GBLBY vs. JREE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Groep Brussel Lambert NV ADR (GBLBY) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE).

JREE.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Europe Research Enhanced Index Equity (ESG). It was launched on Jun 30, 2020.

Performance

GBLBY vs. JREE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Groep Brussel Lambert NV ADR (GBLBY) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE). The values are adjusted to include any dividend payments, if applicable.

GBLBY vs. JREE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GBLBY Groep Brussel Lambert NV ADR	2.33%	40.44%	-17.45%	10.95%	-28.12%	24.30%	-3.57%	7.17%
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)	0.29%	35.63%	0.52%	20.78%	-14.47%	15.78%	7.61%	14.59%

Different Trading Currencies

GBLBY is traded in USD, while JREE.DE is traded in EUR. To make them comparable, the JREE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBLBY achieves a 2.33% return, which is significantly higher than JREE.DE's 0.29% return.

GBLBY

• 1D: 4.20%
• 1M: -9.62%
• YTD: 2.33%
• 6M: 3.85%
• 1Y: 11.27%
• 3Y*: 7.61%
• 5Y*: 1.04%
• 10Y*: —

JREE.DE

• 1D: 2.86%
• 1M: -1.31%
• YTD: 0.29%
• 6M: 5.74%
• 1Y: 21.49%
• 3Y*: 14.39%
• 5Y*: 9.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GBLBY vs. JREE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBLBY

GBLBY Risk / Return Rank: 55
GBLBY Sharpe Ratio Rank: 46
GBLBY Sortino Ratio Rank: 48
GBLBY Omega Ratio Rank: 61
GBLBY Calmar Ratio Rank: 64
GBLBY Martin Ratio Rank: 58

JREE.DE

JREE.DE Risk / Return Rank: 45
JREE.DE Sharpe Ratio Rank: 45
JREE.DE Sortino Ratio Rank: 39
JREE.DE Omega Ratio Rank: 45
JREE.DE Calmar Ratio Rank: 48
JREE.DE Martin Ratio Rank: 49

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBLBY vs. JREE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Groep Brussel Lambert NV ADR (GBLBY) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.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.

	GBLBY	JREE.DE	Difference
Sharpe ratio Return per unit of total volatility	0.16	1.23	-1.07
Sortino ratio Return per unit of downside risk	0.75	1.69	-0.93
Omega ratio Gain probability vs. loss probability	1.17	1.25	-0.08
Calmar ratio Return relative to maximum drawdown	1.18	1.82	-0.64
Martin ratio Return relative to average drawdown	1.84	6.72	-4.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GBLBY vs. JREE.DE - Sharpe Ratio Comparison

The current GBLBY Sharpe Ratio is 0.16, which is lower than the JREE.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of GBLBY and JREE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GBLBY	JREE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	1.23	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.53	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.54	-0.52

Correlation

The correlation between GBLBY and JREE.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GBLBY vs. JREE.DE - Dividend Comparison

GBLBY's dividend yield for the trailing twelve months is around 6.11%, while JREE.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
GBLBY Groep Brussel Lambert NV ADR	6.11%	6.25%	4.36%	3.55%	3.62%	2.63%	2.16%
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GBLBY vs. JREE.DE - Drawdown Comparison

The maximum GBLBY drawdown since its inception was -70.16%, which is greater than JREE.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for GBLBY and JREE.DE.

Drawdown Indicators

	GBLBY	JREE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-70.16%	-35.62%	-34.54%
Max Drawdown (1Y) Largest decline over 1 year	-24.76%	-12.46%	-12.30%
Max Drawdown (5Y) Largest decline over 5 years	-48.82%	-19.02%	-29.80%
Current Drawdown Current decline from peak	-20.94%	-5.70%	-15.24%
Average Drawdown Average peak-to-trough decline	-26.28%	-4.63%	-21.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.93%	2.76%	+13.17%

Volatility

GBLBY vs. JREE.DE - Volatility Comparison

Groep Brussel Lambert NV ADR (GBLBY) has a higher volatility of 11.92% compared to JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) at 6.33%. This indicates that GBLBY's price experiences larger fluctuations and is considered to be riskier than JREE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GBLBY	JREE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.92%	6.33%	+5.59%
Volatility (6M) Calculated over the trailing 6-month period	19.75%	10.61%	+9.14%
Volatility (1Y) Calculated over the trailing 1-year period	71.71%	17.47%	+54.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	76.82%	17.65%	+59.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	113.61%	18.93%	+94.68%