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JREU.DE vs. JEGA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREU.DE vs. JEGA.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 JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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, JREU.DE achieves a 10.64% return, which is significantly higher than JEGA.DE's -1.11% return.


JREU.DE

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

JEGA.DE

1D
0.15%
1M
0.59%
YTD
-1.11%
6M
-0.63%
1Y
0.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JREU.DE and JEGA.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2023

0.34

The correlation between JREU.DE and JEGA.DE shifts across timeframes, from 0.23 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JREU.DE vs. JEGA.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: 6969
Overall Rank
JREU.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
JREU.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
JREU.DE Omega Ratio Rank: 6868
Omega Ratio Rank
JREU.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
JREU.DE Martin Ratio Rank: 7272
Martin Ratio Rank

JEGA.DE
JEGA.DE Risk / Return Rank: 88
Overall Rank
JEGA.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JEGA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
JEGA.DE Omega Ratio Rank: 88
Omega Ratio Rank
JEGA.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
JEGA.DE Martin Ratio Rank: 88
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.

JREU.DE vs. JEGA.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 JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.DEJEGA.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.40

1.00

+0.41

Calmar ratioReturn relative to maximum drawdown

3.60

-0.06

+3.66

Martin ratioReturn relative to average drawdown

13.47

-0.17

+13.64

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

The current JREU.DE Sharpe Ratio is 2.15, which is higher than the JEGA.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of JREU.DE and JEGA.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


JREU.DEJEGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

-0.07

+2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.42

+0.49

Drawdowns

JREU.DE vs. JEGA.DE - Drawdown Comparison

The maximum JREU.DE drawdown since its inception was -34.39%, which is greater than JEGA.DE's maximum drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for JREU.DE and JEGA.DE.


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Drawdown Indicators


JREU.DEJEGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.39%

-12.37%

-22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-8.21%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-23.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Current Drawdown

Current decline from peak

-0.49%

-8.66%

+8.17%

Average Drawdown

Average peak-to-trough decline

-4.52%

-4.37%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

3.06%

-1.24%

Volatility

JREU.DE vs. JEGA.DE - Volatility Comparison

JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.DE) have volatilities of 2.53% and 2.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREU.DEJEGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

2.47%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

5.52%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

7.76%

+3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

9.69%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

9.69%

+7.54%

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

JREU.DE has a 0.20% expense ratio, which is lower than JEGA.DE's 0.35% expense ratio.


Dividends

JREU.DE vs. JEGA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


JREU.DE and JEGA.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JREU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREU.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEGA.DE.

JREU.DE is categorized as Large Cap Blend Equities, while JEGA.DE is Derivative Income. Their fees differ too: 0.20% for JREU.DE and 0.35% for JEGA.DE.

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