JRZE.L vs. D5BK.DE
JRZE.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) are both exchange-traded funds - JRZE.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe. Both are passively managed. Over the past 3 years, JRZE.L returned 15.69%/yr vs 6.67%/yr for D5BK.DE. At a 0.48 correlation, their price movements are largely independent. JRZE.L charges 0.25%/yr vs 0.33%/yr for D5BK.DE.
Performance
JRZE.L vs. D5BK.DE - Performance Comparison
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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%
JRZE.L vs. D5BK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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 |
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Return for Risk
JRZE.L vs. D5BK.DE — Risk / Return Rank
JRZE.L
D5BK.DE
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.L | D5BK.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRZE.L | D5BK.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| JRZE.L | D5BK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.07% | -27.04% | +26.97% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -13.58% | +8.09% |
Ulcer IndexDepth 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.
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Volatility by Period
| JRZE.L | D5BK.DE | Difference | |
|---|---|---|---|
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.
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.
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