JREZ.DE vs. SXRY.DE
JREZ.DE (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - JREZ.DE tracks the JP Morgan Eurozone Research Enhanced Index Equity (ESG) while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 3 years, JREZ.DE returned 17.10%/yr vs 29.61%/yr for SXRY.DE. Their correlation of 0.86 suggests significant overlap in exposure. JREZ.DE charges 0.25%/yr vs 0.33%/yr for SXRY.DE.
Performance
JREZ.DE vs. SXRY.DE - Performance Comparison
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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%
JREZ.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
JREZ.DE
SXRY.DE
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.DE | SXRY.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.48% | -1.98% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -11.61% | +8.75% |
Ulcer IndexDepth 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.DE | SXRY.DE | Difference | |
|---|---|---|---|
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.
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.
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