JE13.DE vs. JREG.DE
JE13.DE (JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)) and JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JE13.DE is a European Government Bonds fund tracking the JP Morgan EMU Government Bond 1-3, 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, JE13.DE returned 0.62%/yr vs 13.13%/yr for JREG.DE. At a 0.07 correlation, their price movements are largely independent. JE13.DE charges 0.10%/yr vs 0.25%/yr for JREG.DE.
Performance
JE13.DE vs. JREG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JE13.DE achieves a 0.06% return, which is significantly lower than JREG.DE's 10.36% return.
JE13.DE
- 1D
- 0.05%
- 1M
- 0.04%
- YTD
- 0.06%
- 6M
- 0.18%
- 1Y
- 0.97%
- 3Y*
- 2.63%
- 5Y*
- 0.62%
- 10Y*
- —
JREG.DE
- 1D
- -0.04%
- 1M
- 3.12%
- YTD
- 10.36%
- 6M
- 10.55%
- 1Y
- 22.80%
- 3Y*
- 16.95%
- 5Y*
- 13.13%
- 10Y*
- —
JE13.DE vs. JREG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JE13.DE JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) | 0.06% | 2.30% | 2.97% | 3.44% | -4.96% | -0.81% | -0.05% | 0.23% | 0.69% |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.36% | 6.82% | 25.54% | 21.37% | -13.19% | 35.15% | 6.53% | 32.00% | -8.18% |
Correlation
The correlation between JE13.DE and JREG.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.07 |
Over the past year, JE13.DE and JREG.DE have become more correlated (0.28) than their long-term average of 0.07, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JE13.DE vs. JREG.DE — Risk / Return Rank
JE13.DE
JREG.DE
JE13.DE vs. JREG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.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.
| JE13.DE | JREG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 3.74 | -3.11 |
| Martin ratioReturn relative to average drawdown | 2.01 | 15.51 | -13.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JE13.DE | JREG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 2.07 | -1.46 |
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 | 0.23 | 0.87 | -0.65 |
Drawdowns
JE13.DE vs. JREG.DE - Drawdown Comparison
The maximum JE13.DE drawdown since its inception was -6.90%, smaller than the maximum JREG.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for JE13.DE and JREG.DE.
Loading charts...
Drawdown Indicators
| JE13.DE | JREG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.90% | -33.56% | +26.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -6.09% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -1.28% | -21.42% | +20.14% |
Max Drawdown (5Y)Largest decline over 5 years | -6.01% | -21.42% | +15.41% |
Current DrawdownCurrent decline from peak | -0.54% | -0.42% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -1.76% | -4.26% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 1.47% | -1.07% |
Volatility
JE13.DE vs. JREG.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) is 0.46%, while JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) has a volatility of 2.46%. This indicates that JE13.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.
Loading charts...
Volatility by Period
| JE13.DE | JREG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 2.46% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 7.56% | -6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.32% | 11.01% | -9.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.71% | 14.04% | -12.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.52% | 15.96% | -14.44% |
JE13.DE vs. JREG.DE - Expense Ratio Comparison
JE13.DE has a 0.10% 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
JE13.DE vs. JREG.DE - Dividend Comparison
Neither JE13.DE nor JREG.DE has paid dividends to shareholders.
Frequently Asked Questions
JE13.DE and JREG.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JE13.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JE13.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for JREG.DE.
JE13.DE is categorized as European Government Bonds, while JREG.DE is Global Equities. JE13.DE tracks JP Morgan EMU Government Bond 1-3, while JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG). Their fees differ too: 0.10% for JE13.DE and 0.25% for JREG.DE.
Find the right allocation for JE13.DE and JREG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer