JREM.DE vs. EIMI.L
Compare and contrast key facts about JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
JREM.DE and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both JREM.DE and EIMI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JREM.DE vs. EIMI.L - Performance Comparison
Loading graphics...
JREM.DE vs. EIMI.L - 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) | 8.08% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 24.14% | -2.66% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 6.09% | 16.48% | 14.45% | 7.70% | -14.70% | 6.78% | 9.01% | 19.00% | -1.69% |
Different Trading Currencies
JREM.DE is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREM.DE achieves a 8.08% return, which is significantly higher than EIMI.L's 6.09% return.
JREM.DE
- 1D
- 3.73%
- 1M
- -5.07%
- YTD
- 8.08%
- 6M
- 11.86%
- 1Y
- 27.32%
- 3Y*
- 14.05%
- 5Y*
- 4.32%
- 10Y*
- —
EIMI.L
- 1D
- 4.02%
- 1M
- -4.99%
- YTD
- 6.09%
- 6M
- 9.70%
- 1Y
- 24.99%
- 3Y*
- 14.00%
- 5Y*
- 5.13%
- 10Y*
- 8.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JREM.DE vs. EIMI.L - Expense Ratio Comparison
JREM.DE has a 0.30% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.
Return for Risk
JREM.DE vs. EIMI.L — Risk / Return Rank
JREM.DE
EIMI.L
JREM.DE vs. EIMI.L - 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 Core MSCI EM IMI UCITS ETF (EIMI.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.
| JREM.DE | EIMI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.36 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.84 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.37 | +0.24 |
Martin ratioReturn relative to average drawdown | 9.27 | 8.12 | +1.15 |
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 graphics...
Sharpe Ratios by Period
| JREM.DE | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.36 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.31 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.36 | +0.07 |
Correlation
The correlation between JREM.DE and EIMI.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JREM.DE vs. EIMI.L - Dividend Comparison
Neither JREM.DE nor EIMI.L has paid dividends to shareholders.
Drawdowns
JREM.DE vs. EIMI.L - Drawdown Comparison
The maximum JREM.DE drawdown since its inception was -30.28%, smaller than the maximum EIMI.L drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for JREM.DE and EIMI.L.
Loading graphics...
Drawdown Indicators
| JREM.DE | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.28% | -38.73% | +8.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -12.66% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.75% | -35.66% | +9.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.73% | — |
Current DrawdownCurrent decline from peak | -6.84% | -9.03% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -14.21% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.47% | -0.43% |
Volatility
JREM.DE vs. EIMI.L - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 7.90% and 8.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JREM.DE | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 8.31% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 13.42% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 18.36% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 16.34% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 18.29% | +0.51% |