JREE.DE vs. ROX.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds - JREE.DE tracks the JP Morgan Europe Research Enhanced Index Equity (ESG) while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, JREE.DE returned 10.59%/yr vs 22.95%/yr for ROX.DE. At a 0.18 correlation, their price movements are largely independent. JREE.DE charges 0.25%/yr vs 1.38%/yr for ROX.DE.
Performance
JREE.DE vs. ROX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREE.DE achieves a 11.30% return, which is significantly lower than ROX.DE's 36.66% return.
JREE.DE
- 1D
- 0.20%
- 1M
- 1.92%
- 6M
- 8.18%
- YTD
- 11.30%
- 1Y
- 22.43%
- 3Y*
- 14.17%
- 5Y*
- 10.59%
- 10Y*
- —
ROX.DE
- 1D
- -0.61%
- 1M
- 13.62%
- 6M
- 23.70%
- YTD
- 36.66%
- 1Y
- 72.86%
- 3Y*
- 35.39%
- 5Y*
- 22.95%
- 10Y*
- —
JREE.DE vs. ROX.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) | 11.30% | 20.14% | 6.61% | 17.07% | -9.47% | 25.67% | -1.97% | 30.89% | -6.92% |
ROX.DE Expat Romania BET UCITS ETF | 36.66% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -12.42% |
Correlation
The correlation between JREE.DE and ROX.DE is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.18 |
The correlation between JREE.DE and ROX.DE shifts across timeframes, from 0.07 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JREE.DE vs. ROX.DE — Risk / Return Rank
JREE.DE
ROX.DE
JREE.DE vs. ROX.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 Expat Romania BET UCITS ETF (ROX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREE.DE | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.62 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 9.16 | -6.93 |
| Martin ratioReturn relative to average drawdown | 8.55 | 28.50 | -19.95 |
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Drawdowns
JREE.DE vs. ROX.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.61%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for JREE.DE and ROX.DE.
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Drawdown Indicators
| JREE.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.61% | -29.00% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -7.91% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -17.52% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.01% | -19.51% | +0.50% |
Current DrawdownCurrent decline from peak | -1.59% | -0.61% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -5.26% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.55% | +0.07% |
Volatility
JREE.DE vs. ROX.DE - Volatility Comparison
The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) is 3.18%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.33%. This indicates that JREE.DE experiences smaller price fluctuations and is considered to be less risky than ROX.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 | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 5.33% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 13.80% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 19.34% | -6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 19.81% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 21.02% | -4.38% |
JREE.DE vs. ROX.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is lower than ROX.DE's 1.38% expense ratio.
Dividends
JREE.DE vs. ROX.DE - Dividend Comparison
Neither JREE.DE nor ROX.DE has paid dividends to shareholders.
Frequently Asked Questions
JREE.DE and ROX.DE have a correlation of 0.07, 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 1.38% for ROX.DE.
JREE.DE tracks JP Morgan Europe Research Enhanced Index Equity (ESG), while ROX.DE tracks BET Index. They also come from different issuers: JPMorgan and Expat. Their fees differ too: 0.25% for JREE.DE and 1.38% for ROX.DE.
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