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LDEU.L vs. JRZD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDEU.L vs. JRZD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist) (LDEU.L) and JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist) (JRZD.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, LDEU.L achieves a 15.44% return, which is significantly higher than JRZD.L's 12.63% return.


LDEU.L

1D
0.17%
1M
0.73%
6M
12.07%
YTD
15.44%
1Y
29.48%
3Y*
25.10%
5Y*
17.14%
10Y*

JRZD.L

1D
0.15%
1M
-0.29%
6M
8.56%
YTD
12.63%
1Y
22.34%
3Y*
16.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDEU.L vs. JRZD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
LDEU.L
L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist)
15.44%37.56%14.64%16.76%0.58%
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist)
12.63%23.20%8.54%20.11%0.90%

Correlation

The correlation between LDEU.L and JRZD.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.88

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.88

The correlation between LDEU.L and JRZD.L has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

LDEU.L vs. JRZD.L — Risk / Return Rank

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

LDEU.L
LDEU.L Risk / Return Rank: 9191
Overall Rank
LDEU.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LDEU.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
LDEU.L Omega Ratio Rank: 9191
Omega Ratio Rank
LDEU.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
LDEU.L Martin Ratio Rank: 9090
Martin Ratio Rank

JRZD.L
JRZD.L Risk / Return Rank: 6565
Overall Rank
JRZD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
JRZD.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
JRZD.L Omega Ratio Rank: 6666
Omega Ratio Rank
JRZD.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
JRZD.L Martin Ratio Rank: 6464
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.

LDEU.L vs. JRZD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist) (LDEU.L) and JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist) (JRZD.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.


LDEU.LJRZD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.45

1.30

+0.16

Calmar ratioReturn relative to maximum drawdown

4.32

2.30

+2.01

Martin ratioReturn relative to average drawdown

15.09

8.45

+6.64

LDEU.L vs. JRZD.L - Sharpe Ratio Comparison

The current LDEU.L Sharpe Ratio is 2.52, which is higher than the JRZD.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of LDEU.L and JRZD.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

LDEU.L vs. JRZD.L - Drawdown Comparison

The maximum LDEU.L drawdown since its inception was -20.16%, which is greater than JRZD.L's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for LDEU.L and JRZD.L.


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Drawdown Indicators


LDEU.LJRZD.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.16%

-14.99%

-5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-10.30%

+3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-14.78%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

Current Drawdown

Current decline from peak

0.00%

-2.03%

+2.03%

Average Drawdown

Average peak-to-trough decline

-3.03%

-2.85%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.81%

-0.86%

Volatility

LDEU.L vs. JRZD.L - Volatility Comparison

The current volatility for L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist) (LDEU.L) is 2.73%, while JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist) (JRZD.L) has a volatility of 4.24%. This indicates that LDEU.L experiences smaller price fluctuations and is considered to be less risky than JRZD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDEU.LJRZD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

4.24%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

12.35%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

14.79%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

15.53%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.24%

15.53%

-1.29%

LDEU.L vs. JRZD.L - Expense Ratio Comparison

Both LDEU.L and JRZD.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LDEU.L vs. JRZD.L - Dividend Comparison

LDEU.L's dividend yield for the trailing twelve months is around 3.50%, more than JRZD.L's 2.29% yield.


PositionTTM20252024202320222021
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF EUR (Dist)
2.29%2.59%2.73%3.21%1.76%0.00%
LDEU.L
L&G Europe ex-UK Quality Dividends Equal Weight UCITS ETF EUR (Dist)
3.50%3.47%4.36%4.44%4.17%2.93%

Frequently Asked Questions


LDEU.L and JRZD.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LDEU.L and JRZD.L have the same expense ratio: 0.25% per year.

They also come from different issuers: L&G and JPMorgan.

Portfolio Optimizer

Find the right allocation for LDEU.L and JRZD.L

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

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