JPRE vs. IJR
JPRE (JPMorgan Realty Income ETF) and IJR (iShares Core S&P Small-Cap ETF) are both exchange-traded funds - JPRE is a REIT fund actively managed by JPMorgan, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. JPRE is actively managed, while IJR is passively managed. Over the past 3 years, JPRE returned 10.20%/yr vs 15.09%/yr for IJR. A 0.63 correlation means they provide meaningful diversification when combined. JPRE charges 0.50%/yr vs 0.06%/yr for IJR.
Performance
JPRE vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, JPRE achieves a 13.29% return, which is significantly lower than IJR's 19.86% return.
JPRE
- 1D
- -0.70%
- 1M
- 3.63%
- YTD
- 13.29%
- 6M
- 12.69%
- 1Y
- 12.70%
- 3Y*
- 10.20%
- 5Y*
- —
- 10Y*
- —
IJR
- 1D
- 0.11%
- 1M
- 7.39%
- YTD
- 19.86%
- 6M
- 16.97%
- 1Y
- 37.16%
- 3Y*
- 15.09%
- 5Y*
- 6.35%
- 10Y*
- 11.21%
JPRE vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 13.29% | 1.36% | 7.43% | 13.41% | -9.60% |
IJR iShares Core S&P Small-Cap ETF | 19.86% | 5.89% | 8.63% | 16.06% | -0.30% |
Correlation
The correlation between JPRE and IJR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 23, 2022 | 0.63 |
The correlation between JPRE and IJR shifts across timeframes, from 0.49 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JPRE vs. IJR — Risk / Return Rank
JPRE
IJR
JPRE vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and iShares Core S&P Small-Cap ETF (IJR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPRE | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 4.30 | -2.64 |
| Martin ratioReturn relative to average drawdown | 4.55 | 14.44 | -9.89 |
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Drawdowns
JPRE vs. IJR - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for JPRE and IJR.
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Drawdown Indicators
| JPRE | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.84% | -58.15% | +34.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -8.68% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -28.02% | +11.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.36% | — |
Current DrawdownCurrent decline from peak | -0.70% | 0.00% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -9.27% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.58% | +0.22% |
Volatility
JPRE vs. IJR - Volatility Comparison
JPMorgan Realty Income ETF (JPRE) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 5.15% and 5.17%, 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.
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Volatility by Period
| JPRE | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 5.17% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 11.93% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.47% | 17.67% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 21.44% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 22.93% | -4.64% |
JPRE vs. IJR - Expense Ratio Comparison
JPRE has a 0.50% expense ratio, which is higher than IJR's 0.06% expense ratio.
Dividends
JPRE vs. IJR - Dividend Comparison
JPRE's dividend yield for the trailing twelve months is around 2.20%, more than IJR's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 1.42% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
JPRE JPMorgan Realty Income ETF | 2.20% | 2.62% | 2.21% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPRE and IJR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (5.17%) compared to JPRE (5.15%). In terms of maximum drawdown, JPRE dropped -23.84% vs IJR's -58.15%.
On 3-year performance, IJR leads with 15.09% vs 10.20% for JPRE. On fees, IJR is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IJR has performed better with a 15.09% return vs 10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IJR is cheaper with a 0.06% expense ratio, compared with 0.50% for JPRE.
JPRE has the higher dividend yield at 2.20%, compared with 1.42% for IJR.
JPRE is categorized as REIT, while IJR is Small Cap Blend Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.50% for JPRE and 0.06% for IJR.
IJR currently has the higher Sharpe Ratio (2.12 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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