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JREG.DE vs. TSWE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREG.DE vs. TSWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREG.DE vs. TSWE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREG.DE
JREG.DE Risk / Return Rank: 6969
Overall Rank
JREG.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JREG.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
JREG.DE Omega Ratio Rank: 6666
Omega Ratio Rank
JREG.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
JREG.DE Martin Ratio Rank: 8080
Martin Ratio Rank

TSWE.DE
TSWE.DE Risk / Return Rank: 6363
Overall Rank
TSWE.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TSWE.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
TSWE.DE Omega Ratio Rank: 6262
Omega Ratio Rank
TSWE.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
TSWE.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DETSWE.DEDifference
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

JREG.DE vs. TSWE.DE - Sharpe Ratio Comparison

The current JREG.DE Sharpe Ratio is 2.07, which is comparable to the TSWE.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of JREG.DE and TSWE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JREG.DETSWE.DEDifference

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.DETSWE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.42%

-0.11%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.26%

-4.69%

+0.43%

Ulcer Index

Depth 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.DETSWE.DEDifference

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%.


PositionTTM2025202420232022202120202019
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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