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

Performance

JREZ.DE vs. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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, JREZ.DE achieves a 12.58% return, which is significantly lower than SXRY.DE's 18.23% return.


JREZ.DE

1D
0.93%
1M
3.78%
YTD
12.58%
6M
13.45%
1Y
25.28%
3Y*
17.10%
5Y*
10Y*

SXRY.DE

1D
0.23%
1M
4.00%
YTD
18.23%
6M
19.05%
1Y
37.48%
3Y*
29.61%
5Y*
20.54%
10Y*
17.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
JREZ.DE
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
12.58%24.00%8.26%20.23%1.33%
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
18.23%37.80%18.15%33.34%2.58%

Correlation

The correlation between JREZ.DE and SXRY.DE is 0.84, 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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2022

0.86

The correlation between JREZ.DE and SXRY.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

JREZ.DE vs. SXRY.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: 5757
Overall Rank
JREZ.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
JREZ.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
JREZ.DE Omega Ratio Rank: 5656
Omega Ratio Rank
JREZ.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
JREZ.DE Martin Ratio Rank: 5858
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 8282
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8282
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. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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.


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

-0.67

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.31

1.41

-0.10

Calmar ratioReturn relative to maximum drawdown

2.47

3.85

-1.38

Martin ratioReturn relative to average drawdown

9.12

14.30

-5.18

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

The current JREZ.DE Sharpe Ratio is 1.68, which is comparable to the SXRY.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of JREZ.DE and SXRY.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

JREZ.DE vs. SXRY.DE - Drawdown Comparison

The maximum JREZ.DE drawdown since its inception was -14.84%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for JREZ.DE and SXRY.DE.


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Drawdown Indicators


JREZ.DESXRY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.84%

-43.59%

+28.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-9.69%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-17.61%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

Current Drawdown

Current decline from peak

-0.48%

-1.98%

+1.50%

Average Drawdown

Average peak-to-trough decline

-2.86%

-11.61%

+8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.61%

+0.16%

Volatility

JREZ.DE vs. SXRY.DE - Volatility Comparison

The current volatility for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) is 3.31%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that JREZ.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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.DESXRY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.90%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

12.78%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

15.89%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

18.29%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

19.65%

-4.26%

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

JREZ.DE has a 0.25% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.


Dividends

JREZ.DE vs. SXRY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


JREZ.DE and SXRY.DE have a correlation of 0.84, 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 0.33% for SXRY.DE.

JREZ.DE tracks JP Morgan Eurozone Research Enhanced Index Equity (ESG), while SXRY.DE tracks FTSE MIB. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JREZ.DE and 0.33% for SXRY.DE.

Portfolio Optimizer

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