JREG.DE vs. TSWE.DE
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) are both Global Equities funds - JREG.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while TSWE.DE tracks the Solactive Sustainable World Equity. Both are passively managed. Over the past 5 years, JREG.DE returned 13.13%/yr vs 11.66%/yr for TSWE.DE. Their correlation of 0.93 suggests significant overlap in exposure. JREG.DE charges 0.25%/yr vs 0.20%/yr for TSWE.DE.
Performance
JREG.DE vs. TSWE.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 lower than TSWE.DE's 13.30% 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*
- —
TSWE.DE
- 1D
- -0.01%
- 1M
- 6.60%
- YTD
- 13.30%
- 6M
- 15.30%
- 1Y
- 25.79%
- 3Y*
- 17.12%
- 5Y*
- 11.66%
- 10Y*
- —
JREG.DE vs. TSWE.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% | -4.99% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 13.30% | 13.87% | 16.42% | 16.27% | -13.06% | 29.28% | 5.03% | 28.44% | -5.05% |
Correlation
The correlation between JREG.DE and TSWE.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.93 |
The correlation between JREG.DE and TSWE.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
JREG.DE vs. TSWE.DE — Risk / Return Rank
JREG.DE
TSWE.DE
JREG.DE vs. TSWE.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 VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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 | TSWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 3.20 | +0.54 |
| Martin ratioReturn relative to average drawdown | 15.51 | 12.60 | +2.91 |
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 | TSWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.98 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.84 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.82 | +0.05 |
Drawdowns
JREG.DE vs. TSWE.DE - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.56%, roughly equal to the maximum TSWE.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for JREG.DE and TSWE.DE.
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Drawdown Indicators
| JREG.DE | TSWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -33.61% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -8.03% | +1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -19.69% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -19.69% | -1.73% |
Current DrawdownCurrent decline from peak | -0.42% | -0.11% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.69% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 2.04% | -0.57% |
Volatility
JREG.DE vs. TSWE.DE - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 2.46%, while VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) has a volatility of 3.04%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than TSWE.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 | TSWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 3.04% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 9.89% | -2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 12.95% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 13.69% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 15.89% | +0.07% |
JREG.DE vs. TSWE.DE - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is higher than TSWE.DE's 0.20% 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. TSWE.DE - Dividend Comparison
JREG.DE has not paid dividends to shareholders, while TSWE.DE's dividend yield for the trailing twelve months is around 1.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.83% | 1.94% | 2.19% | 2.22% | 2.37% | 1.63% | 1.87% | 2.32% |
Frequently Asked Questions
With a correlation of 0.90, JREG.DE and TSWE.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, TSWE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSWE.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for JREG.DE.
JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while TSWE.DE tracks Solactive Sustainable World Equity. They also come from different issuers: JPMorgan and VanEck. Their fees differ too: 0.25% for JREG.DE and 0.20% for TSWE.DE.
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