JREM.DE vs. ACUG.DE

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE).

JREM.DE and ACUG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. ACUG.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Emerging Markets SRI Filtered PAB. It was launched on Oct 24, 2019. Both JREM.DE and ACUG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

JREM.DE vs. ACUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE). The values are adjusted to include any dividend payments, if applicable.

JREM.DE vs. ACUG.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	8.08%	19.77%	12.75%	4.21%	-15.62%	-1.48%
ACUG.DE Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)	3.38%	13.06%	11.24%	-2.80%	-11.79%	-4.08%

Returns By Period

In the year-to-date period, JREM.DE achieves a 8.08% return, which is significantly higher than ACUG.DE's 3.38% return.

JREM.DE

• 1D: 3.73%
• 1M: -5.07%
• YTD: 8.08%
• 6M: 11.86%
• 1Y: 27.32%
• 3Y*: 14.05%
• 5Y*: 4.32%
• 10Y*: —

ACUG.DE

• 1D: 2.78%
• 1M: -4.22%
• YTD: 3.38%
• 6M: 4.18%
• 1Y: 20.32%
• 3Y*: 8.64%
• 5Y*: —
• 10Y*: —

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

JREM.DE vs. ACUG.DE - Expense Ratio Comparison

JREM.DE has a 0.30% expense ratio, which is higher than ACUG.DE's 0.25% expense ratio.

JREM.DE

JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)

ACUG.DE

Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)

Return for Risk

JREM.DE vs. ACUG.DE — Risk / Return Rank

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

JREM.DE

JREM.DE Risk / Return Rank: 76
JREM.DE Sharpe Ratio Rank: 76
JREM.DE Sortino Ratio Rank: 74
JREM.DE Omega Ratio Rank: 71
JREM.DE Calmar Ratio Rank: 81
JREM.DE Martin Ratio Rank: 77

ACUG.DE

ACUG.DE Risk / Return Rank: 60
ACUG.DE Sharpe Ratio Rank: 58
ACUG.DE Sortino Ratio Rank: 56
ACUG.DE Omega Ratio Rank: 54
ACUG.DE Calmar Ratio Rank: 69
ACUG.DE Martin Ratio Rank: 61

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.

JREM.DE vs. ACUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.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.

	JREM.DE	ACUG.DE	Difference
Sharpe ratio Return per unit of total volatility	1.45	1.10	+0.35
Sortino ratio Return per unit of downside risk	1.96	1.55	+0.42
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	2.61	2.02	+0.59
Martin ratio Return relative to average drawdown	9.27	6.83	+2.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JREM.DE vs. ACUG.DE - Sharpe Ratio Comparison

The current JREM.DE Sharpe Ratio is 1.45, which is higher than the ACUG.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of JREM.DE and ACUG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JREM.DE	ACUG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	1.10	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.09	+0.34

Correlation

The correlation between JREM.DE and ACUG.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

JREM.DE vs. ACUG.DE - Dividend Comparison

JREM.DE has not paid dividends to shareholders, while ACUG.DE's dividend yield for the trailing twelve months is around 1.87%.

	TTM	2025	2024	2023	2022	2021
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ACUG.DE Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)	1.87%	1.93%	2.11%	2.26%	2.28%	1.69%

Drawdowns

JREM.DE vs. ACUG.DE - Drawdown Comparison

The maximum JREM.DE drawdown since its inception was -30.28%, which is greater than ACUG.DE's maximum drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for JREM.DE and ACUG.DE.

Drawdown Indicators

	JREM.DE	ACUG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.28%	-26.17%	-4.11%
Max Drawdown (1Y) Largest decline over 1 year	-13.91%	-13.71%	-0.20%
Max Drawdown (5Y) Largest decline over 5 years	-25.75%	—	—
Current Drawdown Current decline from peak	-6.84%	-7.01%	+0.17%
Average Drawdown Average peak-to-trough decline	-10.90%	-12.98%	+2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	3.08%	-0.04%

Volatility

JREM.DE vs. ACUG.DE - Volatility Comparison

JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a higher volatility of 7.90% compared to Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) at 6.38%. This indicates that JREM.DE's price experiences larger fluctuations and is considered to be riskier than ACUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JREM.DE	ACUG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.90%	6.38%	+1.52%
Volatility (6M) Calculated over the trailing 6-month period	13.60%	12.51%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	18.83%	18.40%	+0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.46%	16.66%	-0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.80%	16.66%	+2.14%