F50A.DE vs. JRGD.DE
F50A.DE (Amundi Prime Global UCITS ETF Accumulating) and JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Global Equities funds - F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index while JRGD.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 3 years, F50A.DE returned 17.70%/yr vs 16.83%/yr for JRGD.DE. With a 0.95 correlation, they move nearly in lockstep. F50A.DE charges 0.05%/yr vs 0.25%/yr for JRGD.DE.
Performance
F50A.DE vs. JRGD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with F50A.DE having a 10.81% return and JRGD.DE slightly lower at 10.32%.
F50A.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.81%
- 6M
- 10.16%
- 1Y
- 23.82%
- 3Y*
- 17.70%
- 5Y*
- 12.94%
- 10Y*
- —
JRGD.DE
- 1D
- 0.00%
- 1M
- 4.30%
- YTD
- 10.32%
- 6M
- 10.92%
- 1Y
- 22.73%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
F50A.DE vs. JRGD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 10.81% | 8.58% | 25.85% | 19.91% | -13.61% | 9.31% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.32% | 6.67% | 25.38% | 21.25% | -13.07% | 10.88% |
Correlation
The correlation between F50A.DE and JRGD.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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2021 | 0.95 |
The correlation between F50A.DE and JRGD.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
F50A.DE vs. JRGD.DE — Risk / Return Rank
F50A.DE
JRGD.DE
F50A.DE vs. JRGD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.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.
| F50A.DE | JRGD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.73 | -0.07 |
| Martin ratioReturn relative to average drawdown | 14.61 | 15.47 | -0.86 |
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
| F50A.DE | JRGD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.07 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.85 | -0.13 |
Drawdowns
F50A.DE vs. JRGD.DE - Drawdown Comparison
The maximum F50A.DE drawdown since its inception was -32.88%, which is greater than JRGD.DE's maximum drawdown of -21.56%. Use the drawdown chart below to compare losses from any high point for F50A.DE and JRGD.DE.
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Drawdown Indicators
| F50A.DE | JRGD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.88% | -21.56% | -11.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -6.06% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -21.49% | -21.56% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.35% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.26% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.47% | +0.19% |
Volatility
F50A.DE vs. JRGD.DE - Volatility Comparison
Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a higher volatility of 2.63% compared to JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) at 2.43%. This indicates that F50A.DE's price experiences larger fluctuations and is considered to be riskier than JRGD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F50A.DE | JRGD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.43% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 7.47% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 10.91% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.33% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 14.33% | +3.37% |
F50A.DE vs. JRGD.DE - Expense Ratio Comparison
F50A.DE has a 0.05% expense ratio, which is lower than JRGD.DE's 0.25% 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
F50A.DE vs. JRGD.DE - Dividend Comparison
F50A.DE has not paid dividends to shareholders, while JRGD.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.89% | 0.89% | 0.91% | 0.85% | 1.44% |
Frequently Asked Questions
With a correlation of 0.98, F50A.DE and JRGD.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, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for JRGD.DE.
F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index, while JRGD.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG). They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.05% for F50A.DE and 0.25% for JRGD.DE.
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