JREU.DE vs. IS3R.DE
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE).
JREU.DE and IS3R.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREU.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Research Enhanced Index Equity (ESG). It was launched on Oct 10, 2018. IS3R.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum. It was launched on Oct 3, 2014. Both JREU.DE and IS3R.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JREU.DE or IS3R.DE.
Key characteristics
| JREU.DE | IS3R.DE | |
|---|---|---|
| YTD Return | 31.03% | 36.63% |
| 1Y Return | 38.83% | 42.98% |
| 3Y Return (Ann) | 13.21% | 8.46% |
| 5Y Return (Ann) | 17.22% | 13.75% |
| Sharpe Ratio | 3.04 | 2.48 |
| Sortino Ratio | 4.17 | 3.14 |
| Omega Ratio | 1.63 | 1.49 |
| Calmar Ratio | 4.39 | 2.83 |
| Martin Ratio | 19.58 | 11.61 |
| Ulcer Index | 1.88% | 3.56% |
| Daily Std Dev | 12.04% | 16.57% |
| Max Drawdown | -34.39% | -30.77% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JREU.DE and IS3R.DE is 0.88, 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.
Performance
JREU.DE vs. IS3R.DE - Performance Comparison
In the year-to-date period, JREU.DE achieves a 31.03% return, which is significantly lower than IS3R.DE's 36.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JREU.DE vs. IS3R.DE - Expense Ratio Comparison
JREU.DE has a 0.20% expense ratio, which is lower than IS3R.DE's 0.30% expense ratio.
Risk-Adjusted Performance
JREU.DE vs. IS3R.DE - Risk-Adjusted Performance 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 iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
Dividends
JREU.DE vs. IS3R.DE - Dividend Comparison
Neither JREU.DE nor IS3R.DE has paid dividends to shareholders.
Drawdowns
JREU.DE vs. IS3R.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.39%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for JREU.DE and IS3R.DE. For additional features, visit the drawdowns tool.
Volatility
JREU.DE vs. IS3R.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a higher volatility of 3.49% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) at 2.74%. This indicates that JREU.DE's price experiences larger fluctuations and is considered to be riskier than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.