DELG.DE vs. JRUD.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - DELG.DE tracks the Foxberry Sustainability Consensus US while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, DELG.DE returned 14.64%/yr vs 14.63%/yr for JRUD.DE. Their correlation of 0.94 suggests significant overlap in exposure. DELG.DE charges 0.12%/yr vs 0.20%/yr for JRUD.DE.
Performance
DELG.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DELG.DE having a 10.45% return and JRUD.DE slightly higher at 10.50%.
DELG.DE
- 1D
- -0.17%
- 1M
- 4.64%
- YTD
- 10.45%
- 6M
- 9.86%
- 1Y
- 25.64%
- 3Y*
- 19.55%
- 5Y*
- 14.64%
- 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*
- —
DELG.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 10.45% | 6.14% | 33.62% | 26.50% | -19.07% | 38.54% | 10.87% |
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% | 6.50% |
Correlation
The correlation between DELG.DE and JRUD.DE is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2020 | 0.94 |
The correlation between DELG.DE and JRUD.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
DELG.DE vs. JRUD.DE — Risk / Return Rank
DELG.DE
JRUD.DE
DELG.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.
| DELG.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 3.55 | -0.73 |
| Martin ratioReturn relative to average drawdown | 10.31 | 13.27 | -2.96 |
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
| DELG.DE | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.14 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.94 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.83 | -0.02 |
Drawdowns
DELG.DE vs. JRUD.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -31.08%, smaller than the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for DELG.DE and JRUD.DE.
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Drawdown Indicators
| DELG.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.08% | -34.16% | +3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -6.86% | -2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -23.42% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -23.42% | -0.96% |
Current DrawdownCurrent decline from peak | -0.57% | -0.48% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -4.95% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.84% | +0.67% |
Volatility
DELG.DE vs. JRUD.DE - Volatility Comparison
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a higher volatility of 3.31% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that DELG.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
| DELG.DE | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 2.56% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 7.41% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 11.40% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.31% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 17.76% | +1.06% |
DELG.DE vs. JRUD.DE - Expense Ratio Comparison
DELG.DE has a 0.12% 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
DELG.DE vs. JRUD.DE - Dividend Comparison
DELG.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 |
|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 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
With a correlation of 0.98, DELG.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, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for JRUD.DE.
DELG.DE tracks Foxberry Sustainability Consensus US, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Legal & General and JPMorgan. Their fees differ too: 0.12% for DELG.DE and 0.20% for JRUD.DE.
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