- Issuer
- JPMorgan
- Inception Date
- Mar 29, 2022
- Region
- North America (United States)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
JUHE.DE Performance Chart
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) is up 7.9% since the beginning of the year. JUHE.DE is currently trading at €59 per share.
Loading charts...
Returns By Period
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) has returned 7.89% so far this year and 17.77% over the past 12 months.
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
JUHE.DE Monthly Returns History
Based on dividend-adjusted daily data since Mar 29, 2022, JUHE.DE's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +11.1%, while the worst month was Jun 2022 at -9.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JUHE.DE closed higher 53% of trading days. The best single day was Apr 10, 2025 with a return of +5.1%, while the worst single day was Apr 25, 2022 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.33% | -0.84% | -6.65% | 11.07% | 4.98% | -1.70% | 1.35% | 7.89% | |||||
| 2025 | 2.69% | -3.61% | -6.00% | -0.78% | 6.73% | 4.97% | 2.98% | 0.74% | 2.49% | 2.79% | 0.39% | 0.77% | 14.34% |
| 2024 | 2.46% | 4.11% | 3.37% | -2.91% | 2.32% | 5.81% | 0.04% | 1.13% | 2.52% | -0.30% | 5.14% | -2.36% | 23.03% |
| 2023 | 5.84% | -1.79% | 2.44% | 1.87% | 0.68% | 6.38% | 3.26% | -1.12% | -4.63% | -3.43% | 8.96% | 5.15% | 25.17% |
| 2022 | -2.34% | -6.89% | -2.03% | -8.95% | 8.39% | -2.87% | -8.12% | 5.13% | 1.79% | -3.65% | -19.09% |
Benchmark Metrics
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc has an annualized alpha of 6.17%, beta of 0.37, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since March 29, 2022.
- This ETF participated in 101.27% of S&P 500 Index downside but only 93.17% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.37 may look defensive, but with R2 of 0.15 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.15 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.17%
- Beta
- 0.37
- R²
- 0.15
- Upside Capture
- 93.17%
- Downside Capture
- 101.27%
Expense Ratio
JUHE.DE has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
JUHE.DE ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JUHE.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 3.01 | -0.80 |
| Martin ratioReturn relative to average drawdown | 8.94 | 11.10 | -2.16 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc was 23.01%, occurring on Oct 12, 2022. Recovery took 302 trading sessions.
The current JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc drawdown is 0.72%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-23.01%Oct 2022 | 6mo 16d | 1y 2mo | 1y 8moMar 2022 - Dec 2023 | Bear market2022 |
-19.02%Apr 2025 | 3mo 28d | 2mo 22d | 6mo 20dDec 2024 - Jun 2025 | 2025 selloff2025 |
-8.56%Mar 2026 | 1mo 17d | 17d | 2mo 4dFeb 2026 - Apr 2026 | — |
-7.84%Aug 2024 | 20d | 1mo 15d | 2mo 5dJul 2024 - Sep 2024 | — |
-5.22%Apr 2024 | 1mo 1d | 23d | 1mo 24dMar 2024 - May 2024 | — |
Drawdown Indicators
| JUHE.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -51.17% | +28.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -7.57% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -23.99% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -0.72% | -0.52% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -8.90% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.04% | +0.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with JUHE.DE
Add JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with JUHE.DE