36B6.DE vs. JUHE.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) are both Large Cap Blend Equities funds. 36B6.DE is passively managed, while JUHE.DE is actively managed. Over the past 3 years, 36B6.DE returned 14.51%/yr vs 17.13%/yr for JUHE.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
36B6.DE vs. JUHE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B6.DE achieves a 16.51% return, which is significantly higher than JUHE.DE's 7.89% return.
36B6.DE
- 1D
- -0.75%
- 1M
- -0.02%
- 6M
- 14.60%
- YTD
- 16.51%
- 1Y
- 22.84%
- 3Y*
- 14.51%
- 5Y*
- 11.41%
- 10Y*
- —
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
36B6.DE vs. JUHE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 16.51% | -0.74% | 20.36% | 20.16% | -10.84% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 23.03% | 25.17% | -19.09% |
Correlation
The correlation between 36B6.DE and JUHE.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.76 |
The correlation between 36B6.DE and JUHE.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
36B6.DE vs. JUHE.DE — Risk / Return Rank
36B6.DE
JUHE.DE
36B6.DE vs. JUHE.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 JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
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.
| 36B6.DE | JUHE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.20 | +0.97 |
| Martin ratioReturn relative to average drawdown | 10.39 | 8.94 | +1.45 |
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Drawdowns
36B6.DE vs. JUHE.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.22%, which is greater than JUHE.DE's maximum drawdown of -23.01%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and JUHE.DE.
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Drawdown Indicators
| 36B6.DE | JUHE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -23.01% | -11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -8.56% | +1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.76% | -19.02% | -4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | — | — |
Current DrawdownCurrent decline from peak | -2.79% | -0.72% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -5.99% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.11% | +0.08% |
Volatility
36B6.DE vs. JUHE.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 4.18% compared to JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) at 2.70%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than JUHE.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 | JUHE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 2.70% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 9.11% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 11.95% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 16.09% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 16.09% | +1.40% |
36B6.DE vs. JUHE.DE - Expense Ratio Comparison
Both 36B6.DE and JUHE.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. JUHE.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.90%, while JUHE.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 | 0.90% | 0.97% | 1.09% | 1.28% | 1.41% | 0.91% | 1.04% | 1.23% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B6.DE and JUHE.DE have a correlation of 0.72, 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 JUHE.DE have the same expense ratio: 0.20% per year.
They also come from different issuers: iShares and JPMorgan.
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