JREG.DE vs. JEST.DE
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEST.DE (JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc) are both exchange-traded funds - JREG.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG), while JEST.DE is a Ultrashort Bond fund actively managed by JPMorgan. JREG.DE is passively managed, while JEST.DE is actively managed. Over the past 5 years, JREG.DE returned 12.60%/yr vs 2.04%/yr for JEST.DE. At a 0.05 correlation, their price movements are largely independent. JREG.DE charges 0.25%/yr vs 0.18%/yr for JEST.DE.
Performance
JREG.DE vs. JEST.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREG.DE achieves a 12.89% return, which is significantly higher than JEST.DE's 1.16% 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*
- —
JEST.DE
- 1D
- -0.00%
- 1M
- 0.20%
- 6M
- 1.04%
- YTD
- 1.16%
- 1Y
- 2.14%
- 3Y*
- 3.28%
- 5Y*
- 2.04%
- 10Y*
- —
JREG.DE vs. JEST.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) | 12.89% | 6.81% | 25.55% | 21.35% | -13.19% | 35.17% | 6.53% | 32.02% | -20.80% |
JEST.DE JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc | 1.16% | 2.61% | 3.93% | 3.33% | -0.45% | -0.39% | -0.19% | 0.19% | -0.36% |
Correlation
The correlation between JREG.DE and JEST.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.05 |
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. JEST.DE — Risk / Return Rank
JREG.DE
JEST.DE
JREG.DE vs. JEST.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 JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc (JEST.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.
| JREG.DE | JEST.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.84 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 5.65 | -1.85 |
| Martin ratioReturn relative to average drawdown | 15.71 | 29.32 | -13.60 |
Loading charts...
Drawdowns
JREG.DE vs. JEST.DE - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.57%, which is greater than JEST.DE's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for JREG.DE and JEST.DE.
Loading charts...
Drawdown Indicators
| JREG.DE | JEST.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -2.16% | -31.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -0.37% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -0.37% | -21.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -1.32% | -20.10% |
Current DrawdownCurrent decline from peak | -0.03% | -0.04% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -0.42% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 0.07% | +1.41% |
Volatility
JREG.DE vs. JEST.DE - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) has a higher volatility of 2.35% compared to JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc (JEST.DE) at 0.14%. This indicates that JREG.DE's price experiences larger fluctuations and is considered to be riskier than JEST.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREG.DE | JEST.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 0.14% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 0.55% | +7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 0.61% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 0.48% | +13.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 0.70% | +15.80% |
JREG.DE vs. JEST.DE - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is higher than JEST.DE's 0.18% 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. JEST.DE - Dividend Comparison
Neither JREG.DE nor JEST.DE has paid dividends to shareholders.
Frequently Asked Questions
JREG.DE and JEST.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEST.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEST.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for JREG.DE.
JREG.DE is categorized as Global Equities, while JEST.DE is Ultrashort Bond. Their fees differ too: 0.25% for JREG.DE and 0.18% for JEST.DE.
Find the right allocation for JREG.DE and JEST.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