2B7K.DE vs. JRUD.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 14.63%/yr for JRUD.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
2B7K.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with 2B7K.DE having a 10.83% return and JRUD.DE slightly lower at 10.50%.
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
JRUD.DE
- 1D
- -0.13%
- 1M
- 4.62%
- YTD
- 10.50%
- 6M
- 10.77%
- 1Y
- 24.44%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
2B7K.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | -0.62% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 32.10% | 23.94% | -14.78% | 42.20% | 8.45% | -0.59% |
Correlation
The correlation between 2B7K.DE and JRUD.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.92 |
The correlation between 2B7K.DE and JRUD.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
2B7K.DE vs. JRUD.DE — Risk / Return Rank
2B7K.DE
JRUD.DE
2B7K.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.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.
| 2B7K.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.55 | -1.18 |
| Martin ratioReturn relative to average drawdown | 8.64 | 13.27 | -4.63 |
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
| 2B7K.DE | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.14 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.94 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.83 | -0.04 |
Drawdowns
2B7K.DE vs. JRUD.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and JRUD.DE.
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Drawdown Indicators
| 2B7K.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -34.16% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -6.86% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -23.42% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -23.42% | +2.13% |
Current DrawdownCurrent decline from peak | 0.00% | -0.48% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.95% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.84% | +0.31% |
Volatility
2B7K.DE vs. JRUD.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than JRUD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7K.DE | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.56% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 7.41% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 11.40% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 15.31% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 17.76% | -1.58% |
2B7K.DE vs. JRUD.DE - Expense Ratio Comparison
Both 2B7K.DE and JRUD.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
2B7K.DE vs. JRUD.DE - Dividend Comparison
2B7K.DE has not paid dividends to shareholders, while JRUD.DE's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.58% | 0.57% | 0.44% | 0.78% | 0.88% | 0.65% |
Frequently Asked Questions
2B7K.DE and JRUD.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE and JRUD.DE have the same expense ratio: 0.20% per year.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: iShares and JPMorgan.
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