JA13.DE vs. JREG.DE
JA13.DE (JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF) and JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JA13.DE is a Government Bonds fund tracking the J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity, while JREG.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, JA13.DE returned 2.47%/yr vs 12.60%/yr for JREG.DE. At a 0.05 correlation, their price movements are largely independent. JA13.DE charges 0.07%/yr vs 0.25%/yr for JREG.DE.
Performance
JA13.DE vs. JREG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JA13.DE achieves a 3.36% return, which is significantly lower than JREG.DE's 12.89% return.
JA13.DE
- 1D
- -0.25%
- 1M
- 1.31%
- 6M
- 2.39%
- YTD
- 3.36%
- 1Y
- 4.50%
- 3Y*
- 3.52%
- 5Y*
- 2.47%
- 10Y*
- —
JREG.DE
- 1D
- 0.15%
- 1M
- 1.88%
- 6M
- 11.57%
- YTD
- 12.89%
- 1Y
- 23.27%
- 3Y*
- 17.75%
- 5Y*
- 12.60%
- 10Y*
- —
JA13.DE vs. JREG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JA13.DE JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | 3.36% | -6.52% | 9.95% | 0.52% | 2.13% | 7.66% | -5.96% | 6.16% | 1.44% |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 12.89% | 6.81% | 25.55% | 21.35% | -13.19% | 35.17% | 6.53% | 32.02% | -20.80% |
Correlation
The correlation between JA13.DE and JREG.DE is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.05 |
The correlation between JA13.DE and JREG.DE shifts across timeframes, from 0.02 (5 years) to 0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JA13.DE vs. JREG.DE — Risk / Return Rank
JA13.DE
JREG.DE
JA13.DE vs. JREG.DE - 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 (JA13.DE) and JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JA13.DE | JREG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 3.81 | -2.32 |
| Martin ratioReturn relative to average drawdown | 3.66 | 15.71 | -12.05 |
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Drawdowns
JA13.DE vs. JREG.DE - Drawdown Comparison
The maximum JA13.DE drawdown since its inception was -15.21%, smaller than the maximum JREG.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for JA13.DE and JREG.DE.
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Drawdown Indicators
| JA13.DE | JREG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.21% | -33.57% | +18.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.53% | -6.09% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -10.93% | -21.42% | +10.49% |
Max Drawdown (5Y)Largest decline over 5 years | -12.52% | -21.42% | +8.90% |
Current DrawdownCurrent decline from peak | -5.49% | -0.03% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -5.14% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.48% | -0.05% |
Volatility
JA13.DE vs. JREG.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) is 1.43%, while JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) has a volatility of 2.35%. This indicates that JA13.DE experiences smaller price fluctuations and is considered to be less risky than JREG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JA13.DE | JREG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 2.35% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 7.83% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.53% | 11.25% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 14.08% | -6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.59% | 16.50% | -7.91% |
JA13.DE vs. JREG.DE - Expense Ratio Comparison
JA13.DE has a 0.07% expense ratio, which is lower than JREG.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
JA13.DE vs. JREG.DE - Dividend Comparison
Neither JA13.DE nor JREG.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JA13.DE JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) 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
JA13.DE and JREG.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JA13.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JA13.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for JREG.DE.
JA13.DE is categorized as Government Bonds, while JREG.DE is Global Equities. JA13.DE tracks J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity, while JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG). Their fees differ too: 0.07% for JA13.DE and 0.25% for JREG.DE.
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