JPCT.DE vs. JREG.DE
JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Global Equities funds from JPMorgan - JPCT.DE tracks the Solactive JP Morgan Asset Management Carbon Transition Global Equity while JREG.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, JPCT.DE returned 11.53%/yr vs 13.13%/yr for JREG.DE. With a 0.98 correlation, they move nearly in lockstep. JPCT.DE charges 0.19%/yr vs 0.25%/yr for JREG.DE.
Performance
JPCT.DE vs. JREG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPCT.DE achieves a 7.39% return, which is significantly lower than JREG.DE's 10.36% return.
JPCT.DE
- 1D
- 0.24%
- 1M
- 4.31%
- YTD
- 7.39%
- 6M
- 7.70%
- 1Y
- 18.63%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
JREG.DE
- 1D
- -0.04%
- 1M
- 4.29%
- YTD
- 10.36%
- 6M
- 11.00%
- 1Y
- 22.86%
- 3Y*
- 16.95%
- 5Y*
- 13.13%
- 10Y*
- —
JPCT.DE vs. JREG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 24.37% | 19.66% | -14.19% | 34.64% | 2.14% |
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% | 2.46% |
Correlation
The correlation between JPCT.DE and JREG.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.98 |
The correlation between JPCT.DE and JREG.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
JPCT.DE vs. JREG.DE — Risk / Return Rank
JPCT.DE
JREG.DE
JPCT.DE vs. JREG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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.
| JPCT.DE | JREG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 3.74 | -1.63 |
| Martin ratioReturn relative to average drawdown | 8.45 | 15.51 | -7.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPCT.DE | JREG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.07 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.92 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.87 | +0.09 |
Drawdowns
JPCT.DE vs. JREG.DE - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum JREG.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and JREG.DE.
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Drawdown Indicators
| JPCT.DE | JREG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -33.56% | +11.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -6.09% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | -21.42% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -21.42% | -0.76% |
Current DrawdownCurrent decline from peak | -0.17% | -0.42% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -4.26% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.47% | +0.73% |
Volatility
JPCT.DE vs. JREG.DE - Volatility Comparison
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a higher volatility of 2.80% compared to JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) at 2.46%. This indicates that JPCT.DE's price experiences larger fluctuations and is considered to be riskier 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
| JPCT.DE | JREG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.46% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 7.56% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 11.01% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 14.04% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 15.96% | -2.07% |
JPCT.DE vs. JREG.DE - Expense Ratio Comparison
JPCT.DE has a 0.19% 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
JPCT.DE vs. JREG.DE - Dividend Comparison
Neither JPCT.DE nor JREG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, JPCT.DE and JREG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for JREG.DE.
JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity, while JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG). Their fees differ too: 0.19% for JPCT.DE and 0.25% for JREG.DE.
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