JPPS.DE vs. JREE.DE
JPPS.DE (JPM USD Ultra-Short Income Active UCITS ETF USD Dist) and JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) are both exchange-traded funds - JPPS.DE is a Ultrashort Bond fund actively managed by JPMorgan, while JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG). JPPS.DE is actively managed, while JREE.DE is passively managed. Over the past 5 years, JPPS.DE returned 4.29%/yr vs 10.59%/yr for JREE.DE. At a correlation of -0.16, they often move in opposite directions. JPPS.DE charges 0.18%/yr vs 0.25%/yr for JREE.DE.
Performance
JPPS.DE vs. JREE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPPS.DE achieves a 4.50% return, which is significantly lower than JREE.DE's 11.30% return.
JPPS.DE
- 1D
- -0.14%
- 1M
- 1.51%
- 6M
- 3.43%
- YTD
- 4.50%
- 1Y
- 5.52%
- 3Y*
- 4.42%
- 5Y*
- 4.29%
- 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*
- —
JPPS.DE vs. JREE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPPS.DE JPM USD Ultra-Short Income Active UCITS ETF USD Dist | 4.50% | -6.60% | 11.60% | 1.47% | 7.22% | 8.57% | -6.84% | 5.86% | 0.65% |
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% | 30.89% | -6.92% |
Correlation
The correlation between JPPS.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 Oct 10, 2018 | -0.16 |
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Return for Risk
JPPS.DE vs. JREE.DE — Risk / Return Rank
JPPS.DE
JREE.DE
JPPS.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 Dist (JPPS.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.
| JPPS.DE | JREE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.24 | -0.28 |
| Martin ratioReturn relative to average drawdown | 4.74 | 8.55 | -3.81 |
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Drawdowns
JPPS.DE vs. JREE.DE - Drawdown Comparison
The maximum JPPS.DE drawdown since its inception was -19.53%, smaller than the maximum JREE.DE drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for JPPS.DE and JREE.DE.
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Drawdown Indicators
| JPPS.DE | JREE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.53% | -35.61% | +16.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | -9.97% | +6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -16.63% | +5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -11.65% | -19.01% | +7.36% |
Current DrawdownCurrent decline from peak | -4.75% | -1.59% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -4.53% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 2.62% | -1.29% |
Volatility
JPPS.DE vs. JREE.DE - Volatility Comparison
The current volatility for JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) is 1.47%, while JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 3.18%. This indicates that JPPS.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
| JPPS.DE | JREE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 3.18% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 11.03% | -6.92% |
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 | 7.41% | 14.67% | -7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.38% | 16.64% | -7.26% |
JPPS.DE vs. JREE.DE - Expense Ratio Comparison
JPPS.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
JPPS.DE vs. JREE.DE - Dividend Comparison
JPPS.DE's dividend yield for the trailing twelve months is around 4.04%, while JREE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JPPS.DE JPM USD Ultra-Short Income Active UCITS ETF USD Dist | 4.04% | 4.47% | 5.12% | 4.54% | 1.19% | 0.64% | 2.07% | 2.65% | 1.77% |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPPS.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, JPPS.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPPS.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for JREE.DE.
JPPS.DE is categorized as Ultrashort Bond, while JREE.DE is Europe Equities. Their fees differ too: 0.18% for JPPS.DE and 0.25% for JREE.DE.
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