JRDZ.L vs. CS1.L
JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) and CS1.L (Amundi ETF MSCI Spain UCITS ETF EUR (C)) are both Europe Equities funds - JRDZ.L tracks the MSCI EMU NR EUR while CS1.L tracks the BME IBEX 35 NR EUR. Both are passively managed. Over the past 3 years, JRDZ.L returned 41.16%/yr vs 33.09%/yr for CS1.L. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
JRDZ.L vs. CS1.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRDZ.L achieves a 93.46% return, which is significantly higher than CS1.L's 13.19% return.
JRDZ.L
- 1D
- -0.39%
- 1M
- 2.57%
- YTD
- 93.46%
- 6M
- 94.50%
- 1Y
- 119.59%
- 3Y*
- 41.16%
- 5Y*
- —
- 10Y*
- —
CS1.L
- 1D
- 0.56%
- 1M
- 6.47%
- YTD
- 13.19%
- 6M
- 13.97%
- 1Y
- 47.56%
- 3Y*
- 33.09%
- 5Y*
- 20.76%
- 10Y*
- 13.79%
JRDZ.L vs. CS1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 93.46% | 29.99% | 3.37% | 17.81% | -10.01% |
CS1.L Amundi ETF MSCI Spain UCITS ETF EUR (C) | 13.19% | 62.63% | 14.12% | 24.14% | 4.02% |
Correlation
The correlation between JRDZ.L and CS1.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022 | 0.75 |
The correlation between JRDZ.L and CS1.L has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
JRDZ.L vs. CS1.L — Risk / Return Rank
JRDZ.L
CS1.L
JRDZ.L vs. CS1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRDZ.L | CS1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | +295.39 | ||
| Omega ratioGain probability vs. loss probability | 93.37 | 1.53 | +91.84 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 4.58 | -3.37 |
| Martin ratioReturn relative to average drawdown | 1.66 | 15.54 | -13.89 |
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Drawdowns
JRDZ.L vs. CS1.L - Drawdown Comparison
The maximum JRDZ.L drawdown since its inception was -99.04%, which is greater than CS1.L's maximum drawdown of -57.96%. Use the drawdown chart below to compare losses from any high point for JRDZ.L and CS1.L.
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Drawdown Indicators
| JRDZ.L | CS1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.04% | -57.96% | -41.08% |
Max Drawdown (1Y)Largest decline over 1 year | -99.04% | -10.34% | -88.70% |
Max Drawdown (3Y)Largest decline over 3 years | -99.04% | -12.64% | -86.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.87% | — |
Current DrawdownCurrent decline from peak | -1.95% | -0.38% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -17.37% | -17.28% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 71.56% | 3.05% | +68.51% |
Volatility
JRDZ.L vs. CS1.L - Volatility Comparison
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) have volatilities of 4.11% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRDZ.L | CS1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.92% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 1,223.98% | 13.63% | +1,210.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 29,377.92% | 16.25% | +29,361.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14,560.19% | 18.78% | +14,541.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14,560.19% | 19.32% | +14,540.87% |
JRDZ.L vs. CS1.L - Expense Ratio Comparison
Both JRDZ.L and CS1.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JRDZ.L vs. CS1.L - Dividend Comparison
JRDZ.L's dividend yield for the trailing twelve months is around 2.24%, while CS1.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CS1.L Amundi ETF MSCI Spain UCITS ETF EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 2.24% | 2.55% | 2.80% | 3.25% | 1.69% |
Frequently Asked Questions
JRDZ.L and CS1.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JRDZ.L and CS1.L have the same expense ratio: 0.25% per year.
JRDZ.L tracks MSCI EMU NR EUR, while CS1.L tracks BME IBEX 35 NR EUR. They also come from different issuers: JPMorgan and Amundi.
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