JRZE.L vs. IPRP.L
JRZE.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and IPRP.L (iShares European Property Yield UCITS ETF) are both exchange-traded funds - JRZE.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while IPRP.L is a REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR. Both are passively managed. Over the past 3 years, JRZE.L returned 15.34%/yr vs 11.51%/yr for IPRP.L. At a 0.50 correlation, their price movements are largely independent. JRZE.L charges 0.25%/yr vs 0.40%/yr for IPRP.L.
Performance
JRZE.L vs. IPRP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRZE.L achieves a 7.69% return, which is significantly higher than IPRP.L's 0.47% return.
JRZE.L
- 1D
- 0.00%
- 1M
- 3.60%
- YTD
- 7.69%
- 6M
- 8.43%
- 1Y
- 19.97%
- 3Y*
- 15.34%
- 5Y*
- —
- 10Y*
- —
IPRP.L
- 1D
- 1.60%
- 1M
- 0.26%
- YTD
- 0.47%
- 6M
- 2.67%
- 1Y
- 1.29%
- 3Y*
- 11.51%
- 5Y*
- -4.25%
- 10Y*
- 1.88%
JRZE.L vs. IPRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRZE.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 7.69% | 29.94% | 3.35% | 17.82% | -10.00% |
IPRP.L iShares European Property Yield UCITS ETF | 0.47% | 13.63% | -4.96% | 15.42% | -24.56% |
Correlation
The correlation between JRZE.L and IPRP.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022 | 0.50 |
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Return for Risk
JRZE.L vs. IPRP.L — Risk / Return Rank
JRZE.L
IPRP.L
JRZE.L vs. IPRP.L - 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 iShares European Property Yield UCITS ETF (IPRP.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.
| JRZE.L | IPRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.03 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.08 | +1.73 |
| Martin ratioReturn relative to average drawdown | 6.42 | 0.21 | +6.21 |
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Drawdowns
JRZE.L vs. IPRP.L - Drawdown Comparison
The maximum JRZE.L drawdown since its inception was -24.05%, smaller than the maximum IPRP.L drawdown of -64.48%. Use the drawdown chart below to compare losses from any high point for JRZE.L and IPRP.L.
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Drawdown Indicators
| JRZE.L | IPRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.05% | -64.48% | +40.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -16.12% | +5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.74% | -16.12% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -48.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.77% | — |
Current DrawdownCurrent decline from peak | -0.46% | -23.83% | +23.37% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -16.67% | +11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 6.28% | -3.16% |
Volatility
JRZE.L vs. IPRP.L - Volatility Comparison
The current volatility for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) is 3.41%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.23%. This indicates that JRZE.L experiences smaller price fluctuations and is considered to be less risky than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRZE.L | IPRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 4.23% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 13.05% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 15.28% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 21.53% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 19.35% | -1.87% |
JRZE.L vs. IPRP.L - Expense Ratio Comparison
JRZE.L has a 0.25% expense ratio, which is lower than IPRP.L's 0.40% expense ratio.
Dividends
JRZE.L vs. IPRP.L - Dividend Comparison
JRZE.L has not paid dividends to shareholders, while IPRP.L's dividend yield for the trailing twelve months is around 0.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPRP.L iShares European Property Yield UCITS ETF | 0.50% | 2.83% | 2.79% | 2.62% | 4.20% | 2.11% | 2.68% | 3.07% | 3.24% | 2.81% | 2.49% | 2.59% |
JRZE.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRZE.L and IPRP.L have a correlation of 0.41, 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 0.40% for IPRP.L.
JRZE.L is categorized as Europe Equities, while IPRP.L is REIT. JRZE.L tracks MSCI EMU NR EUR, while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JRZE.L and 0.40% for IPRP.L.
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