JRDZ.L vs. PRUK.L

Last updated Jul 16, 2026

JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds - JRDZ.L tracks the MSCI EMU NR EUR while PRUK.L tracks the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 3 years, JRDZ.L returned 39.38%/yr vs 10.51%/yr for PRUK.L. A 0.66 correlation means they provide meaningful diversification when combined. JRDZ.L charges 0.25%/yr vs 0.05%/yr for PRUK.L.

Performance

JRDZ.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JRDZ.L achieves a 92.72% return, which is significantly higher than PRUK.L's 4.43% return.

JRDZ.L

• 1D: 0.00%
• 1M: -0.58%
• 6M: 18,671.24%
• YTD: 92.72%
• 1Y: 21,096.73%
• 3Y*: 39.38%
• 5Y*: —
• 10Y*: —

PRUK.L

• 1D: 0.67%
• 1M: 1.37%
• 6M: 2.34%
• YTD: 4.43%
• 1Y: 8.33%
• 3Y*: 10.51%
• 5Y*: 1.70%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JRDZ.L vs. PRUK.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)	92.72%	29.99%	3.37%	17.81%	-10.01%
PRUK.L Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)	4.43%	13.57%	5.85%	7.37%	-10.30%

Correlation

The correlation between JRDZ.L and PRUK.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022	0.66

The correlation between JRDZ.L and PRUK.L shifts across timeframes, from 0.47 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JRDZ.L vs. PRUK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRDZ.L

JRDZ.L Risk / Return Rank: 85
JRDZ.L Sharpe Ratio Rank: 24
JRDZ.L Sortino Ratio Rank: 100
JRDZ.L Omega Ratio Rank: 100
JRDZ.L Calmar Ratio Rank: 100
JRDZ.L Martin Ratio Rank: 100

PRUK.L

PRUK.L Risk / Return Rank: 20
PRUK.L Sharpe Ratio Rank: 20
PRUK.L Sortino Ratio Rank: 20
PRUK.L Omega Ratio Rank: 19
PRUK.L Calmar Ratio Rank: 18
PRUK.L Martin Ratio Rank: 21

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRDZ.L vs. PRUK.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 Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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	PRUK.L	Difference
Sharpe ratio: Return per unit of total volatility	0.75	0.58	+0.17
Sortino ratio: Return per unit of downside risk	317.68	0.92	+316.76
Omega ratio: Gain probability vs. loss probability	103.72	1.11	+102.61
Calmar ratio: Return relative to maximum drawdown	222.38	0.64	+221.75
Martin ratio: Return relative to average drawdown	321.54	2.00	+319.53

JRDZ.L vs. PRUK.L - Sharpe Ratio Comparison

The current JRDZ.L Sharpe Ratio is 0.75, which is comparable to the PRUK.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of JRDZ.L and PRUK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JRDZ.L vs. PRUK.L - Drawdown Comparison

The maximum JRDZ.L drawdown since its inception was -99.04%, which is greater than PRUK.L's maximum drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for JRDZ.L and PRUK.L.

Drawdown Indicators

	JRDZ.L	PRUK.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.04%	-36.10%	-62.94%
Max Drawdown (1Y) Largest decline over 1 year	-99.04%	-13.05%	-85.99%
Max Drawdown (3Y) Largest decline over 3 years	-99.04%	-18.00%	-81.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-36.10%	—
Current Drawdown Current decline from peak	-2.37%	-2.32%	-0.05%
Average Drawdown Average peak-to-trough decline	-17.15%	-13.83%	-3.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	68.23%	4.15%	+64.08%

Volatility

JRDZ.L vs. PRUK.L - Volatility Comparison

JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) has a higher volatility of 4.51% compared to Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) at 4.16%. This indicates that JRDZ.L's price experiences larger fluctuations and is considered to be riskier than PRUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JRDZ.L	PRUK.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.51%	4.16%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	1,035.00%	12.28%	+1,022.72%
Volatility (1Y) Calculated over the trailing 1-year period	29,376.61%	14.37%	+29,362.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14,457.77%	16.46%	+14,441.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14,457.77%	16.53%	+14,441.24%

JRDZ.L vs. PRUK.L - Expense Ratio Comparison

JRDZ.L has a 0.25% expense ratio, which is higher than PRUK.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

JRDZ.L vs. PRUK.L - Dividend Comparison

JRDZ.L's dividend yield for the trailing twelve months is around 2.30%, less than PRUK.L's 3.54% yield.

Position	TTM	2025	2024	2023	2022	2021
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)	2.30%	2.55%	2.80%	3.25%	1.69%	0.00%
PRUK.L Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)	3.54%	3.70%	3.63%	3.43%	3.50%	1.73%

Frequently Asked Questions

Can I hold both JRDZ.L and PRUK.L in my portfolio?

JRDZ.L and PRUK.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JRDZ.L or PRUK.L?

On fees, PRUK.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JRDZ.L or PRUK.L?

PRUK.L is cheaper with a 0.05% expense ratio, compared with 0.25% for JRDZ.L.

What is the main difference between JRDZ.L and PRUK.L?

JRDZ.L tracks MSCI EMU NR EUR, while PRUK.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JRDZ.L and 0.05% for PRUK.L.