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

JRZD.L vs. PRUK.L

Last updated Jul 16, 2026
Documentation

JRZD.L (JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)) and PRUK.L (Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)) are both Europe Equities funds. JRZD.L is actively managed, while PRUK.L is passively managed. Over the past 3 years, JRZD.L returned 15.94%/yr vs 10.94%/yr for PRUK.L. A 0.72 correlation means they provide meaningful diversification when combined.

Performance

JRZD.L vs. PRUK.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 (dis) (JRZD.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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 PRUK.L is traded in GBp. To make them comparable, the PRUK.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 12.09% return, which is significantly higher than PRUK.L's 7.55% return.

JRZD.L

1D
-0.33%
1M
0.09%
6M
8.35%
YTD
12.09%
1Y
22.35%
3Y*
15.94%
5Y*
—
10Y*
—

PRUK.L

1D
1.34%
1M
3.34%
6M
4.62%
YTD
7.55%
1Y
10.81%
3Y*
10.94%
5Y*
1.95%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)		12.09%23.20%8.54%20.11%0.90%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		7.55%7.64%10.96%9.64%-13.90%

Correlation

The correlation between JRZD.L and PRUK.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

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

0.67

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

0.72

The correlation between JRZD.L and PRUK.L shifts across timeframes, from 0.61 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)

Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)

Often compared with PRUK.L:
PRUK.L vs. EDIV.LPRUK.L vs. VUKE.DEPRUK.L vs. MVED.LPRUK.L vs. IWQU.LPRUK.L vs. URTHPRUK.L vs. FEUZ.LPRUK.L vs. MIVO.L

Return for Risk

JRZD.L vs. PRUK.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: 5858
Overall Rank
JRZD.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JRZD.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
JRZD.L Omega Ratio Rank: 5858
Omega Ratio Rank
JRZD.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
JRZD.L Martin Ratio Rank: 5959
Martin Ratio Rank
PRUK.L
PRUK.L Risk / Return Rank: 2020
Overall Rank
PRUK.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 1919
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 2121
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. PRUK.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 (dis) (JRZD.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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.LPRUK.LDifference
Sharpe ratioReturn per unit of total volatility
1.57
0.71

+0.85

Sortino ratioReturn per unit of downside risk
2.28
1.11

+1.17

Omega ratioGain probability vs. loss probability

1.29

1.14

+0.15

Calmar ratioReturn relative to maximum drawdown

2.25

0.86

+1.39

Martin ratioReturn relative to average drawdown

8.24

2.85

+5.39

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

The current JRZD.L Sharpe Ratio is 1.57, which is higher than the PRUK.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of JRZD.L and PRUK.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. PRUK.L - Drawdown Comparison

The maximum JRZD.L drawdown since its inception was -14.99%, smaller than the maximum PRUK.L drawdown of -37.33%. Use the drawdown chart below to compare losses from any high point for JRZD.L and PRUK.L.

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Drawdown Indicators

JRZD.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-37.33%

+22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-12.50%

+2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-19.76%

+4.98%

Max Drawdown (5Y)

Largest decline over 5 years

—

-37.33%

—

Current Drawdown

Current decline from peak

-2.49%

0.00%

-2.49%

Average Drawdown

Average peak-to-trough decline

-2.85%

-13.62%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.79%

-0.98%

Volatility

JRZD.L vs. PRUK.L - Volatility Comparison

JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis) (JRZD.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) have volatilities of 4.24% and 4.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JRZD.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.37%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

12.64%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

15.10%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

17.62%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

17.80%

-2.27%

Dividends

JRZD.L vs. PRUK.L - Dividend Comparison

JRZD.L's dividend yield for the trailing twelve months is around 2.30%, less than PRUK.L's 3.54% yield.

PositionTTM20252024202320222021
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)		2.30%2.59%2.73%3.21%1.76%0.00%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)		3.54%3.70%3.63%3.43%3.50%1.73%

Frequently Asked Questions

JRZD.L and PRUK.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: ETF Issuer and Amundi.

Portfolio Optimizer

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