6PSE.DE vs. JRUD.DE
6PSE.DE (Invesco MSCI USA UCITS ETF Dist) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - 6PSE.DE tracks the MSCI USA while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 3 years, 6PSE.DE returned 19.18%/yr vs 18.26%/yr for JRUD.DE. With a 0.99 correlation, they move nearly in lockstep. 6PSE.DE charges 0.05%/yr vs 0.20%/yr for JRUD.DE.
Performance
6PSE.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSE.DE achieves a 11.33% return, which is significantly higher than JRUD.DE's 10.50% return.
6PSE.DE
- 1D
- -0.18%
- 1M
- 4.51%
- YTD
- 11.33%
- 6M
- 10.72%
- 1Y
- 25.24%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
6PSE.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -6.58% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 32.10% | 23.94% | -6.04% |
Correlation
The correlation between 6PSE.DE and JRUD.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.99 |
The correlation between 6PSE.DE and JRUD.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
6PSE.DE vs. JRUD.DE — Risk / Return Rank
6PSE.DE
JRUD.DE
6PSE.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.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.
| 6PSE.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.55 | -0.11 |
| Martin ratioReturn relative to average drawdown | 11.99 | 13.27 | -1.28 |
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
| 6PSE.DE | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.14 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.83 | +0.10 |
Drawdowns
6PSE.DE vs. JRUD.DE - Drawdown Comparison
The maximum 6PSE.DE drawdown since its inception was -23.70%, smaller than the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and JRUD.DE.
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Drawdown Indicators
| 6PSE.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -34.16% | +10.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -6.86% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -23.42% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.42% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.48% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.95% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.84% | +0.26% |
Volatility
6PSE.DE vs. JRUD.DE - Volatility Comparison
Invesco MSCI USA UCITS ETF Dist (6PSE.DE) has a higher volatility of 2.73% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that 6PSE.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
| 6PSE.DE | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.56% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 7.41% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 11.40% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 15.31% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 17.76% | -2.35% |
6PSE.DE vs. JRUD.DE - Expense Ratio Comparison
6PSE.DE has a 0.05% expense ratio, which is lower than JRUD.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
6PSE.DE vs. JRUD.DE - Dividend Comparison
6PSE.DE's dividend yield for the trailing twelve months is around 1.05%, more than JRUD.DE's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% | 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
With a correlation of 0.99, 6PSE.DE and JRUD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for JRUD.DE.
6PSE.DE tracks MSCI USA, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.05% for 6PSE.DE and 0.20% for JRUD.DE.
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