JREM.DE vs. 5MVL.DE
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG) while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, JREM.DE returned 8.30%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.91 suggests significant overlap in exposure. JREM.DE charges 0.30%/yr vs 0.40%/yr for 5MVL.DE.
Performance
JREM.DE vs. 5MVL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREM.DE achieves a 30.82% return, which is significantly lower than 5MVL.DE's 45.83% return.
JREM.DE
- 1D
- -1.57%
- 1M
- 6.61%
- YTD
- 30.82%
- 6M
- 32.74%
- 1Y
- 54.32%
- 3Y*
- 21.35%
- 5Y*
- 8.30%
- 10Y*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 11.27%
- YTD
- 45.83%
- 6M
- 48.36%
- 1Y
- 82.90%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
JREM.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.82% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 24.14% | -2.37% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Correlation
The correlation between JREM.DE and 5MVL.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.91 |
The correlation between JREM.DE and 5MVL.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JREM.DE vs. 5MVL.DE — Risk / Return Rank
JREM.DE
5MVL.DE
JREM.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| JREM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.73 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.31 | 8.86 | -3.56 |
| Martin ratioReturn relative to average drawdown | 19.31 | 28.83 | -9.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JREM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.99 | 4.31 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.02 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.83 | -0.27 |
Drawdowns
JREM.DE vs. 5MVL.DE - Drawdown Comparison
The maximum JREM.DE drawdown since its inception was -30.28%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for JREM.DE and 5MVL.DE.
Loading charts...
Drawdown Indicators
| JREM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.28% | -32.25% | +1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -9.30% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -19.15% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.75% | -20.60% | -5.15% |
Current DrawdownCurrent decline from peak | -2.47% | -3.88% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -6.27% | -4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.87% | -0.06% |
Volatility
JREM.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) is 7.19%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that JREM.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREM.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 8.71% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 15.83% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 19.13% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 16.78% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 18.84% | +0.13% |
JREM.DE vs. 5MVL.DE - Expense Ratio Comparison
JREM.DE has a 0.30% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
JREM.DE vs. 5MVL.DE - Dividend Comparison
Neither JREM.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, JREM.DE and 5MVL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JREM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREM.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for 5MVL.DE.
JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG), while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for JREM.DE and 0.40% for 5MVL.DE.
Find the right allocation for JREM.DE and 5MVL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer