PortfoliosLab logoPortfoliosLab logo
JRZE.L vs. D5BK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRZE.L vs. D5BK.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) (JRZE.L) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

JRZE.L is traded in GBp, while D5BK.DE is traded in EUR. To make them comparable, the D5BK.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JRZE.L achieves a 8.11% return, which is significantly higher than D5BK.DE's -1.39% return.


JRZE.L

1D
0.42%
1M
4.70%
YTD
8.11%
6M
9.51%
1Y
21.36%
3Y*
15.69%
5Y*
10Y*

D5BK.DE

1D
0.84%
1M
-0.05%
YTD
-1.39%
6M
-0.95%
1Y
-0.13%
3Y*
6.67%
5Y*
-4.53%
10Y*
0.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRZE.L vs. D5BK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JRZE.L
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
8.11%29.94%3.35%17.82%5.89%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
-1.39%11.48%-8.21%13.61%-21.65%

Correlation

The correlation between JRZE.L and D5BK.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.41

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

0.48

Compare stocks, funds, or ETFs

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


Return for Risk

JRZE.L vs. D5BK.DE — Risk / Return Rank

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

JRZE.L
JRZE.L Risk / Return Rank: 4242
Overall Rank
JRZE.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JRZE.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
JRZE.L Omega Ratio Rank: 4343
Omega Ratio Rank
JRZE.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
JRZE.L Martin Ratio Rank: 4343
Martin Ratio Rank

D5BK.DE
D5BK.DE Risk / Return Rank: 77
Overall Rank
D5BK.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 77
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 77
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.

JRZE.L vs. D5BK.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) (JRZE.L) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.


JRZE.LD5BK.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.27

1.01

+0.26

Calmar ratioReturn relative to maximum drawdown

1.92

-0.01

+1.93

Martin ratioReturn relative to average drawdown

6.73

-0.02

+6.75

JRZE.L vs. D5BK.DE - Sharpe Ratio Comparison

The current JRZE.L Sharpe Ratio is 1.48, which is higher than the D5BK.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of JRZE.L and D5BK.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.


Loading charts...

Sharpe Ratios by Period


JRZE.LD5BK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.01

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.29

+0.53

Drawdowns

JRZE.L vs. D5BK.DE - Drawdown Comparison

The maximum JRZE.L drawdown since its inception was -17.17%, smaller than the maximum D5BK.DE drawdown of -45.17%. Use the drawdown chart below to compare losses from any high point for JRZE.L and D5BK.DE.


Loading charts...

Drawdown Indicators


JRZE.LD5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-45.17%

+28.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-16.42%

+5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-20.35%

+3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-45.17%

Max Drawdown (10Y)

Largest decline over 10 years

-45.17%

Current Drawdown

Current decline from peak

-0.07%

-27.04%

+26.97%

Average Drawdown

Average peak-to-trough decline

-5.49%

-13.58%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

6.10%

-2.93%

Volatility

JRZE.L vs. D5BK.DE - Volatility Comparison

JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) have volatilities of 4.64% and 4.73%, 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.


Loading charts...

Volatility by Period


JRZE.LD5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.73%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

13.31%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

15.67%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

21.45%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

19.32%

-0.19%

JRZE.L vs. D5BK.DE - Expense Ratio Comparison

JRZE.L has a 0.25% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.


Dividends

JRZE.L vs. D5BK.DE - Dividend Comparison

Neither JRZE.L nor D5BK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JRZE.L and D5BK.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRZE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRZE.L is cheaper with a 0.25% expense ratio, compared with 0.33% for D5BK.DE.

JRZE.L is categorized as Europe Equities, while D5BK.DE is REIT. JRZE.L tracks MSCI EMU NR EUR, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.25% for JRZE.L and 0.33% for D5BK.DE.

Portfolio Optimizer

Find the right allocation for JRZE.L and D5BK.DE

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

Open Portfolio Optimizer