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JREZ.DE vs. IS3H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREZ.DE vs. IS3H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) and iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JREZ.DE having a 8.95% return and IS3H.DE slightly higher at 9.28%.


JREZ.DE

1D
0.54%
1M
4.51%
YTD
8.95%
6M
10.66%
1Y
18.39%
3Y*
15.63%
5Y*
10Y*

IS3H.DE

1D
0.47%
1M
2.04%
YTD
9.28%
6M
11.50%
1Y
17.53%
3Y*
18.25%
5Y*
9.27%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREZ.DE vs. IS3H.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JREZ.DE
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
8.95%23.99%8.26%20.23%0.68%
IS3H.DE
iShares MSCI EMU Mid Cap UCITS ETF
9.28%30.84%11.73%8.69%-4.73%

Correlation

The correlation between JREZ.DE and IS3H.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

0.92

The correlation between JREZ.DE and IS3H.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

JREZ.DE vs. IS3H.DE — Risk / Return Rank

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

JREZ.DE
JREZ.DE Risk / Return Rank: 3737
Overall Rank
JREZ.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JREZ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
JREZ.DE Omega Ratio Rank: 3535
Omega Ratio Rank
JREZ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
JREZ.DE Martin Ratio Rank: 4141
Martin Ratio Rank

IS3H.DE
IS3H.DE Risk / Return Rank: 4343
Overall Rank
IS3H.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IS3H.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IS3H.DE Omega Ratio Rank: 4141
Omega Ratio Rank
IS3H.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
IS3H.DE Martin Ratio Rank: 4747
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.

JREZ.DE vs. IS3H.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) and iShares MSCI EMU Mid Cap UCITS ETF (IS3H.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.


JREZ.DEIS3H.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

1.80

2.15

-0.36

Martin ratioReturn relative to average drawdown

6.49

7.71

-1.23

JREZ.DE vs. IS3H.DE - Sharpe Ratio Comparison

The current JREZ.DE Sharpe Ratio is 1.23, which is comparable to the IS3H.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of JREZ.DE and IS3H.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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Sharpe Ratios by Period


JREZ.DEIS3H.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.40

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.56

+0.40

Drawdowns

JREZ.DE vs. IS3H.DE - Drawdown Comparison

The maximum JREZ.DE drawdown since its inception was -14.86%, smaller than the maximum IS3H.DE drawdown of -37.63%. Use the drawdown chart below to compare losses from any high point for JREZ.DE and IS3H.DE.


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Drawdown Indicators


JREZ.DEIS3H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.86%

-37.63%

+22.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-8.11%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-14.21%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.63%

Current Drawdown

Current decline from peak

-0.54%

-1.34%

+0.80%

Average Drawdown

Average peak-to-trough decline

-2.89%

-6.35%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.27%

+0.56%

Volatility

JREZ.DE vs. IS3H.DE - Volatility Comparison

JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) has a higher volatility of 4.64% compared to iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE) at 3.33%. This indicates that JREZ.DE's price experiences larger fluctuations and is considered to be riskier than IS3H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREZ.DEIS3H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

3.33%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

9.77%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

12.45%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

15.31%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

16.15%

-0.71%

JREZ.DE vs. IS3H.DE - Expense Ratio Comparison

JREZ.DE has a 0.25% expense ratio, which is lower than IS3H.DE's 0.49% expense ratio.


Dividends

JREZ.DE vs. IS3H.DE - Dividend Comparison

Neither JREZ.DE nor IS3H.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JREZ.DE and IS3H.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JREZ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREZ.DE is cheaper with a 0.25% expense ratio, compared with 0.49% for IS3H.DE.

JREZ.DE tracks JP Morgan Eurozone Research Enhanced Index Equity (ESG), while IS3H.DE tracks MSCI EMU Mid Cap. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JREZ.DE and 0.49% for IS3H.DE.

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