JRDE.L vs. EEI.L
Compare and contrast key facts about JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L).
JRDE.L and EEI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRDE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 30, 2020. EEI.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Oct 21, 2014. Both JRDE.L and EEI.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
JRDE.L vs. EEI.L - Performance Comparison
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JRDE.L vs. EEI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 1.52% | -2,838.64% | -1,685.03% | 201.15% |
EEI.L WisdomTree Europe Equity Income UCITS ETF | 8.20% | 26.84% | -7.65% | 6.98% |
Returns By Period
In the year-to-date period, JRDE.L achieves a 1.52% return, which is significantly lower than EEI.L's 8.20% return.
JRDE.L
- 1D
- -0.14%
- 1M
- -1.07%
- YTD
- 1.52%
- 6M
- 49.64%
- 1Y
- -1,956.23%
- 3Y*
- 985.20%
- 5Y*
- —
- 10Y*
- —
EEI.L
- 1D
- -0.44%
- 1M
- 2.43%
- YTD
- 8.20%
- 6M
- 14.81%
- 1Y
- 23.81%
- 3Y*
- 9.33%
- 5Y*
- 6.85%
- 10Y*
- 4.32%
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JRDE.L vs. EEI.L - Expense Ratio Comparison
JRDE.L has a 0.25% expense ratio, which is lower than EEI.L's 0.29% expense ratio.
Return for Risk
JRDE.L vs. EEI.L — Risk / Return Rank
JRDE.L
EEI.L
JRDE.L vs. EEI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.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.
| JRDE.L | EEI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | — | 1.82 | — |
Sortino ratioReturn per unit of downside risk | -0.54 | 2.24 | -2.78 |
Omega ratioGain probability vs. loss probability | 0.60 | 1.36 | -0.76 |
Calmar ratioReturn relative to maximum drawdown | -230.94 | 3.27 | -234.22 |
Martin ratioReturn relative to average drawdown | -17.23 | 12.76 | -29.99 |
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
| JRDE.L | EEI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.82 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 26.77 | 0.23 | +26.54 |
Correlation
The correlation between JRDE.L and EEI.L is 0.43, 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.
Dividends
JRDE.L vs. EEI.L - Dividend Comparison
JRDE.L's dividend yield for the trailing twelve months is around 192.45%, more than EEI.L's 0.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 192.45% | 217.84% | 269.30% | 111.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEI.L WisdomTree Europe Equity Income UCITS ETF | 0.05% | 0.05% | 0.07% | 0.06% | 0.05% | 0.05% | 0.06% | 0.06% | 0.05% | 0.04% | 0.03% | 0.04% |
Drawdowns
JRDE.L vs. EEI.L - Drawdown Comparison
The maximum JRDE.L drawdown since its inception was -2,556.19%, which is greater than EEI.L's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for JRDE.L and EEI.L.
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Drawdown Indicators
| JRDE.L | EEI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2,556.19% | -37.68% | -2,518.51% |
Max Drawdown (1Y)Largest decline over 1 year | -809.96% | -8.30% | -801.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.68% | — |
Current DrawdownCurrent decline from peak | -17.79% | -2.60% | -15.19% |
Average DrawdownAverage peak-to-trough decline | -434.11% | -11.35% | -422.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 289.33% | 2.13% | +287.20% |
Volatility
JRDE.L vs. EEI.L - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) has a higher volatility of 5.68% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 4.59%. This indicates that JRDE.L's price experiences larger fluctuations and is considered to be riskier than EEI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRDE.L | EEI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.59% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 38.55% | 8.24% | +30.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 636.48% | 13.04% | +623.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 578.53% | 14.50% | +564.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 578.53% | 17.45% | +561.08% |