JREE.DE vs. JEIA.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and JEIA.DE (JPMorgan US Equity Premium Income Active 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 JEIA.DE is a Derivative Income fund actively managed by JPMorgan. JREE.DE is passively managed, while JEIA.DE is actively managed. Over the past year, JREE.DE returned 15.96% vs 6.78% for JEIA.DE. At a 0.41 correlation, their price movements are largely independent. JREE.DE charges 0.25%/yr vs 0.35%/yr for JEIA.DE.
Performance
JREE.DE vs. JEIA.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 JEIA.DE's 1.24% 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*
- —
JEIA.DE
- 1D
- 0.28%
- 1M
- 0.19%
- YTD
- 1.24%
- 6M
- 1.04%
- 1Y
- 6.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREE.DE vs. JEIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 7.37% | 20.14% | 0.08% |
JEIA.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) | 1.24% | -4.14% | 0.91% |
Correlation
The correlation between JREE.DE and JEIA.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.41 |
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Return for Risk
JREE.DE vs. JEIA.DE — Risk / Return Rank
JREE.DE
JEIA.DE
JREE.DE vs. JEIA.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 US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.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 | JEIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.29 | +0.30 |
| Martin ratioReturn relative to average drawdown | 5.79 | 3.58 | +2.21 |
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 | JEIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.78 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | -0.11 | +0.75 |
Drawdowns
JREE.DE vs. JEIA.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, which is greater than JEIA.DE's maximum drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for JREE.DE and JEIA.DE.
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Drawdown Indicators
| JREE.DE | JEIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -18.73% | -16.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -5.05% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -6.16% | +4.88% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -7.29% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.83% | +0.93% |
Volatility
JREE.DE vs. JEIA.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 US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) at 2.09%. This indicates that JREE.DE's price experiences larger fluctuations and is considered to be riskier than JEIA.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 | JEIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 2.09% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 5.32% | +5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 8.34% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 12.47% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 12.47% | +4.23% |
JREE.DE vs. JEIA.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is lower than JEIA.DE's 0.35% expense ratio.
Dividends
JREE.DE vs. JEIA.DE - Dividend Comparison
Neither JREE.DE nor JEIA.DE has paid dividends to shareholders.
Frequently Asked Questions
JREE.DE and JEIA.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREE.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEIA.DE.
JREE.DE is categorized as Europe Equities, while JEIA.DE is Derivative Income. Their fees differ too: 0.25% for JREE.DE and 0.35% for JEIA.DE.
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