JRDE.L vs. JRDM.L
Compare and contrast key facts about JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.L).
JRDE.L and JRDM.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. JRDM.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. Both JRDE.L and JRDM.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. JRDM.L - Performance Comparison
Loading graphics...
JRDE.L vs. JRDM.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% |
JRDM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 7.40% | 25.58% | 8.51% | 2.88% |
Returns By Period
In the year-to-date period, JRDE.L achieves a 1.66% return, which is significantly lower than JRDM.L's 7.40% return.
JRDE.L
- 1D
- 2.41%
- 1M
- -4.35%
- YTD
- 1.66%
- 6M
- 49.85%
- 1Y
- -1,951.01%
- 3Y*
- 985.71%
- 5Y*
- —
- 10Y*
- —
JRDM.L
- 1D
- 3.48%
- 1M
- -5.08%
- YTD
- 7.40%
- 6M
- 11.91%
- 1Y
- 32.48%
- 3Y*
- 13.68%
- 5Y*
- —
- 10Y*
- —
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. JRDM.L - Expense Ratio Comparison
JRDE.L has a 0.25% expense ratio, which is lower than JRDM.L's 0.30% expense ratio.
Return for Risk
JRDE.L vs. JRDM.L — Risk / Return Rank
JRDE.L
JRDM.L
JRDE.L vs. JRDM.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 JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.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 | JRDM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | — | 1.93 | — |
Sortino ratioReturn per unit of downside risk | -0.54 | 2.50 | -3.04 |
Omega ratioGain probability vs. loss probability | 0.60 | 1.37 | -0.77 |
Calmar ratioReturn relative to maximum drawdown | -234.68 | 3.14 | -237.83 |
Martin ratioReturn relative to average drawdown | -17.51 | 10.81 | -28.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JRDE.L | JRDM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 27.14 | 0.38 | +26.76 |
Correlation
The correlation between JRDE.L and JRDM.L is 0.32, 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. JRDM.L - Dividend Comparison
JRDE.L's dividend yield for the trailing twelve months is around 192.18%, more than JRDM.L's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 192.18% | 217.84% | 269.30% | 111.49% | 0.00% |
JRDM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 2.00% | 1.94% | 2.24% | 2.42% | 3.35% |
Drawdowns
JRDE.L vs. JRDM.L - Drawdown Comparison
The maximum JRDE.L drawdown since its inception was -2,556.19%, which is greater than JRDM.L's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for JRDE.L and JRDM.L.
Loading graphics...
Drawdown Indicators
| JRDE.L | JRDM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2,556.19% | -23.95% | -2,532.24% |
Max Drawdown (1Y)Largest decline over 1 year | -809.96% | -11.15% | -798.81% |
Current DrawdownCurrent decline from peak | -17.68% | -7.16% | -10.52% |
Average DrawdownAverage peak-to-trough decline | -435.27% | -9.59% | -425.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 289.32% | 3.05% | +286.27% |
Volatility
JRDE.L vs. JRDM.L - Volatility Comparison
The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) is 5.90%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.L) has a volatility of 7.09%. This indicates that JRDE.L experiences smaller price fluctuations and is considered to be less risky than JRDM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JRDE.L | JRDM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.09% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 38.55% | 12.58% | +25.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 636.48% | 16.82% | +619.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 579.34% | 16.01% | +563.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 579.34% | 16.01% | +563.33% |