36B6.DE vs. JREU.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds - 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, 36B6.DE returned 12.25%/yr vs 14.71%/yr for JREU.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
36B6.DE vs. JREU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B6.DE achieves a 14.86% return, which is significantly higher than JREU.DE's 10.64% return.
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
JREU.DE
- 1D
- -0.14%
- 1M
- 3.76%
- YTD
- 10.64%
- 6M
- 10.24%
- 1Y
- 24.47%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
36B6.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 24.03% | -14.67% | 42.44% | 8.56% | 19.99% |
Correlation
The correlation between 36B6.DE and JREU.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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.94 |
The correlation between 36B6.DE and JREU.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. JREU.DE — Risk / Return Rank
36B6.DE
JREU.DE
36B6.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.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.
| 36B6.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.60 | -0.50 |
| Martin ratioReturn relative to average drawdown | 10.29 | 13.47 | -3.18 |
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
| 36B6.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.15 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.95 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.90 | -0.05 |
Drawdowns
36B6.DE vs. JREU.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, roughly equal to the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and JREU.DE.
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Drawdown Indicators
| 36B6.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -34.39% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -6.81% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | -23.38% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -23.38% | -0.37% |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.52% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.82% | +0.35% |
Volatility
36B6.DE vs. JREU.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.79% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) at 2.53%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than JREU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B6.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.53% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 7.43% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 11.42% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.28% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.23% | +0.31% |
36B6.DE vs. JREU.DE - Expense Ratio Comparison
Both 36B6.DE and JREU.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
36B6.DE vs. JREU.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, while JREU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
JREU.DE JPMorgan US 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% |
Frequently Asked Questions
36B6.DE and JREU.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.
36B6.DE and JREU.DE have the same expense ratio: 0.20% per year.
36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: iShares and JPMorgan.
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