JREG.DE vs. ASCH.DE
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and ASCH.DE (abrdn Future Supply Chains UCITS ETF) are both Global Equities funds. JREG.DE is passively managed, while ASCH.DE is actively managed. Over the past year, JREG.DE returned 22.86% vs 47.98% for ASCH.DE. A 0.72 correlation means they provide meaningful diversification when combined. JREG.DE charges 0.25%/yr vs 0.60%/yr for ASCH.DE.
Performance
JREG.DE vs. ASCH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREG.DE achieves a 10.36% return, which is significantly lower than ASCH.DE's 28.67% return.
JREG.DE
- 1D
- -0.04%
- 1M
- 4.29%
- YTD
- 10.36%
- 6M
- 11.00%
- 1Y
- 22.86%
- 3Y*
- 16.95%
- 5Y*
- 13.13%
- 10Y*
- —
ASCH.DE
- 1D
- -0.61%
- 1M
- 7.87%
- YTD
- 28.67%
- 6M
- 27.76%
- 1Y
- 47.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREG.DE vs. ASCH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.36% | 11.00% |
ASCH.DE abrdn Future Supply Chains UCITS ETF | 28.67% | 17.25% |
Correlation
The correlation between JREG.DE and ASCH.DE is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | 0.72 |
The correlation between JREG.DE and ASCH.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JREG.DE vs. ASCH.DE — Risk / Return Rank
JREG.DE
ASCH.DE
JREG.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.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.
| JREG.DE | ASCH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.55 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 4.32 | -0.58 |
| Martin ratioReturn relative to average drawdown | 15.51 | 15.34 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JREG.DE | ASCH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.97 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 2.98 | -2.10 |
Drawdowns
JREG.DE vs. ASCH.DE - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.56%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for JREG.DE and ASCH.DE.
Loading charts...
Drawdown Indicators
| JREG.DE | ASCH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -11.06% | -22.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -11.06% | +4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -0.61% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -1.77% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 3.12% | -1.65% |
Volatility
JREG.DE vs. ASCH.DE - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 2.46%, while abrdn Future Supply Chains UCITS ETF (ASCH.DE) has a volatility of 5.82%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than ASCH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREG.DE | ASCH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 5.82% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 13.19% | -5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 16.09% | -5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 15.82% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 15.82% | +0.14% |
JREG.DE vs. ASCH.DE - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is lower than ASCH.DE's 0.60% expense ratio.
Dividends
JREG.DE vs. ASCH.DE - Dividend Comparison
Neither JREG.DE nor ASCH.DE has paid dividends to shareholders.
Frequently Asked Questions
JREG.DE and ASCH.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREG.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for ASCH.DE.
They also come from different issuers: JPMorgan and abrdn. Their fees differ too: 0.25% for JREG.DE and 0.60% for ASCH.DE.
Find the right allocation for JREG.DE and ASCH.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer