JREU.DE vs. 6PSE.DE
JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and 6PSE.DE (Invesco MSCI USA UCITS ETF Dist) are both Large Cap Blend Equities funds - JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while 6PSE.DE tracks the MSCI USA. Both are passively managed. Over the past 3 years, JREU.DE returned 18.43%/yr vs 19.57%/yr for 6PSE.DE. With a 0.99 correlation, they move nearly in lockstep. JREU.DE charges 0.20%/yr vs 0.05%/yr for 6PSE.DE.
Performance
JREU.DE vs. 6PSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREU.DE achieves a 10.16% return, which is significantly lower than 6PSE.DE's 11.77% return.
JREU.DE
- 1D
- -1.06%
- 1M
- 0.28%
- YTD
- 10.16%
- 6M
- 10.46%
- 1Y
- 23.79%
- 3Y*
- 18.43%
- 5Y*
- 13.84%
- 10Y*
- —
6PSE.DE
- 1D
- 0.00%
- 1M
- 1.28%
- YTD
- 11.77%
- 6M
- 12.11%
- 1Y
- 25.75%
- 3Y*
- 19.57%
- 5Y*
- —
- 10Y*
- —
JREU.DE vs. 6PSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.16% | 3.77% | 32.09% | 24.03% | -7.14% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.77% | 4.78% | 32.52% | 23.62% | -7.70% |
Correlation
The correlation between JREU.DE and 6PSE.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.99 |
The correlation between JREU.DE and 6PSE.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
JREU.DE vs. 6PSE.DE — Risk / Return Rank
JREU.DE
6PSE.DE
JREU.DE vs. 6PSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.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.
| JREU.DE | 6PSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.54 | -0.06 |
| Martin ratioReturn relative to average drawdown | 12.85 | 12.23 | +0.62 |
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Drawdowns
JREU.DE vs. 6PSE.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.40%, which is greater than 6PSE.DE's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for JREU.DE and 6PSE.DE.
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Drawdown Indicators
| JREU.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -23.70% | -10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -7.31% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -23.70% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | — | — |
Current DrawdownCurrent decline from peak | -1.06% | -0.01% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -4.79% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.11% | -0.26% |
Volatility
JREU.DE vs. 6PSE.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a higher volatility of 3.44% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 3.23%. This indicates that JREU.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREU.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.23% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 8.09% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 12.05% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 15.41% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 15.41% | +2.36% |
JREU.DE vs. 6PSE.DE - Expense Ratio Comparison
JREU.DE has a 0.20% expense ratio, which is higher than 6PSE.DE's 0.05% 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
JREU.DE vs. 6PSE.DE - Dividend Comparison
JREU.DE has not paid dividends to shareholders, while 6PSE.DE's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.07% | 1.16% | 1.26% | 1.51% | 1.69% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, JREU.DE and 6PSE.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, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for JREU.DE.
JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while 6PSE.DE tracks MSCI USA. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.20% for JREU.DE and 0.05% for 6PSE.DE.
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