JRDZ.L vs. JREG.L
JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) and JREG.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)) are both exchange-traded funds - JRDZ.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while JREG.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past year, JRDZ.L returned 22.17% vs 26.13% for JREG.L. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
JRDZ.L vs. JREG.L - Performance Comparison
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Different Trading Currencies
JRDZ.L is traded in GBp, while JREG.L is traded in USD. To make them comparable, the JREG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRDZ.L achieves a 8.20% return, which is significantly lower than JREG.L's 9.84% return.
JRDZ.L
- 1D
- 0.42%
- 1M
- 1.67%
- YTD
- 8.20%
- 6M
- 10.44%
- 1Y
- 22.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREG.L
- 1D
- 0.10%
- 1M
- 3.28%
- YTD
- 9.84%
- 6M
- 9.70%
- 1Y
- 26.13%
- 3Y*
- 17.16%
- 5Y*
- 13.30%
- 10Y*
- —
JRDZ.L vs. JREG.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% |
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 9.84% | 11.22% | 3.39% |
Correlation
The correlation between JRDZ.L and JREG.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2024 | 0.19 |
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Return for Risk
JRDZ.L vs. JREG.L — Risk / Return Rank
JRDZ.L
JREG.L
JRDZ.L vs. JREG.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 JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.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 | JREG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.32 | ||
| Sortino ratioReturn per unit of downside risk | +6.13 | ||
| Omega ratioGain probability vs. loss probability | 2.16 | 1.42 | +0.74 |
| Calmar ratioReturn relative to maximum drawdown | 32.94 | 4.04 | +28.90 |
| Martin ratioReturn relative to average drawdown | 83.74 | 15.86 | +67.88 |
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 | JREG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.59 | 2.27 | +4.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 7.14 | 0.86 | +6.29 |
Drawdowns
JRDZ.L vs. JREG.L - Drawdown Comparison
The maximum JRDZ.L drawdown since its inception was -4.00%, smaller than the maximum JREG.L drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for JRDZ.L and JREG.L.
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Drawdown Indicators
| JRDZ.L | JREG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.00% | -25.88% | +21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -6.51% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.75% | — |
Current DrawdownCurrent decline from peak | -0.05% | -0.22% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -1.05% | -3.17% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.66% | — |
Volatility
JRDZ.L vs. JREG.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 JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L) at 3.26%. This indicates that JRDZ.L's price experiences larger fluctuations and is considered to be riskier than JREG.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 | JREG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 3.26% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 11.57% | +8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 14.39% | +8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.37% | 16.18% | +7.19% |
JRDZ.L vs. JREG.L - Expense Ratio Comparison
Both JRDZ.L and JREG.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. JREG.L - Dividend Comparison
JRDZ.L's dividend yield for the trailing twelve months is around 2.29%, while JREG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 2.29% | 2.55% | 0.19% |
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRDZ.L and JREG.L have a correlation of 0.27, 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 JREG.L have the same expense ratio: 0.25% per year.
JRDZ.L is categorized as Europe Equities, while JREG.L is Global Equities. JRDZ.L tracks MSCI EMU NR EUR, while JREG.L tracks MSCI ACWI NR USD.
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