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JREM.DE vs. XZEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREM.DE vs. XZEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREM.DE vs. XZEM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREM.DE
JREM.DE Risk / Return Rank: 8989
Overall Rank
JREM.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JREM.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
JREM.DE Omega Ratio Rank: 8989
Omega Ratio Rank
JREM.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JREM.DE Martin Ratio Rank: 8989
Martin Ratio Rank

XZEM.DE
XZEM.DE Risk / Return Rank: 5151
Overall Rank
XZEM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XZEM.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XZEM.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XZEM.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
XZEM.DE Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEXZEM.DEDifference
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

JREM.DE vs. XZEM.DE - Sharpe Ratio Comparison

The current JREM.DE Sharpe Ratio is 2.66, which is higher than the XZEM.DE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of JREM.DE and XZEM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEXZEM.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.86%

-4.82%

+0.96%

Average Drawdown

Average peak-to-trough decline

-11.18%

-16.69%

+5.51%

Ulcer Index

Depth 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.DEXZEM.DEDifference

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.


Tickers have no history of dividend payments

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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