JREU.DE vs. JEGA.DE
JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEGA.DE (JPMorgan Global Equity Premium Income Active UCITS ETF USD (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 JEGA.DE is a Derivative Income fund actively managed by JPMorgan. JREU.DE is passively managed, while JEGA.DE is actively managed. Over the past year, JREU.DE returned 24.47% vs 0.17% for JEGA.DE. At a 0.34 correlation, their price movements are largely independent. JREU.DE charges 0.20%/yr vs 0.35%/yr for JEGA.DE.
Performance
JREU.DE vs. JEGA.DE - Performance Comparison
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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*
- —
JREU.DE vs. JEGA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 2.08% |
JEGA.DE JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | -1.11% | -0.34% | 14.24% | -1.96% |
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
JREU.DE
JEGA.DE
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.DE | JEGA.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JREU.DE | JEGA.DE | Difference | |
|---|---|---|---|
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.DE | JEGA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.49% | -8.66% | +8.17% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -4.37% | -0.15% |
Ulcer IndexDepth 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.DE | JEGA.DE | Difference | |
|---|---|---|---|
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.
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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