J13U.L vs. JREG.L
J13U.L (JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc)) and JREG.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)) are both exchange-traded funds - J13U.L is a Government Bonds fund tracking the J.P. Morgan Government Bond US 1-3 Index, while JREG.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, J13U.L returned 2.87%/yr vs 13.31%/yr for JREG.L. At a correlation of -0.02, they often move in opposite directions. J13U.L charges 0.07%/yr vs 0.25%/yr for JREG.L.
Performance
J13U.L vs. JREG.L - Performance Comparison
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Different Trading Currencies
J13U.L is traded in GBP, while JREG.L is traded in USD. To make them comparable, the JREG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, J13U.L achieves a 0.63% return, which is significantly lower than JREG.L's 9.88% return.
J13U.L
- 1D
- 0.08%
- 1M
- 1.09%
- YTD
- 0.63%
- 6M
- 0.21%
- 1Y
- 4.33%
- 3Y*
- 1.44%
- 5Y*
- 2.87%
- 10Y*
- —
JREG.L
- 1D
- 0.14%
- 1M
- 4.54%
- YTD
- 9.88%
- 6M
- 9.92%
- 1Y
- 26.47%
- 3Y*
- 17.17%
- 5Y*
- 13.31%
- 10Y*
- —
J13U.L vs. JREG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
J13U.L JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) | 0.63% | -1.99% | 5.72% | -1.65% | 7.69% | 0.64% | -0.32% | 0.42% | 4.58% |
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 9.88% | 11.22% | 20.75% | 19.41% | -7.92% | 25.50% | 13.77% | 23.08% | -6.00% |
Correlation
The correlation between J13U.L and JREG.L is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | -0.02 |
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Return for Risk
J13U.L vs. JREG.L — Risk / Return Rank
J13U.L
JREG.L
J13U.L vs. JREG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L). 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.
| J13U.L | JREG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 4.05 | -3.09 |
| Martin ratioReturn relative to average drawdown | 2.40 | 15.89 | -13.49 |
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
| J13U.L | JREG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.28 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.92 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.86 | -0.60 |
Drawdowns
J13U.L vs. JREG.L - Drawdown Comparison
The maximum J13U.L drawdown since its inception was -18.81%, smaller than the maximum JREG.L drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for J13U.L and JREG.L.
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Drawdown Indicators
| J13U.L | JREG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.81% | -25.88% | +7.07% |
Max Drawdown (1Y)Largest decline over 1 year | -4.52% | -6.51% | +1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -8.92% | -18.75% | +9.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.30% | -18.75% | +2.45% |
Current DrawdownCurrent decline from peak | -7.77% | -0.18% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -3.17% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.66% | +0.14% |
Volatility
J13U.L vs. JREG.L - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) (J13U.L) is 1.72%, while JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L) has a volatility of 3.26%. This indicates that J13U.L experiences smaller price fluctuations and is considered to be less risky than JREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J13U.L | JREG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 3.26% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 4.51% | 8.75% | -4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.15% | 11.57% | -5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.06% | 14.39% | -6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 16.18% | -7.61% |
J13U.L vs. JREG.L - Expense Ratio Comparison
J13U.L has a 0.07% expense ratio, which is lower than JREG.L'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
J13U.L vs. JREG.L - Dividend Comparison
Neither J13U.L nor JREG.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
J13U.L JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.18% |
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
J13U.L and JREG.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, J13U.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
J13U.L is cheaper with a 0.07% expense ratio, compared with 0.25% for JREG.L.
J13U.L is categorized as Government Bonds, while JREG.L is Global Equities. J13U.L tracks J.P. Morgan Government Bond US 1-3 Index, while JREG.L tracks MSCI ACWI NR USD. Their fees differ too: 0.07% for J13U.L and 0.25% for JREG.L.
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