PortfoliosLab logoPortfoliosLab logo
JRDE.L vs. EEIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRDE.L vs. EEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) and WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JRDE.L vs. EEIP.L - Yearly Performance Comparison


2026 (YTD)202520242023
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)
1.66%-2,838.64%-1,685.03%201.15%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
9.44%34.46%-1.80%11.49%

Returns By Period

In the year-to-date period, JRDE.L achieves a 1.66% return, which is significantly lower than EEIP.L's 9.44% return.


JRDE.L

1D
2.41%
1M
-4.35%
YTD
1.66%
6M
49.85%
1Y
-1,951.01%
3Y*
985.71%
5Y*
10Y*

EEIP.L

1D
1.36%
1M
-0.04%
YTD
9.44%
6M
15.54%
1Y
30.74%
3Y*
15.93%
5Y*
12.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JRDE.L vs. EEIP.L - Expense Ratio Comparison

JRDE.L has a 0.25% expense ratio, which is lower than EEIP.L's 0.29% expense ratio.


Return for Risk

JRDE.L vs. EEIP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRDE.L

EEIP.L
EEIP.L Risk / Return Rank: 9393
Overall Rank
EEIP.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EEIP.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
EEIP.L Omega Ratio Rank: 9494
Omega Ratio Rank
EEIP.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EEIP.L Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRDE.L vs. EEIP.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 Acc (EEIP.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.LEEIP.LDifference

Sharpe ratio

Return per unit of total volatility

2.31

Sortino ratio

Return per unit of downside risk

-0.54

2.86

-3.40

Omega ratio

Gain probability vs. loss probability

0.60

1.45

-0.85

Calmar ratio

Return relative to maximum drawdown

-234.68

3.73

-238.42

Martin ratio

Return relative to average drawdown

-17.51

13.90

-31.42

JRDE.L vs. EEIP.L - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


JRDE.LEEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

27.14

0.54

+26.60

Correlation

The correlation between JRDE.L and EEIP.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. EEIP.L - Dividend Comparison

JRDE.L's dividend yield for the trailing twelve months is around 192.18%, while EEIP.L has not paid dividends to shareholders.


TTM2025202420232022
JRDE.L
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)
192.18%217.84%269.30%111.49%0.00%
EEIP.L
WisdomTree Europe Equity Income UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Drawdowns

JRDE.L vs. EEIP.L - Drawdown Comparison

The maximum JRDE.L drawdown since its inception was -2,556.19%, which is greater than EEIP.L's maximum drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for JRDE.L and EEIP.L.


Loading graphics...

Drawdown Indicators


JRDE.LEEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-2,556.19%

-34.51%

-2,521.68%

Max Drawdown (1Y)

Largest decline over 1 year

-809.96%

-9.84%

-800.12%

Max Drawdown (5Y)

Largest decline over 5 years

-14.49%

Current Drawdown

Current decline from peak

-17.68%

-2.52%

-15.16%

Average Drawdown

Average peak-to-trough decline

-435.27%

-5.57%

-429.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

289.32%

2.23%

+287.09%

Volatility

JRDE.L vs. EEIP.L - Volatility Comparison

JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) has a higher volatility of 5.90% compared to WisdomTree Europe Equity Income UCITS ETF Acc (EEIP.L) at 4.41%. This indicates that JRDE.L's price experiences larger fluctuations and is considered to be riskier than EEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JRDE.LEEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

4.41%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

38.55%

8.84%

+29.71%

Volatility (1Y)

Calculated over the trailing 1-year period

636.48%

13.24%

+623.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

579.34%

13.25%

+566.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

579.34%

15.22%

+564.12%