JRDM.L vs. JRDE.L
Compare and contrast key facts about JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.L) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L).
JRDM.L and JRDE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both JRDM.L and JRDE.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
JRDM.L vs. JRDE.L - Performance Comparison
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JRDM.L vs. JRDE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRDM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 7.40% | 25.58% | 8.51% | 2.88% |
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 1.66% | -2,838.64% | -1,685.03% | 201.15% |
Returns By Period
In the year-to-date period, JRDM.L achieves a 7.40% return, which is significantly higher than JRDE.L's 1.66% return.
JRDM.L
- 1D
- 3.48%
- 1M
- -5.08%
- YTD
- 7.40%
- 6M
- 11.91%
- 1Y
- 32.48%
- 3Y*
- 13.68%
- 5Y*
- —
- 10Y*
- —
JRDE.L
- 1D
- 2.41%
- 1M
- -4.35%
- YTD
- 1.66%
- 6M
- 49.85%
- 1Y
- -1,951.01%
- 3Y*
- 985.71%
- 5Y*
- —
- 10Y*
- —
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JRDM.L vs. JRDE.L - Expense Ratio Comparison
JRDM.L has a 0.30% expense ratio, which is higher than JRDE.L's 0.25% expense ratio.
Return for Risk
JRDM.L vs. JRDE.L — Risk / Return Rank
JRDM.L
JRDE.L
JRDM.L vs. JRDE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.L) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.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.
| JRDM.L | JRDE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | — | — |
Sortino ratioReturn per unit of downside risk | 2.50 | -0.54 | +3.04 |
Omega ratioGain probability vs. loss probability | 1.37 | 0.60 | +0.77 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | -234.68 | +237.83 |
Martin ratioReturn relative to average drawdown | 10.81 | -17.51 | +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. | |||
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Sharpe Ratios by Period
| JRDM.L | JRDE.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 | 0.38 | 27.14 | -26.76 |
Correlation
The correlation between JRDM.L and JRDE.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
JRDM.L vs. JRDE.L - Dividend Comparison
JRDM.L's dividend yield for the trailing twelve months is around 2.00%, less than JRDE.L's 192.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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% |
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 192.18% | 217.84% | 269.30% | 111.49% | 0.00% |
Drawdowns
JRDM.L vs. JRDE.L - Drawdown Comparison
The maximum JRDM.L drawdown since its inception was -23.95%, smaller than the maximum JRDE.L drawdown of -2,556.19%. Use the drawdown chart below to compare losses from any high point for JRDM.L and JRDE.L.
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Drawdown Indicators
| JRDM.L | JRDE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.95% | -2,556.19% | +2,532.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -809.96% | +798.81% |
Current DrawdownCurrent decline from peak | -7.16% | -17.68% | +10.52% |
Average DrawdownAverage peak-to-trough decline | -9.59% | -435.27% | +425.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 289.32% | -286.27% |
Volatility
JRDM.L vs. JRDE.L - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.L) has a higher volatility of 7.09% compared to JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) at 5.90%. This indicates that JRDM.L's price experiences larger fluctuations and is considered to be riskier than JRDE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRDM.L | JRDE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 5.90% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 38.55% | -25.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.82% | 636.48% | -619.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 579.34% | -563.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 579.34% | -563.33% |