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JEST.DE vs. JREE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEST.DE vs. JREE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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

JEST.DE vs. JREE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

JEST.DE
JEST.DE Risk / Return Rank: 9696
Overall Rank
JEST.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JEST.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JEST.DE Omega Ratio Rank: 9797
Omega Ratio Rank
JEST.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
JEST.DE Martin Ratio Rank: 9696
Martin Ratio Rank

JREE.DE
JREE.DE Risk / Return Rank: 6262
Overall Rank
JREE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JREE.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
JREE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
JREE.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
JREE.DE Martin Ratio Rank: 6060
Martin Ratio Rank
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.

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.DEJREE.DEDifference
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

JEST.DE vs. JREE.DE - Sharpe Ratio Comparison

The current JEST.DE Sharpe Ratio is 3.47, which is higher than the JREE.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of JEST.DE and JREE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEJREE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.04%

-1.59%

+1.55%

Average Drawdown

Average peak-to-trough decline

-0.42%

-4.53%

+4.11%

Ulcer Index

Depth 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.DEJREE.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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