JRDZ.L vs. IEFV.L
JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - JRDZ.L tracks the MSCI EMU NR EUR while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past year, JRDZ.L returned 22.17% vs 35.91% for IEFV.L. At a 0.29 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
JRDZ.L vs. IEFV.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRDZ.L achieves a 8.20% return, which is significantly lower than IEFV.L's 12.95% return.
JRDZ.L
- 1D
- 0.42%
- 1M
- 1.67%
- YTD
- 8.20%
- 6M
- 10.44%
- 1Y
- 22.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IEFV.L
- 1D
- 0.27%
- 1M
- 2.88%
- YTD
- 12.95%
- 6M
- 16.06%
- 1Y
- 35.91%
- 3Y*
- 21.78%
- 5Y*
- 14.64%
- 10Y*
- 11.79%
JRDZ.L vs. IEFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 8.20% | 31.47% | -1.85% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 12.95% | 42.20% | 0.12% |
Correlation
The correlation between JRDZ.L and IEFV.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2024 | 0.29 |
The correlation between JRDZ.L and IEFV.L shifts across timeframes, from 0.29 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JRDZ.L vs. IEFV.L — Risk / Return Rank
JRDZ.L
IEFV.L
JRDZ.L vs. IEFV.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 iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.
| JRDZ.L | IEFV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.86 | ||
| Sortino ratioReturn per unit of downside risk | +5.59 | ||
| Omega ratioGain probability vs. loss probability | 2.16 | 1.50 | +0.66 |
| Calmar ratioReturn relative to maximum drawdown | 32.94 | 3.43 | +29.51 |
| Martin ratioReturn relative to average drawdown | 83.74 | 12.64 | +71.10 |
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
| JRDZ.L | IEFV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.59 | 2.74 | +3.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 7.14 | 0.59 | +6.55 |
Drawdowns
JRDZ.L vs. IEFV.L - Drawdown Comparison
The maximum JRDZ.L drawdown since its inception was -4.00%, smaller than the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for JRDZ.L and IEFV.L.
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Drawdown Indicators
| JRDZ.L | IEFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.00% | -34.64% | +30.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -10.57% | +6.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.64% | — |
Current DrawdownCurrent decline from peak | -0.05% | -0.70% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -1.05% | -5.95% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.88% | — |
Volatility
JRDZ.L vs. IEFV.L - Volatility Comparison
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) has a higher volatility of 4.56% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) at 4.25%. This indicates that JRDZ.L's price experiences larger fluctuations and is considered to be riskier than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRDZ.L | IEFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 4.25% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.74% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 13.27% | +6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 15.04% | +8.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.37% | 16.70% | +6.67% |
JRDZ.L vs. IEFV.L - Expense Ratio Comparison
Both JRDZ.L and IEFV.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. IEFV.L - Dividend Comparison
JRDZ.L's dividend yield for the trailing twelve months is around 2.29%, while IEFV.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% |
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 2.29% | 2.55% | 0.19% |
Frequently Asked Questions
JRDZ.L and IEFV.L have a correlation of 0.40, 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 IEFV.L have the same expense ratio: 0.25% per year.
JRDZ.L tracks MSCI EMU NR EUR, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: JPMorgan and iShares.
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