GACA.DE vs. JRUD.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, GACA.DE returned 13.63%/yr vs 14.63%/yr for JRUD.DE. With a 0.97 correlation, they move nearly in lockstep. GACA.DE charges 0.14%/yr vs 0.20%/yr for JRUD.DE.
Performance
GACA.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 GACA.DE having a 10.44% return and JRUD.DE slightly higher at 10.50%.
GACA.DE
- 1D
- -0.16%
- 1M
- 5.10%
- YTD
- 10.44%
- 6M
- 10.26%
- 1Y
- 20.78%
- 3Y*
- 17.51%
- 5Y*
- 13.63%
- 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*
- —
GACA.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 10.44% | 3.94% | 29.59% | 21.02% | -14.66% | 38.66% | 7.33% | -0.71% |
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% | 8.45% | -0.59% |
Correlation
The correlation between GACA.DE and JRUD.DE is 0.94, 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 | 0.94 |
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 Dec 23, 2019 | 0.97 |
The correlation between GACA.DE and JRUD.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
GACA.DE vs. JRUD.DE — Risk / Return Rank
GACA.DE
JRUD.DE
GACA.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.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.
| GACA.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.55 | -1.23 |
| Martin ratioReturn relative to average drawdown | 8.09 | 13.27 | -5.18 |
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
| GACA.DE | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.14 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.94 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.83 | +0.01 |
Drawdowns
GACA.DE vs. JRUD.DE - Drawdown Comparison
The maximum GACA.DE drawdown since its inception was -33.50%, roughly equal to the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for GACA.DE and JRUD.DE.
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Drawdown Indicators
| GACA.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -34.16% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -6.86% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -23.42% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -23.42% | -0.26% |
Current DrawdownCurrent decline from peak | -0.33% | -0.48% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -4.95% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.84% | +0.73% |
Volatility
GACA.DE vs. JRUD.DE - Volatility Comparison
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) has a higher volatility of 3.46% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that GACA.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
| GACA.DE | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.56% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 7.41% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.40% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 15.31% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 17.76% | -0.54% |
GACA.DE vs. JRUD.DE - Expense Ratio Comparison
GACA.DE has a 0.14% 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
GACA.DE vs. JRUD.DE - Dividend Comparison
GACA.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 |
|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 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 0.94, GACA.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, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for JRUD.DE.
GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Goldman Sachs and JPMorgan. Their fees differ too: 0.14% for GACA.DE and 0.20% for JRUD.DE.
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