JPVA.DE vs. JREE.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG). JPVA.DE is actively managed, while JREE.DE is passively managed. Over the past year, JPVA.DE returned 23.55% vs 15.96% for JREE.DE. A 0.54 correlation means they provide meaningful diversification when combined. JPVA.DE charges 0.50%/yr vs 0.25%/yr for JREE.DE.
Performance
JPVA.DE vs. JREE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly higher than JREE.DE's 7.37% return.
JPVA.DE
- 1D
- 0.75%
- 1M
- 2.96%
- YTD
- 9.76%
- 6M
- 9.73%
- 1Y
- 23.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREE.DE
- 1D
- 0.69%
- 1M
- 1.07%
- YTD
- 7.37%
- 6M
- 9.76%
- 1Y
- 15.96%
- 3Y*
- 13.05%
- 5Y*
- 9.92%
- 10Y*
- —
JPVA.DE vs. JREE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 7.37% | 20.14% | 6.94% |
Correlation
The correlation between JPVA.DE and JREE.DE is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.54 |
The correlation between JPVA.DE and JREE.DE has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPVA.DE vs. JREE.DE — Risk / Return Rank
JPVA.DE
JREE.DE
JPVA.DE vs. JREE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.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.
| JPVA.DE | JREE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 1.60 | +2.99 |
| Martin ratioReturn relative to average drawdown | 14.35 | 5.79 | +8.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JPVA.DE | JREE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.22 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.65 | +0.31 |
Drawdowns
JPVA.DE vs. JREE.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum JREE.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and JREE.DE.
Loading charts...
Drawdown Indicators
| JPVA.DE | JREE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -35.62% | +13.82% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -9.97% | +4.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.02% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.28% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.59% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.76% | -1.15% |
Volatility
JPVA.DE vs. JREE.DE - Volatility Comparison
The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 4.22%. This indicates that JPVA.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.
Loading charts...
Volatility by Period
| JPVA.DE | JREE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 4.22% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 10.65% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 13.05% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.66% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 16.70% | -2.74% |
JPVA.DE vs. JREE.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than JREE.DE's 0.25% expense ratio.
Dividends
JPVA.DE vs. JREE.DE - Dividend Comparison
Neither JPVA.DE nor JREE.DE has paid dividends to shareholders.
Frequently Asked Questions
JPVA.DE and JREE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREE.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for JPVA.DE.
JPVA.DE is categorized as Large Cap Value Equities, while JREE.DE is Europe Equities. Their fees differ too: 0.50% for JPVA.DE and 0.25% for JREE.DE.
Find the right allocation for JPVA.DE and JREE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer