JREE.DE vs. XB4A.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - JREE.DE tracks the JP Morgan Europe Research Enhanced Index Equity (ESG) while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 5 years, JREE.DE returned 10.59%/yr vs 18.18%/yr for XB4A.DE. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
JREE.DE vs. XB4A.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 XB4A.DE's 24.81% 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*
- —
XB4A.DE
- 1D
- -0.62%
- 1M
- 1.14%
- 6M
- 22.10%
- YTD
- 24.81%
- 1Y
- 48.60%
- 3Y*
- 31.52%
- 5Y*
- 18.18%
- 10Y*
- 14.71%
JREE.DE vs. XB4A.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% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 24.81% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.51% |
Correlation
The correlation between JREE.DE and XB4A.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.72 |
The correlation between JREE.DE and XB4A.DE has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
JREE.DE vs. XB4A.DE — Risk / Return Rank
JREE.DE
XB4A.DE
JREE.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.46 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 4.44 | -2.20 |
| Martin ratioReturn relative to average drawdown | 8.55 | 15.07 | -6.52 |
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Drawdowns
JREE.DE vs. XB4A.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.61%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for JREE.DE and XB4A.DE.
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Drawdown Indicators
| JREE.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.61% | -53.54% | +17.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -10.88% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -16.26% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -19.01% | -32.50% | +13.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.54% | — |
Current DrawdownCurrent decline from peak | -1.59% | -1.85% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -9.88% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.22% | -0.60% |
Volatility
JREE.DE vs. XB4A.DE - Volatility Comparison
The current volatility for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) is 3.18%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 5.22%. This indicates that JREE.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 5.22% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 14.88% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 17.61% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 19.15% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 20.15% | -3.51% |
JREE.DE vs. XB4A.DE - Expense Ratio Comparison
Both JREE.DE and XB4A.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JREE.DE vs. XB4A.DE - Dividend Comparison
Neither JREE.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
JREE.DE and XB4A.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JREE.DE and XB4A.DE have the same expense ratio: 0.25% per year.
JREE.DE tracks JP Morgan Europe Research Enhanced Index Equity (ESG), while XB4A.DE tracks ATX Index. They also come from different issuers: JPMorgan and Xtrackers.
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