JREG.DE vs. GBLBY
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) is Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG), while GBLBY (Groep Brussel Lambert NV ADR) is a stock. Over the past 5 years, JREG.DE returned 12.60%/yr vs 0.13%/yr for GBLBY. At a 0.17 correlation, their price movements are largely independent.
Performance
JREG.DE vs. GBLBY - Performance Comparison
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Different Trading Currencies
JREG.DE is traded in EUR, while GBLBY is traded in USD. To make them comparable, the GBLBY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREG.DE achieves a 12.89% return, which is significantly higher than GBLBY's 8.85% return.
JREG.DE
- 1D
- 0.15%
- 1M
- 1.88%
- 6M
- 11.57%
- YTD
- 12.89%
- 1Y
- 23.27%
- 3Y*
- 17.75%
- 5Y*
- 12.60%
- 10Y*
- —
GBLBY
- 1D
- -0.47%
- 1M
- -1.62%
- 6M
- 5.32%
- YTD
- 8.85%
- 1Y
- 12.94%
- 3Y*
- 9.06%
- 5Y*
- 0.13%
- 10Y*
- —
JREG.DE vs. GBLBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 12.89% | 6.81% | 25.55% | 21.35% | -13.19% | 35.17% | 6.53% | 16.06% |
GBLBY Groep Brussel Lambert NV ADR | 8.85% | 23.77% | -12.00% | 7.62% | -23.66% | 33.59% | -11.52% | 7.57% |
Correlation
The correlation between JREG.DE and GBLBY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2019 | 0.17 |
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Return for Risk
JREG.DE vs. GBLBY — Risk / Return Rank
JREG.DE
GBLBY
JREG.DE vs. GBLBY - 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 Groep Brussel Lambert NV ADR (GBLBY). 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.
| JREG.DE | GBLBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 0.33 | +3.48 |
| Martin ratioReturn relative to average drawdown | 15.71 | 0.89 | +14.83 |
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Drawdowns
JREG.DE vs. GBLBY - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.57%, smaller than the maximum GBLBY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for JREG.DE and GBLBY.
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Drawdown Indicators
| JREG.DE | GBLBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -69.36% | +35.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -39.88% | +33.79% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -39.88% | +18.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -48.96% | +27.54% |
Current DrawdownCurrent decline from peak | -0.03% | -39.88% | +39.85% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -29.43% | +24.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 14.57% | -13.09% |
Volatility
JREG.DE vs. GBLBY - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 2.35%, while Groep Brussel Lambert NV ADR (GBLBY) has a volatility of 30.67%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than GBLBY 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 | GBLBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 30.67% | -28.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 79.15% | -71.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 84.15% | -72.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 83.82% | -69.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 115.30% | -98.80% |
Dividends
JREG.DE vs. GBLBY - Dividend Comparison
JREG.DE has not paid dividends to shareholders, while GBLBY's dividend yield for the trailing twelve months is around 6.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GBLBY Groep Brussel Lambert NV ADR | 6.60% | 6.25% | 4.36% | 3.55% | 3.62% | 2.63% | 2.16% |
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% |
Frequently Asked Questions
JREG.DE and GBLBY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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