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

Performance

JRZE.L vs. SJPA.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 iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JRZE.L achieves a 7.69% return, which is significantly lower than SJPA.L's 15.47% return.


JRZE.L

1D
0.00%
1M
3.60%
YTD
7.69%
6M
8.43%
1Y
19.97%
3Y*
15.34%
5Y*
10Y*

SJPA.L

1D
2.26%
1M
0.53%
YTD
15.47%
6M
14.66%
1Y
32.71%
3Y*
14.56%
5Y*
9.85%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRZE.L vs. SJPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
JRZE.L
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
7.69%29.94%3.35%17.82%-10.00%
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
15.47%18.19%8.36%12.76%3.96%

Correlation

The correlation between JRZE.L and SJPA.L is 0.59, 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

0.59

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

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2022

0.49

The correlation between JRZE.L and SJPA.L shifts across timeframes, from 0.49 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JRZE.L vs. SJPA.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: 4343
Overall Rank
JRZE.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JRZE.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
JRZE.L Omega Ratio Rank: 4444
Omega Ratio Rank
JRZE.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
JRZE.L Martin Ratio Rank: 4444
Martin Ratio Rank

SJPA.L
SJPA.L Risk / Return Rank: 6565
Overall Rank
SJPA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SJPA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SJPA.L Omega Ratio Rank: 6767
Omega Ratio Rank
SJPA.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SJPA.L Martin Ratio Rank: 6363
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. SJPA.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 Core MSCI Japan IMI UCITS ETF (SJPA.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.LSJPA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

1.81

3.04

-1.23

Martin ratioReturn relative to average drawdown

6.42

9.86

-3.44

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

The current JRZE.L Sharpe Ratio is 1.38, which is comparable to the SJPA.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of JRZE.L and SJPA.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

JRZE.L vs. SJPA.L - Drawdown Comparison

The maximum JRZE.L drawdown since its inception was -24.05%, smaller than the maximum SJPA.L drawdown of -45.53%. Use the drawdown chart below to compare losses from any high point for JRZE.L and SJPA.L.


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Drawdown Indicators


JRZE.LSJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.05%

-45.53%

+21.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-10.71%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-12.74%

-19.68%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

Max Drawdown (10Y)

Largest decline over 10 years

-24.73%

Current Drawdown

Current decline from peak

-0.46%

-0.82%

+0.36%

Average Drawdown

Average peak-to-trough decline

-5.29%

-15.72%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.31%

-0.19%

Volatility

JRZE.L vs. SJPA.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 Core MSCI Japan IMI UCITS ETF (SJPA.L) has a volatility of 4.41%. This indicates that JRZE.L experiences smaller price fluctuations and is considered to be less risky than SJPA.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.LSJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

4.41%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

14.72%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.54%

17.89%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

20.67%

-3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

18.47%

-0.99%

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

JRZE.L has a 0.25% expense ratio, which is higher than SJPA.L's 0.15% 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. SJPA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


JRZE.L and SJPA.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SJPA.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SJPA.L is cheaper with a 0.15% expense ratio, compared with 0.25% for JRZE.L.

JRZE.L is categorized as Europe Equities, while SJPA.L is Japan Equities. JRZE.L tracks MSCI EMU NR EUR, while SJPA.L tracks TOPIX TR JPY. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JRZE.L and 0.15% for SJPA.L.

Portfolio Optimizer

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