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JRZE.L vs. JREU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRZE.L vs. JREU.L - 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 JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JRZE.L is traded in GBp, while JREU.L is traded in USD. To make them comparable, the JREU.L 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 lower than JREU.L's 9.96% return.


JRZE.L

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

JREU.L

1D
-0.04%
1M
4.79%
YTD
9.96%
6M
9.74%
1Y
27.93%
3Y*
18.54%
5Y*
14.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRZE.L vs. JREU.L - 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%
JREU.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)
9.96%8.01%27.31%21.94%-2.78%

Correlation

The correlation between JRZE.L and JREU.L is 0.60, 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

0.60

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

0.54

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

0.57

The correlation between JRZE.L and JREU.L has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

JRZE.L vs. JREU.L — 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

JREU.L
JREU.L Risk / Return Rank: 7272
Overall Rank
JREU.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JREU.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JREU.L Omega Ratio Rank: 7272
Omega Ratio Rank
JREU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
JREU.L Martin Ratio Rank: 7575
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. JREU.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 JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.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.


JRZE.LJREU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratioReturn relative to maximum drawdown

1.92

4.03

-2.11

Martin ratioReturn relative to average drawdown

6.73

14.26

-7.52

JRZE.L vs. JREU.L - Sharpe Ratio Comparison

The current JRZE.L Sharpe Ratio is 1.48, which is lower than the JREU.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of JRZE.L and JREU.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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Sharpe Ratios by Period


JRZE.LJREU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.36

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.89

-0.08

Drawdowns

JRZE.L vs. JREU.L - Drawdown Comparison

The maximum JRZE.L drawdown since its inception was -17.17%, smaller than the maximum JREU.L drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for JRZE.L and JREU.L.


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Drawdown Indicators


JRZE.LJREU.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-26.72%

+9.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-6.90%

-4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-21.60%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.60%

Current Drawdown

Current decline from peak

-0.07%

-0.24%

+0.17%

Average Drawdown

Average peak-to-trough decline

-5.49%

-3.73%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

1.95%

+1.22%

Volatility

JRZE.L vs. JREU.L - Volatility Comparison

JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) has a higher volatility of 4.64% compared to JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) at 3.42%. This indicates that JRZE.L's price experiences larger fluctuations and is considered to be riskier than JREU.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.LJREU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

3.42%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

8.52%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

11.80%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

15.53%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

17.40%

+1.73%

JRZE.L vs. JREU.L - Expense Ratio Comparison

JRZE.L has a 0.25% expense ratio, which is higher than JREU.L's 0.20% 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

JRZE.L vs. JREU.L - Dividend Comparison

Neither JRZE.L nor JREU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JRZE.L and JREU.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JREU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREU.L is cheaper with a 0.20% expense ratio, compared with 0.25% for JRZE.L.

JRZE.L is categorized as Europe Equities, while JREU.L is Large Cap Blend Equities. JRZE.L tracks MSCI EMU NR EUR, while JREU.L tracks Russell 1000 TR USD. Their fees differ too: 0.25% for JRZE.L and 0.20% for JREU.L.

Portfolio Optimizer

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