JMRE.L vs. SCHE
Compare and contrast key facts about JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) and Schwab Emerging Markets Equity ETF (SCHE).
JMRE.L and SCHE 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. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. Both JMRE.L and SCHE 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: JMRE.L or SCHE.
Key characteristics
JMRE.L | SCHE | |
---|---|---|
YTD Return | 3.36% | 9.38% |
1Y Return | 5.35% | 14.99% |
3Y Return (Ann) | -2.43% | -1.52% |
5Y Return (Ann) | 2.06% | 4.16% |
Sharpe Ratio | 0.10 | 1.05 |
Daily Std Dev | 48.86% | 13.78% |
Max Drawdown | -31.64% | -36.16% |
Current Drawdown | -19.53% | -13.93% |
Correlation
The correlation between JMRE.L and SCHE is 0.81, 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.
Performance
JMRE.L vs. SCHE - Performance Comparison
In the year-to-date period, JMRE.L achieves a 3.36% return, which is significantly lower than SCHE's 9.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JMRE.L vs. SCHE - Expense Ratio Comparison
JMRE.L has a 0.30% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Risk-Adjusted Performance
JMRE.L vs. SCHE - Risk-Adjusted Performance 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 Schwab Emerging Markets Equity ETF (SCHE). 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.
Dividends
JMRE.L vs. SCHE - Dividend Comparison
JMRE.L has not paid dividends to shareholders, while SCHE's dividend yield for the trailing twelve months is around 3.16%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) 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% |
Schwab Emerging Markets Equity ETF | 3.16% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.27% | 2.50% | 2.86% | 2.56% |
Drawdowns
JMRE.L vs. SCHE - Drawdown Comparison
The maximum JMRE.L drawdown since its inception was -31.64%, smaller than the maximum SCHE drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for JMRE.L and SCHE. For additional features, visit the drawdowns tool.
Volatility
JMRE.L vs. SCHE - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) has a higher volatility of 4.09% compared to Schwab Emerging Markets Equity ETF (SCHE) at 3.52%. This indicates that JMRE.L's price experiences larger fluctuations and is considered to be riskier than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.