JREE.DE vs. BBEG.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and BBEG.DE (JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc)) are both exchange-traded funds - JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG), while BBEG.DE is a European Government Bonds fund tracking the JP Morgan EMU Government Bond. Both are passively managed. Over the past 5 years, JREE.DE returned 9.92%/yr vs -2.32%/yr for BBEG.DE. At a 0.09 correlation, their price movements are largely independent. JREE.DE charges 0.25%/yr vs 0.10%/yr for BBEG.DE.
Performance
JREE.DE vs. BBEG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREE.DE achieves a 7.37% return, which is significantly higher than BBEG.DE's 0.14% return.
JREE.DE
- 1D
- 0.69%
- 1M
- 1.07%
- YTD
- 7.37%
- 6M
- 9.76%
- 1Y
- 15.96%
- 3Y*
- 13.05%
- 5Y*
- 9.92%
- 10Y*
- —
BBEG.DE
- 1D
- 0.09%
- 1M
- 0.58%
- YTD
- 0.14%
- 6M
- 0.03%
- 1Y
- -0.09%
- 3Y*
- 2.32%
- 5Y*
- -2.32%
- 10Y*
- —
JREE.DE vs. BBEG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 7.37% | 20.14% | 6.61% | 17.08% | -9.48% | 25.69% | -1.97% | 11.03% |
BBEG.DE JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) | 0.14% | 0.60% | 1.39% | 6.92% | -18.49% | -3.37% | 4.88% | 4.27% |
Correlation
The correlation between JREE.DE and BBEG.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.09 |
Over the past year, JREE.DE and BBEG.DE have become more correlated (0.46) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
JREE.DE vs. BBEG.DE — Risk / Return Rank
JREE.DE
BBEG.DE
JREE.DE vs. BBEG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.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.
| JREE.DE | BBEG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.00 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.03 | +1.62 |
| Martin ratioReturn relative to average drawdown | 5.79 | -0.06 | +5.85 |
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
| JREE.DE | BBEG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | -0.02 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.36 | +1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | -0.14 | +0.79 |
Drawdowns
JREE.DE vs. BBEG.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, which is greater than BBEG.DE's maximum drawdown of -22.76%. Use the drawdown chart below to compare losses from any high point for JREE.DE and BBEG.DE.
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Drawdown Indicators
| JREE.DE | BBEG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -22.76% | -12.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -3.44% | -6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -4.11% | -12.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -21.83% | +2.81% |
Current DrawdownCurrent decline from peak | -1.28% | -14.39% | +13.11% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -10.84% | +6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.38% | +1.38% |
Volatility
JREE.DE vs. BBEG.DE - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a higher volatility of 4.22% compared to JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) at 1.69%. This indicates that JREE.DE's price experiences larger fluctuations and is considered to be riskier than BBEG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREE.DE | BBEG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 1.69% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 3.56% | +7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 4.30% | +8.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 6.43% | +8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 5.98% | +10.72% |
JREE.DE vs. BBEG.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is higher than BBEG.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JREE.DE vs. BBEG.DE - Dividend Comparison
Neither JREE.DE nor BBEG.DE has paid dividends to shareholders.
Frequently Asked Questions
JREE.DE and BBEG.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBEG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBEG.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for JREE.DE.
JREE.DE is categorized as Europe Equities, while BBEG.DE is European Government Bonds. JREE.DE tracks JP Morgan Europe Research Enhanced Index Equity (ESG), while BBEG.DE tracks JP Morgan EMU Government Bond. Their fees differ too: 0.25% for JREE.DE and 0.10% for BBEG.DE.
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