JPPA.DE vs. JREU.DE
JPPA.DE (JPM USD Ultra-Short Income Active UCITS ETF USD Acc) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JPPA.DE is a Ultrashort Bond fund actively managed by JPMorgan, while JREU.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG). JPPA.DE is actively managed, while JREU.DE is passively managed. Over the past 5 years, JPPA.DE returned 4.27%/yr vs 13.65%/yr for JREU.DE. At a 0.14 correlation, their price movements are largely independent. JPPA.DE charges 0.18%/yr vs 0.20%/yr for JREU.DE.
Performance
JPPA.DE vs. JREU.DE - Performance Comparison
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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 JREU.DE's 12.48% 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*
- —
JREU.DE
- 1D
- 0.21%
- 1M
- 1.56%
- 6M
- 11.77%
- YTD
- 12.48%
- 1Y
- 22.45%
- 3Y*
- 18.83%
- 5Y*
- 13.65%
- 10Y*
- —
JPPA.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 12.48% | 3.77% | 32.09% | 24.03% | -14.69% | 42.48% | 8.54% | 14.87% |
Correlation
The correlation between JPPA.DE and JREU.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2019 | 0.14 |
The correlation between JPPA.DE and JREU.DE shifts across timeframes, from 0.12 (5 years) to 0.24 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPPA.DE vs. JREU.DE — Risk / Return Rank
JPPA.DE
JREU.DE
JPPA.DE vs. JREU.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 US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.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.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 3.28 | -1.37 |
| Martin ratioReturn relative to average drawdown | 4.64 | 12.12 | -7.48 |
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Drawdowns
JPPA.DE vs. JREU.DE - Drawdown Comparison
The maximum JPPA.DE drawdown since its inception was -14.84%, smaller than the maximum JREU.DE drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for JPPA.DE and JREU.DE.
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Drawdown Indicators
| JPPA.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.84% | -34.40% | +19.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | -6.81% | +3.57% |
Max Drawdown (3Y)Largest decline over 3 years | -11.19% | -23.37% | +12.18% |
Max Drawdown (5Y)Largest decline over 5 years | -11.62% | -23.37% | +11.75% |
Current DrawdownCurrent decline from peak | -4.86% | -0.15% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -5.32% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.85% | -0.52% |
Volatility
JPPA.DE vs. JREU.DE - Volatility Comparison
The current volatility for JPM USD Ultra-Short Income Active UCITS ETF USD Acc (JPPA.DE) is 1.56%, while JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a volatility of 2.80%. This indicates that JPPA.DE experiences smaller price fluctuations and is considered to be less risky than JREU.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.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 2.80% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 4.20% | 7.85% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.91% | 11.75% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.40% | 15.32% | -7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.14% | 17.72% | -9.58% |
JPPA.DE vs. JREU.DE - Expense Ratio Comparison
JPPA.DE has a 0.18% expense ratio, which is lower than JREU.DE's 0.20% 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. JREU.DE - Dividend Comparison
Neither JPPA.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
JPPA.DE and JREU.DE have a correlation of 0.17, 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 0.20% for JREU.DE.
JPPA.DE is categorized as Ultrashort Bond, while JREU.DE is Large Cap Blend Equities. Their fees differ too: 0.18% for JPPA.DE and 0.20% for JREU.DE.
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