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JREE.DE vs. GBLBY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JREE.DE vs. GBLBY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and Groep Brussel Lambert NV ADR (GBLBY). The values are adjusted to include any dividend payments, if applicable.

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JREE.DE vs. GBLBY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JREE.DE vs. GBLBY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREE.DE
JREE.DE Risk / Return Rank: 4545
Overall Rank
JREE.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JREE.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
JREE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
JREE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
JREE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

GBLBY
GBLBY Risk / Return Rank: 5555
Overall Rank
GBLBY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GBLBY Sortino Ratio Rank: 4848
Sortino Ratio Rank
GBLBY Omega Ratio Rank: 6161
Omega Ratio Rank
GBLBY Calmar Ratio Rank: 6464
Calmar Ratio Rank
GBLBY Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEGBLBYDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.05

+0.81

Sortino ratio

Return per unit of downside risk

1.19

0.61

+0.58

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.37

0.77

+0.60

Martin ratio

Return relative to average drawdown

4.95

1.15

+3.80

JREE.DE vs. GBLBY - Sharpe Ratio Comparison

The current JREE.DE Sharpe Ratio is 0.86, which is higher than the GBLBY Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of JREE.DE and GBLBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JREE.DEGBLBYDifference

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%.


TTM202520242023202220212020
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.DEGBLBYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.70%

-20.94%

+15.24%

Average Drawdown

Average peak-to-trough decline

-4.63%

-26.28%

+21.65%

Ulcer Index

Depth 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.DEGBLBYDifference

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%