JREA.DE vs. SXR1.DE
JREA.DE (JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both Asia Pacific Equities funds - JREA.DE tracks the JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) while SXR1.DE tracks the MSCI Pacific ex Japan. Both are passively managed. Over the past 3 years, JREA.DE returned 21.08%/yr vs 11.36%/yr for SXR1.DE. A 0.70 correlation means they provide meaningful diversification when combined. JREA.DE charges 0.30%/yr vs 0.20%/yr for SXR1.DE.
Performance
JREA.DE vs. SXR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREA.DE achieves a 31.35% return, which is significantly higher than SXR1.DE's 9.00% return.
JREA.DE
- 1D
- 0.00%
- 1M
- 1.79%
- YTD
- 31.35%
- 6M
- 32.91%
- 1Y
- 48.56%
- 3Y*
- 21.08%
- 5Y*
- —
- 10Y*
- —
SXR1.DE
- 1D
- -0.34%
- 1M
- 0.00%
- YTD
- 9.00%
- 6M
- 9.24%
- 1Y
- 15.32%
- 3Y*
- 11.36%
- 5Y*
- 5.85%
- 10Y*
- 7.83%
JREA.DE vs. SXR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JREA.DE JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 31.35% | 14.97% | 15.52% | 0.94% | -21.41% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 9.00% | 7.00% | 11.91% | 2.20% | 0.99% |
Correlation
The correlation between JREA.DE and SXR1.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022 | 0.71 |
The correlation between JREA.DE and SXR1.DE has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
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Return for Risk
JREA.DE vs. SXR1.DE — Risk / Return Rank
JREA.DE
SXR1.DE
JREA.DE vs. SXR1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE). 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.
| JREA.DE | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.23 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 2.46 | +2.60 |
| Martin ratioReturn relative to average drawdown | 17.22 | 7.14 | +10.08 |
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Drawdowns
JREA.DE vs. SXR1.DE - Drawdown Comparison
The maximum JREA.DE drawdown since its inception was -29.99%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for JREA.DE and SXR1.DE.
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Drawdown Indicators
| JREA.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.99% | -38.62% | +8.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -6.21% | -3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | -20.28% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.91% | — |
Current DrawdownCurrent decline from peak | -4.24% | -2.08% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -9.84% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.14% | +0.69% |
Volatility
JREA.DE vs. SXR1.DE - Volatility Comparison
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) has a higher volatility of 8.71% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.79%. This indicates that JREA.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREA.DE | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 3.79% | +4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.88% | 9.39% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 11.91% | +6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 14.78% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 16.55% | +1.59% |
JREA.DE vs. SXR1.DE - Expense Ratio Comparison
JREA.DE has a 0.30% expense ratio, which is higher than SXR1.DE's 0.20% expense ratio.
Dividends
JREA.DE vs. SXR1.DE - Dividend Comparison
Neither JREA.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
JREA.DE and SXR1.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for JREA.DE.
JREA.DE tracks JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG), while SXR1.DE tracks MSCI Pacific ex Japan. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for JREA.DE and 0.20% for SXR1.DE.
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