JRDE.L vs. EUHD.L

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L).

JRDE.L and EUHD.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. EUHD.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 6, 2016. Both JRDE.L and EUHD.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. EUHD.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)	1.66%	-2,838.64%	-1,685.03%	201.15%
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS	7.12%	42.88%	5.23%	9.31%

Returns By Period

In the year-to-date period, JRDE.L achieves a 1.66% return, which is significantly lower than EUHD.L's 7.12% return.

JRDE.L

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

EUHD.L

• 1D: 1.65%
• 1M: -0.88%
• YTD: 7.12%
• 6M: 12.95%
• 1Y: 30.57%
• 3Y*: 19.76%
• 5Y*: 13.40%
• 10Y*: 9.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

JRDE.L has a 0.25% expense ratio, which is lower than EUHD.L's 0.30% expense ratio.

EUHD.L

PowerShares EURO STOXX High Dividend Low Volatility UCITS

JRDE.L

JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)

Return for Risk

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

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

EUHD.L

EUHD.L Risk / Return Rank: 94
EUHD.L Sharpe Ratio Rank: 94
EUHD.L Sortino Ratio Rank: 94
EUHD.L Omega Ratio Rank: 94
EUHD.L Calmar Ratio Rank: 95
EUHD.L Martin Ratio Rank: 93

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. EUHD.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.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	EUHD.L	Difference
Sharpe ratio Return per unit of total volatility	—	2.40	—
Sortino ratio Return per unit of downside risk	-0.54	2.96	-3.50
Omega ratio Gain probability vs. loss probability	0.60	1.46	-0.86
Calmar ratio Return relative to maximum drawdown	-234.68	4.23	-238.91
Martin ratio Return relative to average drawdown	-17.51	14.29	-31.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JRDE.L	EUHD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.40	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.98	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	27.14	0.62	+26.52

Correlation

The correlation between JRDE.L and EUHD.L is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JRDE.L vs. EUHD.L - Dividend Comparison

JRDE.L's dividend yield for the trailing twelve months is around 192.18%, more than EUHD.L's 4.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)	192.18%	217.84%	269.30%	111.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS	4.03%	4.61%	5.86%	5.50%	5.44%	4.28%	3.06%	4.66%	4.34%	3.41%	3.51%

Drawdowns

JRDE.L vs. EUHD.L - Drawdown Comparison

The maximum JRDE.L drawdown since its inception was -2,556.19%, which is greater than EUHD.L's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for JRDE.L and EUHD.L.

Drawdown Indicators

	JRDE.L	EUHD.L	Difference
Max Drawdown Largest peak-to-trough decline	-2,556.19%	-35.97%	-2,520.22%
Max Drawdown (1Y) Largest decline over 1 year	-809.96%	-8.03%	-801.93%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.82%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-17.68%	-1.69%	-15.99%
Average Drawdown Average peak-to-trough decline	-435.27%	-5.37%	-429.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	289.32%	2.21%	+287.11%

Volatility

JRDE.L vs. EUHD.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) at 4.50%. This indicates that JRDE.L's price experiences larger fluctuations and is considered to be riskier than EUHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JRDE.L	EUHD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	4.50%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	38.55%	8.32%	+30.23%
Volatility (1Y) Calculated over the trailing 1-year period	636.48%	12.70%	+623.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	579.34%	13.69%	+565.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	579.34%	15.56%	+563.78%