SPYV.DE vs. JREM.DE
SPYV.DE (SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Emerging Markets Equities funds - SPYV.DE tracks the S&P Emerging Markets High Yield Dividend Aristocrats while JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, SPYV.DE returned 6.00%/yr vs 8.30%/yr for JREM.DE. A 0.80 correlation means they provide meaningful diversification when combined. SPYV.DE charges 0.55%/yr vs 0.30%/yr for JREM.DE.
Performance
SPYV.DE vs. JREM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYV.DE achieves a 5.71% return, which is significantly lower than JREM.DE's 30.82% return.
SPYV.DE
- 1D
- -0.23%
- 1M
- -1.55%
- YTD
- 5.71%
- 6M
- 4.21%
- 1Y
- 10.75%
- 3Y*
- 9.94%
- 5Y*
- 6.00%
- 10Y*
- 6.23%
JREM.DE
- 1D
- -1.57%
- 1M
- 6.61%
- YTD
- 30.82%
- 6M
- 32.74%
- 1Y
- 54.32%
- 3Y*
- 21.35%
- 5Y*
- 8.30%
- 10Y*
- —
SPYV.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPYV.DE SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) | 5.71% | 6.33% | 21.05% | 1.39% | -2.70% | 6.51% | -11.03% | 15.10% | -2.14% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.82% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 24.14% | -2.66% |
Correlation
The correlation between SPYV.DE and JREM.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.80 |
The correlation between SPYV.DE and JREM.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
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Return for Risk
SPYV.DE vs. JREM.DE — Risk / Return Rank
SPYV.DE
JREM.DE
SPYV.DE vs. JREM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE). 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.
| SPYV.DE | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.54 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 5.31 | -3.99 |
| Martin ratioReturn relative to average drawdown | 3.29 | 19.31 | -16.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYV.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 2.99 | -2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.48 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.56 | -0.38 |
Drawdowns
SPYV.DE vs. JREM.DE - Drawdown Comparison
The maximum SPYV.DE drawdown since its inception was -43.79%, which is greater than JREM.DE's maximum drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for SPYV.DE and JREM.DE.
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Drawdown Indicators
| SPYV.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.79% | -30.28% | -13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -10.19% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -19.29% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -25.75% | +8.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.19% | — | — |
Current DrawdownCurrent decline from peak | -5.09% | -2.47% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -10.68% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.81% | +0.45% |
Volatility
SPYV.DE vs. JREM.DE - Volatility Comparison
The current volatility for SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) is 3.51%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a volatility of 7.19%. This indicates that SPYV.DE experiences smaller price fluctuations and is considered to be less risky than JREM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYV.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 7.19% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 15.32% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 18.09% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 16.94% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 18.97% | -1.61% |
SPYV.DE vs. JREM.DE - Expense Ratio Comparison
SPYV.DE has a 0.55% expense ratio, which is higher than JREM.DE's 0.30% expense ratio.
Dividends
SPYV.DE vs. JREM.DE - Dividend Comparison
SPYV.DE's dividend yield for the trailing twelve months is around 3.83%, while JREM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYV.DE SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) | 3.83% | 3.96% | 4.01% | 4.96% | 4.71% | 3.21% | 3.29% | 3.59% | 3.58% | 2.96% | 4.34% | 5.98% |
Frequently Asked Questions
SPYV.DE and JREM.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREM.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for SPYV.DE.
SPYV.DE tracks S&P Emerging Markets High Yield Dividend Aristocrats, while JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.55% for SPYV.DE and 0.30% for JREM.DE.
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