AW16.DE vs. JREU.DE
AW16.DE (UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds - AW16.DE tracks the MSCI USA Climate Paris Aligned while JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, AW16.DE returned 13.34%/yr vs 14.71%/yr for JREU.DE. With a 0.96 correlation, they move nearly in lockstep. AW16.DE charges 0.09%/yr vs 0.20%/yr for JREU.DE.
Performance
AW16.DE vs. JREU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW16.DE achieves a 11.61% return, which is significantly higher than JREU.DE's 10.64% return.
AW16.DE
- 1D
- -0.06%
- 1M
- 7.15%
- YTD
- 11.61%
- 6M
- 10.64%
- 1Y
- 23.54%
- 3Y*
- 17.62%
- 5Y*
- 13.34%
- 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*
- —
AW16.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW16.DE UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc | 11.61% | 0.95% | 31.99% | 25.24% | -19.63% | 26.52% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 24.03% | -14.67% | 26.91% |
Correlation
The correlation between AW16.DE and JREU.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.96 |
The correlation between AW16.DE and JREU.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
AW16.DE vs. JREU.DE — Risk / Return Rank
AW16.DE
JREU.DE
AW16.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.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.
| AW16.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.60 | -2.52 |
| Martin ratioReturn relative to average drawdown | 2.02 | 13.47 | -11.45 |
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
| AW16.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.15 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.95 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.90 | -0.21 |
Drawdowns
AW16.DE vs. JREU.DE - Drawdown Comparison
The maximum AW16.DE drawdown since its inception was -24.99%, smaller than the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for AW16.DE and JREU.DE.
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Drawdown Indicators
| AW16.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.99% | -34.39% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -21.98% | -6.81% | -15.17% |
Max Drawdown (3Y)Largest decline over 3 years | -24.99% | -23.38% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -23.38% | -1.61% |
Current DrawdownCurrent decline from peak | -4.05% | -0.49% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -4.52% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.75% | 1.82% | +9.93% |
Volatility
AW16.DE vs. JREU.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.DE) has a higher volatility of 3.38% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) at 2.53%. This indicates that AW16.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
| AW16.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.53% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 7.43% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.18% | 11.42% | +13.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 15.28% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 17.23% | +1.59% |
AW16.DE vs. JREU.DE - Expense Ratio Comparison
AW16.DE has a 0.09% expense ratio, which is lower than JREU.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
AW16.DE vs. JREU.DE - Dividend Comparison
Neither AW16.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, AW16.DE and JREU.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, AW16.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW16.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for JREU.DE.
AW16.DE tracks MSCI USA Climate Paris Aligned, while JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.09% for AW16.DE and 0.20% for JREU.DE.
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