JREG.DE vs. BBCK.DE
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and BBCK.DE (Invesco Global Buyback Achievers UCITS ETF) are both Global Equities funds - JREG.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while BBCK.DE tracks the Nasdaq Global Buyback Achievers. Both are passively managed. Over the past 5 years, JREG.DE returned 13.13%/yr vs 10.80%/yr for BBCK.DE. A 0.69 correlation means they provide meaningful diversification when combined. JREG.DE charges 0.25%/yr vs 0.39%/yr for BBCK.DE.
Performance
JREG.DE vs. BBCK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREG.DE achieves a 10.36% return, which is significantly higher than BBCK.DE's 7.16% 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*
- —
BBCK.DE
- 1D
- 0.98%
- 1M
- 1.42%
- YTD
- 7.16%
- 6M
- 8.41%
- 1Y
- 21.98%
- 3Y*
- 18.50%
- 5Y*
- 10.80%
- 10Y*
- 11.96%
JREG.DE vs. BBCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.36% | 6.82% | 25.54% | 21.37% | -13.19% | 35.15% | 6.53% | 32.00% | -8.18% |
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 7.16% | 16.70% | 19.10% | 11.74% | -6.44% | 30.65% | 1.65% | 35.47% | -10.36% |
Correlation
The correlation between JREG.DE and BBCK.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.69 |
The correlation between JREG.DE and BBCK.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
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Return for Risk
JREG.DE vs. BBCK.DE — Risk / Return Rank
JREG.DE
BBCK.DE
JREG.DE vs. BBCK.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 Invesco Global Buyback Achievers UCITS ETF (BBCK.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 | BBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 4.97 | -1.23 |
| Martin ratioReturn relative to average drawdown | 15.51 | 14.50 | +1.02 |
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
| JREG.DE | BBCK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.88 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.75 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.86 | +0.02 |
Drawdowns
JREG.DE vs. BBCK.DE - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.56%, roughly equal to the maximum BBCK.DE drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for JREG.DE and BBCK.DE.
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Drawdown Indicators
| JREG.DE | BBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -33.23% | -0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -4.40% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -21.54% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -21.54% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.23% | — |
Current DrawdownCurrent decline from peak | -0.42% | 0.00% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.61% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.51% | -0.04% |
Volatility
JREG.DE vs. BBCK.DE - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 2.46%, while Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) has a volatility of 2.79%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than BBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREG.DE | BBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 2.79% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 7.81% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 11.63% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 15.39% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 18.85% | -2.89% |
JREG.DE vs. BBCK.DE - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is lower than BBCK.DE's 0.39% expense ratio.
Dividends
JREG.DE vs. BBCK.DE - Dividend Comparison
JREG.DE has not paid dividends to shareholders, while BBCK.DE's dividend yield for the trailing twelve months is around 1.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 1.69% | 1.88% | 1.79% | 1.75% | 1.97% | 1.18% | 1.61% | 1.84% | 1.35% | 1.18% | 1.63% | 1.28% |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREG.DE and BBCK.DE have a correlation of 0.68, 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 0.39% for BBCK.DE.
JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while BBCK.DE tracks Nasdaq Global Buyback Achievers. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.25% for JREG.DE and 0.39% for BBCK.DE.
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