JEST.DE vs. JREG.DE
JEST.DE (JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc) and JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JEST.DE is a Ultrashort Bond fund actively managed by JPMorgan, while JREG.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG). JEST.DE is actively managed, while JREG.DE is passively managed. Over the past 5 years, JEST.DE returned 2.04%/yr vs 12.60%/yr for JREG.DE. At a 0.05 correlation, their price movements are largely independent. JEST.DE charges 0.18%/yr vs 0.25%/yr for JREG.DE.
Performance
JEST.DE vs. JREG.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 JREG.DE's 12.89% 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*
- —
JREG.DE
- 1D
- 0.15%
- 1M
- 1.88%
- 6M
- 11.57%
- YTD
- 12.89%
- 1Y
- 23.27%
- 3Y*
- 17.75%
- 5Y*
- 12.60%
- 10Y*
- —
JEST.DE vs. JREG.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% |
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 JEST.DE and JREG.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.05 |
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Return for Risk
JEST.DE vs. JREG.DE — Risk / Return Rank
JEST.DE
JREG.DE
JEST.DE vs. JREG.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 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.
| JEST.DE | JREG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 1.39 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | 3.81 | +1.85 |
| Martin ratioReturn relative to average drawdown | 29.32 | 15.71 | +13.60 |
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Drawdowns
JEST.DE vs. JREG.DE - Drawdown Comparison
The maximum JEST.DE drawdown since its inception was -2.16%, smaller than the maximum JREG.DE drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for JEST.DE and JREG.DE.
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Drawdown Indicators
| JEST.DE | JREG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -33.57% | +31.41% |
Max Drawdown (1Y)Largest decline over 1 year | -0.37% | -6.09% | +5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -0.37% | -21.42% | +21.05% |
Max Drawdown (5Y)Largest decline over 5 years | -1.32% | -21.42% | +20.10% |
Current DrawdownCurrent decline from peak | -0.04% | -0.03% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -0.42% | -5.14% | +4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 1.48% | -1.41% |
Volatility
JEST.DE vs. JREG.DE - Volatility Comparison
The current volatility for JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc (JEST.DE) is 0.14%, while JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) has a volatility of 2.35%. This indicates that JEST.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
| JEST.DE | JREG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.14% | 2.35% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 0.55% | 7.83% | -7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.61% | 11.25% | -10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.48% | 14.08% | -13.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.70% | 16.50% | -15.80% |
JEST.DE vs. JREG.DE - Expense Ratio Comparison
JEST.DE has a 0.18% 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
JEST.DE vs. JREG.DE - Dividend Comparison
Neither JEST.DE nor JREG.DE has paid dividends to shareholders.
Frequently Asked Questions
JEST.DE and JREG.DE have a correlation of 0.13, 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 JREG.DE.
JEST.DE is categorized as Ultrashort Bond, while JREG.DE is Global Equities. Their fees differ too: 0.18% for JEST.DE and 0.25% for JREG.DE.
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