JREE.DE vs. LCUK.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and LCUK.DE (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - JREE.DE tracks the JP Morgan Europe Research Enhanced Index Equity (ESG) while LCUK.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, JREE.DE returned 9.92%/yr vs 10.57%/yr for LCUK.DE. Their correlation of 0.86 suggests significant overlap in exposure. JREE.DE charges 0.25%/yr vs 0.04%/yr for LCUK.DE.
Performance
JREE.DE vs. LCUK.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 LCUK.DE's 6.49% 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*
- —
LCUK.DE
- 1D
- 0.13%
- 1M
- -0.44%
- YTD
- 6.49%
- 6M
- 9.65%
- 1Y
- 16.97%
- 3Y*
- 14.46%
- 5Y*
- 10.57%
- 10Y*
- —
JREE.DE vs. LCUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 30.84% | -6.54% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 6.49% | 19.79% | 13.71% | 9.61% | -4.22% | 25.64% | -15.89% | 26.84% | -7.71% |
Correlation
The correlation between JREE.DE and LCUK.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.86 |
The correlation between JREE.DE and LCUK.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
JREE.DE vs. LCUK.DE — Risk / Return Rank
JREE.DE
LCUK.DE
JREE.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.04 | -0.44 |
| Martin ratioReturn relative to average drawdown | 5.79 | 7.27 | -1.48 |
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 | LCUK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.39 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.74 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.48 | +0.16 |
Drawdowns
JREE.DE vs. LCUK.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, smaller than the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for JREE.DE and LCUK.DE.
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Drawdown Indicators
| JREE.DE | LCUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -41.10% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -8.31% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -16.69% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -16.69% | -2.33% |
Current DrawdownCurrent decline from peak | -1.28% | -2.84% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -5.66% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.33% | +0.43% |
Volatility
JREE.DE vs. LCUK.DE - Volatility Comparison
The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) is 4.22%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) has a volatility of 4.62%. This indicates that JREE.DE experiences smaller price fluctuations and is considered to be less risky than LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 4.62% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 10.28% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 12.17% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 14.12% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 17.10% | -0.40% |
JREE.DE vs. LCUK.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is higher than LCUK.DE's 0.04% 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. LCUK.DE - Dividend Comparison
JREE.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.84% | 3.03% | 3.73% | 3.09% | 4.08% | 3.76% | 2.95% | 3.36% |
Frequently Asked Questions
JREE.DE and LCUK.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.25% for JREE.DE.
JREE.DE tracks JP Morgan Europe Research Enhanced Index Equity (ESG), while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JREE.DE and 0.04% for LCUK.DE.
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