JREG.DE vs. F50A.DE
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - JREG.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past 5 years, JREG.DE returned 13.13%/yr vs 12.94%/yr for F50A.DE. Their correlation of 0.91 suggests significant overlap in exposure. JREG.DE charges 0.25%/yr vs 0.05%/yr for F50A.DE.
Performance
JREG.DE vs. F50A.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JREG.DE having a 10.36% return and F50A.DE slightly higher at 10.81%.
JREG.DE
- 1D
- -0.04%
- 1M
- 4.29%
- YTD
- 10.36%
- 6M
- 11.00%
- 1Y
- 22.86%
- 3Y*
- 16.95%
- 5Y*
- 13.13%
- 10Y*
- —
F50A.DE
- 1D
- -0.04%
- 1M
- 4.86%
- YTD
- 10.81%
- 6M
- 11.34%
- 1Y
- 24.34%
- 3Y*
- 17.70%
- 5Y*
- 12.94%
- 10Y*
- —
JREG.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 0.28% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 10.81% | 8.58% | 25.85% | 19.91% | -13.61% | 32.73% | -0.41% |
Correlation
The correlation between JREG.DE and F50A.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2020 | 0.91 |
The correlation between JREG.DE and F50A.DE has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
JREG.DE vs. F50A.DE — Risk / Return Rank
JREG.DE
F50A.DE
JREG.DE vs. F50A.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 Amundi Prime Global UCITS ETF Accumulating (F50A.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 | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 3.66 | +0.07 |
| Martin ratioReturn relative to average drawdown | 15.51 | 14.61 | +0.90 |
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 | F50A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.17 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.88 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.71 | +0.16 |
Drawdowns
JREG.DE vs. F50A.DE - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.56%, roughly equal to the maximum F50A.DE drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for JREG.DE and F50A.DE.
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Drawdown Indicators
| JREG.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -32.88% | -0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -6.62% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -21.49% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -21.49% | +0.07% |
Current DrawdownCurrent decline from peak | -0.42% | -0.39% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.72% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.66% | -0.19% |
Volatility
JREG.DE vs. F50A.DE - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 2.46%, while Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a volatility of 2.63%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than F50A.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 | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 2.63% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 7.95% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 11.18% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 14.60% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 17.70% | -1.74% |
JREG.DE vs. F50A.DE - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is higher than F50A.DE's 0.05% 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
JREG.DE vs. F50A.DE - Dividend Comparison
Neither JREG.DE nor F50A.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, JREG.DE and F50A.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for JREG.DE.
JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JREG.DE and 0.05% for F50A.DE.
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