JREM.DE vs. EHDL.DE
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG) while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 5 years, JREM.DE returned 7.65%/yr vs 7.13%/yr for EHDL.DE. A 0.71 correlation means they provide meaningful diversification when combined. JREM.DE charges 0.30%/yr vs 0.49%/yr for EHDL.DE.
Performance
JREM.DE vs. EHDL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREM.DE achieves a 26.36% return, which is significantly higher than EHDL.DE's 12.21% return.
JREM.DE
- 1D
- -0.61%
- 1M
- -5.12%
- 6M
- 19.35%
- YTD
- 26.36%
- 1Y
- 43.65%
- 3Y*
- 19.72%
- 5Y*
- 7.65%
- 10Y*
- —
EHDL.DE
- 1D
- -0.20%
- 1M
- 1.47%
- 6M
- 8.34%
- YTD
- 12.21%
- 1Y
- 23.70%
- 3Y*
- 13.52%
- 5Y*
- 7.13%
- 10Y*
- 6.10%
JREM.DE vs. EHDL.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) | 26.36% | 19.77% | 12.77% | 4.19% | -15.62% | 4.85% | 8.48% | 24.11% | -16.72% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 12.21% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.84% |
Correlation
The correlation between JREM.DE and EHDL.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.71 |
The correlation between JREM.DE and EHDL.DE shifts across timeframes, from 0.55 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JREM.DE vs. EHDL.DE — Risk / Return Rank
JREM.DE
EHDL.DE
JREM.DE vs. EHDL.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.
| JREM.DE | EHDL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 4.48 | -0.21 |
| Martin ratioReturn relative to average drawdown | 13.09 | 11.80 | +1.29 |
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Drawdowns
JREM.DE vs. EHDL.DE - Drawdown Comparison
The maximum JREM.DE drawdown since its inception was -30.27%, smaller than the maximum EHDL.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for JREM.DE and EHDL.DE.
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Drawdown Indicators
| JREM.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.27% | -36.13% | +5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -5.26% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -14.85% | -4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -18.80% | -6.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.13% | — |
Current DrawdownCurrent decline from peak | -8.09% | -0.99% | -7.10% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -9.09% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.00% | +1.33% |
Volatility
JREM.DE vs. EHDL.DE - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a higher volatility of 8.93% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.21%. This indicates that JREM.DE's price experiences larger fluctuations and is considered to be riskier than EHDL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREM.DE | EHDL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 3.21% | +5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.16% | 8.05% | +10.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 11.34% | +9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 13.60% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 17.99% | +1.68% |
JREM.DE vs. EHDL.DE - Expense Ratio Comparison
JREM.DE has a 0.30% expense ratio, which is lower than EHDL.DE's 0.49% expense ratio.
Dividends
JREM.DE vs. EHDL.DE - Dividend Comparison
JREM.DE has not paid dividends to shareholders, while EHDL.DE's dividend yield for the trailing twelve months is around 4.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 4.74% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREM.DE and EHDL.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.49% for EHDL.DE.
JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG), while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.30% for JREM.DE and 0.49% for EHDL.DE.
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