MIBX.L vs. JRDZ.L
MIBX.L (Lyxor FTSE MIB UCITS ETF - Dist) and JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) are both Europe Equities funds - MIBX.L tracks the FTSE Italia AllShare TR EUR while JRDZ.L tracks the MSCI EMU NR EUR. Both are passively managed. MIBX.L charges 0.35%/yr vs 0.25%/yr for JRDZ.L.
Performance
MIBX.L vs. JRDZ.L - Performance Comparison
Loading charts...
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*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MIBX.L vs. JRDZ.L — Risk / Return Rank
MIBX.L
JRDZ.L
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.L | JRDZ.L | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MIBX.L | JRDZ.L | Difference | |
|---|---|---|---|
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
Loading charts...
Drawdown Indicators
| MIBX.L | JRDZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.24% | — | — |
Average DrawdownAverage peak-to-trough decline | -39.97% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | — | — |
Volatility
MIBX.L vs. JRDZ.L - Volatility Comparison
Loading charts...
Volatility by Period
| MIBX.L | JRDZ.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for MIBX.L and JRDZ.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer