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XIEE.DE vs. JRZE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIEE.DE vs. JRZE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XIEE.DE is traded in EUR, while JRZE.L is traded in GBp. To make them comparable, the JRZE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XIEE.DE achieves a 7.68% return, which is significantly lower than JRZE.L's 9.07% return.


XIEE.DE

1D
0.61%
1M
1.14%
YTD
7.68%
6M
9.97%
1Y
15.94%
3Y*
13.74%
5Y*
9.99%
10Y*
9.16%

JRZE.L

1D
0.33%
1M
4.50%
YTD
9.07%
6M
10.62%
1Y
18.19%
3Y*
15.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIEE.DE vs. JRZE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
7.68%20.34%8.08%15.72%-1.47%
JRZE.L
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
9.09%23.16%8.33%20.32%0.64%

Correlation

The correlation between XIEE.DE and JRZE.L is 0.88, 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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

0.90

The correlation between XIEE.DE and JRZE.L has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

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Return for Risk

XIEE.DE vs. JRZE.L — Risk / Return Rank

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

XIEE.DE
XIEE.DE Risk / Return Rank: 3737
Overall Rank
XIEE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

JRZE.L
JRZE.L Risk / Return Rank: 4242
Overall Rank
JRZE.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JRZE.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
JRZE.L Omega Ratio Rank: 4343
Omega Ratio Rank
JRZE.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
JRZE.L Martin Ratio Rank: 4343
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.

XIEE.DE vs. JRZE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.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.


XIEE.DEJRZE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.67

1.76

-0.09

Martin ratioReturn relative to average drawdown

6.35

6.28

+0.07

XIEE.DE vs. JRZE.L - Sharpe Ratio Comparison

The current XIEE.DE Sharpe Ratio is 1.26, which is comparable to the JRZE.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XIEE.DE and JRZE.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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Sharpe Ratios by Period


XIEE.DEJRZE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.24

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.77

-0.25

Drawdowns

XIEE.DE vs. JRZE.L - Drawdown Comparison

The maximum XIEE.DE drawdown since its inception was -35.51%, which is greater than JRZE.L's maximum drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and JRZE.L.


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Drawdown Indicators


XIEE.DEJRZE.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-17.61%

-17.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-10.27%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

-17.61%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-1.61%

-0.19%

-1.42%

Average Drawdown

Average peak-to-trough decline

-5.02%

-5.11%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.89%

-0.36%

Volatility

XIEE.DE vs. JRZE.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 4.32%, while JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) has a volatility of 4.65%. This indicates that XIEE.DE experiences smaller price fluctuations and is considered to be less risky than JRZE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIEE.DEJRZE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.65%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

11.69%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

14.62%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

19.26%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

19.26%

-3.72%

XIEE.DE vs. JRZE.L - Expense Ratio Comparison

XIEE.DE has a 0.12% expense ratio, which is lower than JRZE.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XIEE.DE vs. JRZE.L - Dividend Comparison

XIEE.DE's dividend yield for the trailing twelve months is around 2.43%, while JRZE.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
JRZE.L
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.43%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%

Frequently Asked Questions


XIEE.DE and JRZE.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for JRZE.L.

XIEE.DE tracks MSCI Europe, while JRZE.L tracks MSCI EMU NR EUR. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.12% for XIEE.DE and 0.25% for JRZE.L.

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