JEST.DE vs. JREE.DE
JEST.DE (JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc) and JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) are both exchange-traded funds - JEST.DE is a Ultrashort Bond fund actively managed by JPMorgan, while JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG). JEST.DE is actively managed, while JREE.DE is passively managed. Over the past 5 years, JEST.DE returned 2.04%/yr vs 10.59%/yr for JREE.DE. At a 0.07 correlation, their price movements are largely independent. JEST.DE charges 0.18%/yr vs 0.25%/yr for JREE.DE.
Performance
JEST.DE vs. JREE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEST.DE achieves a 1.16% return, which is significantly lower than JREE.DE's 11.30% return.
JEST.DE
- 1D
- -0.00%
- 1M
- 0.20%
- 6M
- 1.04%
- YTD
- 1.16%
- 1Y
- 2.14%
- 3Y*
- 3.28%
- 5Y*
- 2.04%
- 10Y*
- —
JREE.DE
- 1D
- 0.20%
- 1M
- 1.92%
- 6M
- 8.18%
- YTD
- 11.30%
- 1Y
- 22.43%
- 3Y*
- 14.17%
- 5Y*
- 10.59%
- 10Y*
- —
JEST.DE vs. JREE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JEST.DE JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc | 1.16% | 2.61% | 3.93% | 3.33% | -0.45% | -0.39% | -0.19% | 0.19% | -0.36% |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 11.30% | 20.14% | 6.61% | 17.07% | -9.47% | 25.67% | -1.97% | 30.89% | -6.92% |
Correlation
The correlation between JEST.DE and JREE.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.07 |
The correlation between JEST.DE and JREE.DE shifts across timeframes, from 0.07 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JEST.DE vs. JREE.DE — Risk / Return Rank
JEST.DE
JREE.DE
JEST.DE vs. JREE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc (JEST.DE) 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.
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.
| JEST.DE | JREE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 1.32 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | 2.24 | +3.41 |
| Martin ratioReturn relative to average drawdown | 29.32 | 8.55 | +20.77 |
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Drawdowns
JEST.DE vs. JREE.DE - Drawdown Comparison
The maximum JEST.DE drawdown since its inception was -2.16%, smaller than the maximum JREE.DE drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for JEST.DE and JREE.DE.
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Drawdown Indicators
| JEST.DE | JREE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -35.61% | +33.45% |
Max Drawdown (1Y)Largest decline over 1 year | -0.37% | -9.97% | +9.60% |
Max Drawdown (3Y)Largest decline over 3 years | -0.37% | -16.63% | +16.26% |
Max Drawdown (5Y)Largest decline over 5 years | -1.32% | -19.01% | +17.69% |
Current DrawdownCurrent decline from peak | -0.04% | -1.59% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -0.42% | -4.53% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 2.62% | -2.55% |
Volatility
JEST.DE vs. JREE.DE - Volatility Comparison
The current volatility for JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc (JEST.DE) is 0.14%, while JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 3.18%. This indicates that JEST.DE experiences smaller price fluctuations and is considered to be less risky than JREE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEST.DE | JREE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.14% | 3.18% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.55% | 11.03% | -10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.61% | 13.13% | -12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.48% | 14.67% | -14.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.70% | 16.64% | -15.94% |
JEST.DE vs. JREE.DE - Expense Ratio Comparison
JEST.DE has a 0.18% expense ratio, which is lower than JREE.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
JEST.DE vs. JREE.DE - Dividend Comparison
Neither JEST.DE nor JREE.DE has paid dividends to shareholders.
Frequently Asked Questions
JEST.DE and JREE.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEST.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEST.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for JREE.DE.
JEST.DE is categorized as Ultrashort Bond, while JREE.DE is Europe Equities. Their fees differ too: 0.18% for JEST.DE and 0.25% for JREE.DE.
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