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

Performance

JPPA.DE vs. JREE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM USD Ultra-Short Income Active UCITS ETF USD Acc (JPPA.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, JPPA.DE achieves a 4.36% return, which is significantly lower than JREE.DE's 11.30% return.


JPPA.DE

1D
-0.27%
1M
1.38%
6M
3.29%
YTD
4.36%
1Y
5.45%
3Y*
4.38%
5Y*
4.27%
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)

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


2026 (YTD)2025202420232022202120202019
JPPA.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Acc
4.36%-6.63%11.65%1.48%7.22%8.54%-6.81%-8.56%
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%12.61%

Correlation

The correlation between JPPA.DE and JREE.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.16

Correlation (5Y)
Calculated over the trailing 5-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2019

-0.15

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Return for Risk

JPPA.DE vs. JREE.DE — Risk / Return Rank

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

JPPA.DE
JPPA.DE Risk / Return Rank: 3636
Overall Rank
JPPA.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JPPA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JPPA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JPPA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
JPPA.DE Martin Ratio Rank: 3636
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.

JPPA.DE vs. JREE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM USD Ultra-Short Income Active UCITS ETF USD Acc (JPPA.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.


JPPA.DEJREE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

1.91

2.24

-0.33

Martin ratioReturn relative to average drawdown

4.64

8.55

-3.91

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

The current JPPA.DE Sharpe Ratio is 1.06, which is lower than the JREE.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of JPPA.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

JPPA.DE vs. JREE.DE - Drawdown Comparison

The maximum JPPA.DE drawdown since its inception was -14.84%, smaller than the maximum JREE.DE drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for JPPA.DE and JREE.DE.


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Drawdown Indicators


JPPA.DEJREE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.84%

-35.61%

+20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-9.97%

+6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

-16.63%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-11.62%

-19.01%

+7.39%

Current Drawdown

Current decline from peak

-4.86%

-1.59%

-3.27%

Average Drawdown

Average peak-to-trough decline

-7.34%

-4.53%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

2.62%

-1.29%

Volatility

JPPA.DE vs. JREE.DE - Volatility Comparison

The current volatility for JPM USD Ultra-Short Income Active UCITS ETF USD Acc (JPPA.DE) is 1.56%, while JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 3.18%. This indicates that JPPA.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


JPPA.DEJREE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

3.18%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

11.03%

-6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

13.13%

-7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.40%

14.67%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.14%

16.64%

-8.50%

JPPA.DE vs. JREE.DE - Expense Ratio Comparison

JPPA.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

JPPA.DE vs. JREE.DE - Dividend Comparison

Neither JPPA.DE nor JREE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPPA.DE and JREE.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPPA.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPPA.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for JREE.DE.

JPPA.DE is categorized as Ultrashort Bond, while JREE.DE is Europe Equities. Their fees differ too: 0.18% for JPPA.DE and 0.25% for JREE.DE.

Portfolio Optimizer

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