 15.10% | -3.51% |
Returns By Period
In the year-to-date period, JMRE.L achieves a 7.36% return, which is significantly lower than FEM.L's 11.44% return.
JMRE.L
- 1D
- 3.33%
- 1M
- -5.28%
- YTD
- 7.36%
- 6M
- 11.80%
- 1Y
- 32.39%
- 3Y*
- 13.64%
- 5Y*
- 4.75%
- 10Y*
- —
FEM.L
- 1D
- 2.05%
- 1M
- -2.65%
- YTD
- 11.44%
- 6M
- 14.12%
- 1Y
- 30.88%
- 3Y*
- 14.03%
- 5Y*
- 7.63%
- 10Y*
- 9.02%
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JMRE.L vs. FEM.L - Expense Ratio Comparison
JMRE.L has a 0.30% expense ratio, which is lower than FEM.L's 0.80% expense ratio.
Return for Risk
JMRE.L vs. FEM.L — Risk / Return Rank
JMRE.L
FEM.L
JMRE.L vs. FEM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) and First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.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.
| JMRE.L | FEM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.85 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.49 | 2.31 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.45 | -0.31 |
Martin ratioReturn relative to average drawdown | 10.74 | 12.64 | -1.90 |
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
| JMRE.L | FEM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.85 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.48 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.32 | -0.18 |
Correlation
The correlation between JMRE.L and FEM.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JMRE.L vs. FEM.L - Dividend Comparison
Neither JMRE.L nor FEM.L has paid dividends to shareholders.
Drawdowns
JMRE.L vs. FEM.L - Drawdown Comparison
The maximum JMRE.L drawdown since its inception was -31.64%, smaller than the maximum FEM.L drawdown of -35.42%. Use the drawdown chart below to compare losses from any high point for JMRE.L and FEM.L.
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Drawdown Indicators
| JMRE.L | FEM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.64% | -35.42% | +3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -11.09% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -17.83% | -7.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.42% | — |
Current DrawdownCurrent decline from peak | -7.28% | -2.65% | -4.63% |
Average DrawdownAverage peak-to-trough decline | -15.06% | -9.09% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.50% | +0.57% |
Volatility
JMRE.L vs. FEM.L - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) has a higher volatility of 7.13% compared to First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) at 5.83%. This indicates that JMRE.L's price experiences larger fluctuations and is considered to be riskier than FEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMRE.L | FEM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 5.83% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 12.58% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 16.63% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.40% | 15.89% | +10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.18% | 18.71% | +7.47% |