JPVA.DE vs. JREG.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while JREG.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG). JPVA.DE is actively managed, while JREG.DE is passively managed. Over the past year, JPVA.DE returned 23.55% vs 22.80% for JREG.DE. A 0.76 correlation means they provide meaningful diversification when combined. JPVA.DE charges 0.50%/yr vs 0.25%/yr for JREG.DE.
Performance
JPVA.DE vs. JREG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly lower than JREG.DE's 10.36% return.
JPVA.DE
- 1D
- 0.75%
- 1M
- 2.96%
- YTD
- 9.76%
- 6M
- 9.73%
- 1Y
- 23.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREG.DE
- 1D
- -0.04%
- 1M
- 3.12%
- YTD
- 10.36%
- 6M
- 10.55%
- 1Y
- 22.80%
- 3Y*
- 16.95%
- 5Y*
- 13.13%
- 10Y*
- —
JPVA.DE vs. JREG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.36% | 6.82% | 21.23% |
Correlation
The correlation between JPVA.DE and JREG.DE is 0.76, 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 | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.76 |
The correlation between JPVA.DE and JREG.DE has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.
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Return for Risk
JPVA.DE vs. JREG.DE — Risk / Return Rank
JPVA.DE
JREG.DE
JPVA.DE vs. JREG.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 Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.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 | JREG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 3.74 | +0.85 |
| Martin ratioReturn relative to average drawdown | 14.35 | 15.51 | -1.16 |
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
| JPVA.DE | JREG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.07 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.87 | +0.08 |
Drawdowns
JPVA.DE vs. JREG.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum JREG.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and JREG.DE.
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Drawdown Indicators
| JPVA.DE | JREG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -33.56% | +11.76% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -6.09% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.42% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.42% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.26% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.47% | +0.14% |
Volatility
JPVA.DE vs. JREG.DE - Volatility Comparison
The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) has a volatility of 2.46%. This indicates that JPVA.DE experiences smaller price fluctuations and is considered to be less risky than JREG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPVA.DE | JREG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.46% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 7.56% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 11.01% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.04% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 15.96% | -2.00% |
JPVA.DE vs. JREG.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than JREG.DE's 0.25% expense ratio.
Dividends
JPVA.DE vs. JREG.DE - Dividend Comparison
Neither JPVA.DE nor JREG.DE has paid dividends to shareholders.
Frequently Asked Questions
JPVA.DE and JREG.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREG.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 JREG.DE is Global Equities. Their fees differ too: 0.50% for JPVA.DE and 0.25% for JREG.DE.
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