JREM.DE vs. XZEM.DE
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and XZEM.DE (Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C) are both Emerging Markets Equities funds - JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG) while XZEM.DE tracks the MSCI Emerging Markets Low Carbon SRI Leaders. Both are passively managed. Over the past 5 years, JREM.DE returned 8.18%/yr vs 3.16%/yr for XZEM.DE. Their correlation of 0.94 suggests significant overlap in exposure. JREM.DE charges 0.30%/yr vs 0.25%/yr for XZEM.DE.
Performance
JREM.DE vs. XZEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREM.DE achieves a 32.18% return, which is significantly higher than XZEM.DE's 14.11% return.
JREM.DE
- 1D
- 0.79%
- 1M
- 1.94%
- YTD
- 32.18%
- 6M
- 34.25%
- 1Y
- 52.24%
- 3Y*
- 22.25%
- 5Y*
- 8.18%
- 10Y*
- —
XZEM.DE
- 1D
- 0.74%
- 1M
- 2.54%
- YTD
- 14.11%
- 6M
- 15.27%
- 1Y
- 27.57%
- 3Y*
- 15.53%
- 5Y*
- 3.16%
- 10Y*
- —
JREM.DE vs. XZEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 32.18% | 19.77% | 12.77% | 4.19% | -15.62% | 4.85% | 8.48% | 9.26% |
XZEM.DE Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 14.11% | 16.53% | 16.93% | 0.18% | -14.31% | -4.19% | 6.11% | -0.06% |
Correlation
The correlation between JREM.DE and XZEM.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 | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2019 | 0.94 |
The correlation between JREM.DE and XZEM.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
JREM.DE vs. XZEM.DE — Risk / Return Rank
JREM.DE
XZEM.DE
JREM.DE vs. XZEM.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 Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.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 | XZEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.27 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.11 | 2.60 | +2.51 |
| Martin ratioReturn relative to average drawdown | 17.51 | 8.13 | +9.38 |
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Drawdowns
JREM.DE vs. XZEM.DE - Drawdown Comparison
The maximum JREM.DE drawdown since its inception was -30.27%, smaller than the maximum XZEM.DE drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for JREM.DE and XZEM.DE.
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Drawdown Indicators
| JREM.DE | XZEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.27% | -37.17% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -10.55% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -20.90% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.72% | -32.74% | +7.02% |
Current DrawdownCurrent decline from peak | -3.86% | -4.82% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -11.18% | -16.69% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.38% | -0.41% |
Volatility
JREM.DE vs. XZEM.DE - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) have volatilities of 8.97% and 9.10%, 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.
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Volatility by Period
| JREM.DE | XZEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.97% | 9.10% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 17.17% | 15.52% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 18.31% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 18.82% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 21.20% | -1.60% |
JREM.DE vs. XZEM.DE - Expense Ratio Comparison
JREM.DE has a 0.30% expense ratio, which is higher than XZEM.DE's 0.25% expense ratio.
Dividends
JREM.DE vs. XZEM.DE - Dividend Comparison
Neither JREM.DE nor XZEM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, JREM.DE and XZEM.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, XZEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for JREM.DE.
JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG), while XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.30% for JREM.DE and 0.25% for XZEM.DE.
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