JREU.DE vs. F500.DE

Last updated Jun 5, 2026

JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) are both exchange-traded funds - JREU.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG), while F500.DE is a S&P 500 fund tracking the S&P 500 ESG+. Both are passively managed. Over the past 5 years, JREU.DE returned 14.71%/yr vs 15.55%/yr for F500.DE. With a 0.99 correlation, they move nearly in lockstep. JREU.DE charges 0.20%/yr vs 0.12%/yr for F500.DE.

Performance

JREU.DE vs. F500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JREU.DE having a 10.64% return and F500.DE slightly higher at 11.02%.

JREU.DE

• 1D: -0.14%
• 1M: 3.76%
• YTD: 10.64%
• 6M: 10.24%
• 1Y: 24.47%
• 3Y*: 18.34%
• 5Y*: 14.71%
• 10Y*: —

F500.DE

• 1D: 0.66%
• 1M: 4.22%
• YTD: 11.02%
• 6M: 11.00%
• 1Y: 28.38%
• 3Y*: 18.57%
• 5Y*: 15.55%
• 10Y*: —

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

JREU.DE vs. F500.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	10.64%	3.77%	32.09%	24.03%	-14.67%	42.44%	8.56%	34.56%	-8.94%
F500.DE Amundi S&P 500 ESG UCITS ETF Acc	11.02%	5.41%	31.71%	24.10%	-14.24%	43.57%	6.01%	34.18%	-8.88%

Correlation

The correlation between JREU.DE and F500.DE is 0.96 - 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018	0.99

The correlation between JREU.DE and F500.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

Return for Risk

JREU.DE vs. F500.DE — Risk / Return Rank

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

JREU.DE

JREU.DE Risk / Return Rank: 69
JREU.DE Sharpe Ratio Rank: 66
JREU.DE Sortino Ratio Rank: 64
JREU.DE Omega Ratio Rank: 68
JREU.DE Calmar Ratio Rank: 73
JREU.DE Martin Ratio Rank: 72

F500.DE

F500.DE Risk / Return Rank: 77
F500.DE Sharpe Ratio Rank: 77
F500.DE Sortino Ratio Rank: 75
F500.DE Omega Ratio Rank: 77
F500.DE Calmar Ratio Rank: 78
F500.DE Martin Ratio Rank: 78

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.

JREU.DE vs. F500.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 Amundi S&P 500 ESG UCITS ETF Acc (F500.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.

	JREU.DE	F500.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.44	-0.29
Sortino ratio: Return per unit of downside risk	2.93	3.34	-0.41
Omega ratio: Gain probability vs. loss probability	1.40	1.45	-0.04
Calmar ratio: Return relative to maximum drawdown	3.60	3.88	-0.29
Martin ratio: Return relative to average drawdown	13.47	14.92	-1.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JREU.DE vs. F500.DE - Sharpe Ratio Comparison

The current JREU.DE Sharpe Ratio is 2.15, which is comparable to the F500.DE Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of JREU.DE and F500.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.

Sharpe Ratios by Period

	JREU.DE	F500.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	2.44	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	1.00	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.87	+0.03

Drawdowns

JREU.DE vs. F500.DE - Drawdown Comparison

The maximum JREU.DE drawdown since its inception was -34.39%, roughly equal to the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for JREU.DE and F500.DE.

Drawdown Indicators

	JREU.DE	F500.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.39%	-33.80%	-0.59%
Max Drawdown (1Y) Largest decline over 1 year	-6.81%	-7.33%	+0.52%
Max Drawdown (3Y) Largest decline over 3 years	-23.38%	-23.49%	+0.11%
Max Drawdown (5Y) Largest decline over 5 years	-23.38%	-23.49%	+0.11%
Current Drawdown Current decline from peak	-0.49%	0.00%	-0.49%
Average Drawdown Average peak-to-trough decline	-4.52%	-4.64%	+0.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	1.91%	-0.09%

Volatility

JREU.DE vs. F500.DE - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) is 2.53%, while Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a volatility of 2.88%. This indicates that JREU.DE experiences smaller price fluctuations and is considered to be less risky than F500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JREU.DE	F500.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	2.88%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	7.43%	7.78%	-0.35%
Volatility (1Y) Calculated over the trailing 1-year period	11.42%	11.68%	-0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.28%	15.31%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.23%	17.00%	+0.23%

JREU.DE vs. F500.DE - Expense Ratio Comparison

JREU.DE has a 0.20% expense ratio, which is higher than F500.DE's 0.12% 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. F500.DE - Dividend Comparison

Neither JREU.DE nor F500.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JREU.DE and F500.DE in my portfolio?

With a correlation of 0.96, JREU.DE and F500.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.

Which ETF is better, JREU.DE or F500.DE?

On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JREU.DE or F500.DE?

F500.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for JREU.DE.

What is the main difference between JREU.DE and F500.DE?

JREU.DE is categorized as Large Cap Blend Equities, while F500.DE is S&P 500. JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while F500.DE tracks S&P 500 ESG+. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.20% for JREU.DE and 0.12% for F500.DE.