JPCT.DE vs. JREM.DE
JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity, while JREM.DE is a Emerging Markets Equities fund tracking the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, JPCT.DE returned 11.53%/yr vs 8.30%/yr for JREM.DE. A 0.60 correlation means they provide meaningful diversification when combined. JPCT.DE charges 0.19%/yr vs 0.30%/yr for JREM.DE.
Performance
JPCT.DE vs. JREM.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 JREM.DE's 30.82% 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*
- —
JREM.DE
- 1D
- -1.57%
- 1M
- 6.61%
- YTD
- 30.82%
- 6M
- 32.74%
- 1Y
- 54.32%
- 3Y*
- 21.35%
- 5Y*
- 8.30%
- 10Y*
- —
JPCT.DE vs. JREM.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% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.82% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 5.20% |
Correlation
The correlation between JPCT.DE and JREM.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.60 |
The correlation between JPCT.DE and JREM.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
JPCT.DE vs. JREM.DE — Risk / Return Rank
JPCT.DE
JREM.DE
JPCT.DE vs. JREM.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 Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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 | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.54 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 5.31 | -3.19 |
| Martin ratioReturn relative to average drawdown | 8.45 | 19.31 | -10.86 |
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 | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.99 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.48 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.56 | +0.40 |
Drawdowns
JPCT.DE vs. JREM.DE - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum JREM.DE drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and JREM.DE.
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Drawdown Indicators
| JPCT.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -30.28% | +8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -10.19% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | -19.29% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -25.75% | +3.57% |
Current DrawdownCurrent decline from peak | -0.17% | -2.47% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -10.68% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.81% | -0.61% |
Volatility
JPCT.DE vs. JREM.DE - Volatility Comparison
The current volatility for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) is 2.80%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a volatility of 7.19%. This indicates that JPCT.DE experiences smaller price fluctuations and is considered to be less risky than JREM.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 | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 7.19% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 15.32% | -6.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 18.09% | -6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.94% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 18.97% | -5.08% |
JPCT.DE vs. JREM.DE - Expense Ratio Comparison
JPCT.DE has a 0.19% expense ratio, which is lower than JREM.DE's 0.30% expense ratio.
Dividends
JPCT.DE vs. JREM.DE - Dividend Comparison
Neither JPCT.DE nor JREM.DE has paid dividends to shareholders.
Frequently Asked Questions
JPCT.DE and JREM.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.30% for JREM.DE.
JPCT.DE is categorized as Global Equities, while JREM.DE is Emerging Markets Equities. JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity, while JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Their fees differ too: 0.19% for JPCT.DE and 0.30% for JREM.DE.
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