F500.DE vs. JREU.DE
Compare and contrast key facts about Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE).
F500.DE and JREU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. F500.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 ESG+. It was launched on Oct 18, 2023. JREU.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Research Enhanced Index Equity (ESG). It was launched on Oct 10, 2018. Both F500.DE and JREU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
F500.DE vs. JREU.DE - Performance Comparison
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F500.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | -3.17% | 5.41% | 31.71% | 24.10% | -14.24% | 43.57% | 6.01% | 34.18% | -8.88% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | -2.94% | 3.77% | 32.09% | 24.03% | -14.67% | 42.44% | 8.56% | 34.56% | -8.94% |
Returns By Period
In the year-to-date period, F500.DE achieves a -3.17% return, which is significantly lower than JREU.DE's -2.94% return.
F500.DE
- 1D
- 1.90%
- 1M
- -3.68%
- YTD
- -3.17%
- 6M
- 1.50%
- 1Y
- 11.72%
- 3Y*
- 16.28%
- 5Y*
- 12.94%
- 10Y*
- —
JREU.DE
- 1D
- 1.68%
- 1M
- -3.23%
- YTD
- -2.94%
- 6M
- 0.49%
- 1Y
- 9.98%
- 3Y*
- 16.05%
- 5Y*
- 12.22%
- 10Y*
- —
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F500.DE vs. JREU.DE - Expense Ratio Comparison
F500.DE has a 0.12% 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%.
Return for Risk
F500.DE vs. JREU.DE — Risk / Return Rank
F500.DE
JREU.DE
F500.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.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.
| F500.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.58 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.88 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.14 | +0.22 |
Martin ratioReturn relative to average drawdown | 5.24 | 4.40 | +0.83 |
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
| F500.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.58 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.79 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.80 | -0.03 |
Correlation
The correlation between F500.DE and JREU.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
F500.DE vs. JREU.DE - Dividend Comparison
Neither F500.DE nor JREU.DE has paid dividends to shareholders.
Drawdowns
F500.DE vs. JREU.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for F500.DE and JREU.DE.
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Drawdown Indicators
| F500.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -34.39% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -13.63% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -23.38% | -0.11% |
Current DrawdownCurrent decline from peak | -5.24% | -4.82% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.61% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.23% | +0.03% |
Volatility
F500.DE vs. JREU.DE - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) have volatilities of 3.89% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F500.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 3.74% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 8.39% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 17.24% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 15.32% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 17.37% | -0.26% |