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MIBX.L vs. JRDZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIBX.L vs. JRDZ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MIBX.L

1D
-0.57%
1M
1.59%
YTD
12.79%
6M
16.23%
1Y
32.23%
3Y*
28.45%
5Y*
19.66%
10Y*
15.90%

JRDZ.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MIBX.L vs. JRDZ.L — Risk / Return Rank

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

MIBX.L
MIBX.L Risk / Return Rank: 6969
Overall Rank
MIBX.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MIBX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
MIBX.L Omega Ratio Rank: 6868
Omega Ratio Rank
MIBX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
MIBX.L Martin Ratio Rank: 6767
Martin Ratio Rank

JRDZ.L
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.

MIBX.L vs. JRDZ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.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.


MIBX.LJRDZ.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.13

Martin ratioReturn relative to average drawdown

11.33

MIBX.L vs. JRDZ.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MIBX.LJRDZ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

Drawdowns

MIBX.L vs. JRDZ.L - Drawdown Comparison


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Drawdown Indicators


MIBX.LJRDZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-1.24%

Average Drawdown

Average peak-to-trough decline

-39.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

Volatility

MIBX.L vs. JRDZ.L - Volatility Comparison


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Volatility by Period


MIBX.LJRDZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

MIBX.L vs. JRDZ.L - Expense Ratio Comparison

MIBX.L has a 0.35% expense ratio, which is higher than JRDZ.L's 0.25% expense ratio.


Dividends

MIBX.L vs. JRDZ.L - Dividend Comparison

MIBX.L's dividend yield for the trailing twelve months is around 3.27%, while JRDZ.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JRDZ.L
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
3.27%3.68%3.93%3.73%3.88%2.09%1.55%4.02%4.05%2.75%3.56%3.05%

Frequently Asked Questions


On fees, JRDZ.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRDZ.L is cheaper with a 0.25% expense ratio, compared with 0.35% for MIBX.L.

MIBX.L tracks FTSE Italia AllShare TR EUR, while JRDZ.L tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.35% for MIBX.L and 0.25% for JRDZ.L.

Portfolio Optimizer

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