JREE.DE vs. GBLBY
Compare and contrast key facts about JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and Groep Brussel Lambert NV ADR (GBLBY).
JREE.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Europe Research Enhanced Index Equity (ESG). It was launched on Jun 30, 2020.
Performance
JREE.DE vs. GBLBY - Performance Comparison
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JREE.DE vs. GBLBY - 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) | 1.61% | 20.14% | 6.61% | 17.08% | -9.48% | 25.69% | -1.97% | 15.06% |
GBLBY Groep Brussel Lambert NV ADR | 3.91% | 23.77% | -12.00% | 7.62% | -23.66% | 33.59% | -11.52% | 7.57% |
Different Trading Currencies
JREE.DE is traded in EUR, while GBLBY is traded in USD. To make them comparable, the GBLBY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREE.DE achieves a 1.61% return, which is significantly lower than GBLBY's 3.91% return.
JREE.DE
- 1D
- 2.48%
- 1M
- -4.03%
- YTD
- 1.61%
- 6M
- 7.56%
- 1Y
- 13.20%
- 3Y*
- 11.86%
- 5Y*
- 9.81%
- 10Y*
- —
GBLBY
- 1D
- 4.09%
- 1M
- -8.67%
- YTD
- 3.91%
- 6M
- 5.32%
- 1Y
- 3.82%
- 3Y*
- 5.31%
- 5Y*
- 1.41%
- 10Y*
- —
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Return for Risk
JREE.DE vs. GBLBY — Risk / Return Rank
JREE.DE
GBLBY
JREE.DE vs. GBLBY - 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 Groep Brussel Lambert NV ADR (GBLBY). 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 | GBLBY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.05 | +0.81 |
Sortino ratioReturn per unit of downside risk | 1.19 | 0.61 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.77 | +0.60 |
Martin ratioReturn relative to average drawdown | 4.95 | 1.15 | +3.80 |
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 | GBLBY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.05 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.02 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.02 | +0.59 |
Correlation
The correlation between JREE.DE and GBLBY is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JREE.DE vs. GBLBY - Dividend Comparison
JREE.DE has not paid dividends to shareholders, while GBLBY's dividend yield for the trailing twelve months is around 6.11%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
GBLBY Groep Brussel Lambert NV ADR | 6.11% | 6.25% | 4.36% | 3.55% | 3.62% | 2.63% | 2.16% |
Drawdowns
JREE.DE vs. GBLBY - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, smaller than the maximum GBLBY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for JREE.DE and GBLBY.
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Drawdown Indicators
| JREE.DE | GBLBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -70.16% | +34.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.46% | -24.76% | +12.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -48.82% | +29.80% |
Current DrawdownCurrent decline from peak | -5.70% | -20.94% | +15.24% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -26.28% | +21.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 15.93% | -13.17% |
Volatility
JREE.DE vs. GBLBY - Volatility Comparison
The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) is 5.92%, while Groep Brussel Lambert NV ADR (GBLBY) has a volatility of 11.30%. This indicates that JREE.DE experiences smaller price fluctuations and is considered to be less risky than GBLBY 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 | GBLBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 11.30% | -5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 19.22% | -9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 72.15% | -56.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 76.99% | -62.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 113.52% | -96.83% |