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JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) Sharpe Ratio: 1.87

JREU.DE's Sharpe Ratio of 1.87 indicates that for each unit of volatility, it generates 1.87 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 15, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

JREU.DE Sharpe Ratio Rank

JREU.DE Sharpe Ratio Rank: 42.643
Average

JREU.DE ranks above 42.6% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

JREU.DE Sharpe Ratio Market Positioning

The chart shows JREU.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.20 or lower
  • Yellow zone (middle 50%): 1.20 to 2.63
  • Green zone (top 25%): 2.63 or higher
  • Top 1%: 7.33+
  • Median: 2.02 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)'s Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how JREU.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IBCY.DEiShares Edge MSCI USA Multifactor UCITS ETF2.49
FLXU.DEFranklin U.S. Equity UCITS ETF2.14
H412.DEHSBC USA Sustainable Equity UCITS ETF USD2.02
VNRT.DEVanguard FTSE North America UCITS ETF Distributing1.90
IQQN.DEiShares MSCI North America UCITS ETF1.89
VNRA.DEVanguard FTSE North America UCITS ETF (USD) Accumulating1.89
ETLS.DEL&G US Equity UCITS ETF1.88
JREU.DEJPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)1.87
JRUD.DEJPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)1.87
FUSR.DEFidelity Sustainable Research Enhanced US Equity UCITS ETF Acc1.86

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JREU.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JREU.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore JREU.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

JREU.DE Sortino Ratio