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JRZD.L vs. PRIE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRZD.L vs. PRIE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist) (JRZD.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JRZD.L is traded in EUR, while PRIE.L is traded in GBp. To make them comparable, the PRIE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JRZD.L achieves a 12.63% return, which is significantly higher than PRIE.L's 11.18% return.


JRZD.L

1D
0.15%
1M
0.37%
6M
8.13%
YTD
12.63%
1Y
23.83%
3Y*
16.12%
5Y*
10Y*

PRIE.L

1D
-0.24%
1M
1.20%
6M
6.85%
YTD
11.18%
1Y
22.38%
3Y*
15.13%
5Y*
10.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRZD.L vs. PRIE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist)
12.63%23.20%8.54%20.11%0.90%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
11.18%19.54%8.79%15.79%-2.14%

Correlation

The correlation between JRZD.L and PRIE.L is 0.93, 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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.93

The correlation between JRZD.L and PRIE.L has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

JRZD.L vs. PRIE.L — Risk / Return Rank

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

JRZD.L
JRZD.L Risk / Return Rank: 6060
Overall Rank
JRZD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JRZD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
JRZD.L Omega Ratio Rank: 6060
Omega Ratio Rank
JRZD.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
JRZD.L Martin Ratio Rank: 6060
Martin Ratio Rank

PRIE.L
PRIE.L Risk / Return Rank: 5555
Overall Rank
PRIE.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 6262
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 5151
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.

JRZD.L vs. PRIE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist) (JRZD.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). 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.


JRZD.LPRIE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratioReturn relative to maximum drawdown

2.30

2.34

-0.03

Martin ratioReturn relative to average drawdown

8.45

8.99

-0.54

JRZD.L vs. PRIE.L - Sharpe Ratio Comparison

The current JRZD.L Sharpe Ratio is 1.61, which is comparable to the PRIE.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of JRZD.L and PRIE.L, 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

JRZD.L vs. PRIE.L - Drawdown Comparison

The maximum JRZD.L drawdown since its inception was -14.99%, smaller than the maximum PRIE.L drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for JRZD.L and PRIE.L.


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Drawdown Indicators


JRZD.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-36.11%

+21.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-9.54%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-16.26%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.61%

Current Drawdown

Current decline from peak

-2.03%

-1.67%

-0.36%

Average Drawdown

Average peak-to-trough decline

-2.85%

-5.69%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.48%

+0.33%

Volatility

JRZD.L vs. PRIE.L - Volatility Comparison

JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist) (JRZD.L) has a higher volatility of 4.24% compared to Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) at 3.33%. This indicates that JRZD.L's price experiences larger fluctuations and is considered to be riskier than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRZD.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.33%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

10.65%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

12.69%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

14.39%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

17.23%

-1.70%

JRZD.L vs. PRIE.L - Expense Ratio Comparison

JRZD.L has a 0.25% expense ratio, which is higher than PRIE.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JRZD.L vs. PRIE.L - Dividend Comparison

JRZD.L's dividend yield for the trailing twelve months is around 2.29%, less than PRIE.L's 2.38% yield.


PositionTTM2025202420232022202120202019
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist)
2.29%2.59%2.73%3.21%1.76%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
2.38%2.57%2.84%2.88%3.10%2.27%2.16%2.76%

Frequently Asked Questions


With a correlation of 0.93, JRZD.L and PRIE.L 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, PRIE.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.25% for JRZD.L.

They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JRZD.L and 0.05% for PRIE.L.

Portfolio Optimizer

Find the right allocation for JRZD.L and PRIE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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