JREE.DE vs. BBTR.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and BBTR.DE (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) are both exchange-traded funds - JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG), while BBTR.DE is a Government Bonds fund tracking the J.P. Morgan Government Bond US Index. Both are passively managed. Over the past 5 years, JREE.DE returned 9.92%/yr vs 0.35%/yr for BBTR.DE. At a correlation of -0.15, they often move in opposite directions. JREE.DE charges 0.25%/yr vs 0.07%/yr for BBTR.DE.
Performance
JREE.DE vs. BBTR.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREE.DE achieves a 7.37% return, which is significantly higher than BBTR.DE's 1.03% return.
JREE.DE
- 1D
- 0.69%
- 1M
- 3.34%
- YTD
- 7.37%
- 6M
- 9.73%
- 1Y
- 16.00%
- 3Y*
- 13.05%
- 5Y*
- 9.92%
- 10Y*
- —
BBTR.DE
- 1D
- 0.12%
- 1M
- 0.84%
- YTD
- 1.03%
- 6M
- 0.24%
- 1Y
- 1.67%
- 3Y*
- -0.04%
- 5Y*
- 0.35%
- 10Y*
- —
JREE.DE vs. BBTR.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% |
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 1.03% | -5.45% | 6.15% | 0.23% | -7.48% | 5.70% | -3.71% | 7.39% |
Correlation
The correlation between JREE.DE and BBTR.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | -0.15 |
The correlation between JREE.DE and BBTR.DE shifts across timeframes, from -0.17 (5 years) to 0.02 (1 year), reflecting how their relationship changes across market environments.
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
JREE.DE vs. BBTR.DE — Risk / Return Rank
JREE.DE
BBTR.DE
JREE.DE vs. BBTR.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 US Treasury Bond UCITS ETF USD (Acc) (BBTR.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 | BBTR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.41 | +1.19 |
| Martin ratioReturn relative to average drawdown | 5.79 | 1.02 | +4.76 |
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
| JREE.DE | BBTR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.30 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.04 | +0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.05 | +0.60 |
Drawdowns
JREE.DE vs. BBTR.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, which is greater than BBTR.DE's maximum drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for JREE.DE and BBTR.DE.
Loading charts...
Drawdown Indicators
| JREE.DE | BBTR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -17.63% | -17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -4.05% | -5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -11.14% | -5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -13.20% | -5.82% |
Current DrawdownCurrent decline from peak | -1.28% | -13.35% | +12.07% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -10.31% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.63% | +1.13% |
Volatility
JREE.DE vs. BBTR.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 US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) at 0.94%. This indicates that JREE.DE's price experiences larger fluctuations and is considered to be riskier than BBTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREE.DE | BBTR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 0.94% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 3.82% | +6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 5.52% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 8.19% | +6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 8.07% | +8.63% |
JREE.DE vs. BBTR.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is higher than BBTR.DE's 0.07% 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. BBTR.DE - Dividend Comparison
Neither JREE.DE nor BBTR.DE has paid dividends to shareholders.
Frequently Asked Questions
JREE.DE and BBTR.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBTR.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBTR.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for JREE.DE.
JREE.DE is categorized as Europe Equities, while BBTR.DE is Government Bonds. JREE.DE tracks JP Morgan Europe Research Enhanced Index Equity (ESG), while BBTR.DE tracks J.P. Morgan Government Bond US Index. Their fees differ too: 0.25% for JREE.DE and 0.07% for BBTR.DE.
Find the right allocation for JREE.DE and BBTR.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