JRZD.L vs. PRIE.L
JRZD.L (JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist)) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds. JRZD.L is actively managed, while PRIE.L is passively managed. Over the past 3 years, JRZD.L returned 16.12%/yr vs 15.13%/yr for PRIE.L. Their correlation of 0.93 suggests significant overlap in exposure. JRZD.L charges 0.25%/yr vs 0.05%/yr for PRIE.L.
Performance
JRZD.L vs. PRIE.L - Performance Comparison
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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*
- —
JRZD.L vs. PRIE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
JRZD.L
PRIE.L
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.L | PRIE.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | PRIE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.03% | -1.67% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -2.85% | -5.69% | +2.84% |
Ulcer IndexDepth 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.L | PRIE.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
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