JREU.DE vs. JEIA.DE

Last updated Jun 5, 2026

JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEIA.DE (JPMorgan US 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 JEIA.DE is a Derivative Income fund actively managed by JPMorgan. JREU.DE is passively managed, while JEIA.DE is actively managed. Over the past year, JREU.DE returned 24.47% vs 6.78% for JEIA.DE. A 0.67 correlation means they provide meaningful diversification when combined. JREU.DE charges 0.20%/yr vs 0.35%/yr for JEIA.DE.

Performance

JREU.DE vs. JEIA.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 US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JREU.DE achieves a 10.64% return, which is significantly higher than JEIA.DE's 1.24% 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*: —

JEIA.DE

• 1D: 0.28%
• 1M: 0.19%
• YTD: 1.24%
• 6M: 1.04%
• 1Y: 6.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	10.64%	3.77%	2.41%
JEIA.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)	1.24%	-4.14%	0.91%

Correlation

The correlation between JREU.DE and JEIA.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024	0.67

The correlation between JREU.DE and JEIA.DE has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

Return for Risk

JREU.DE vs. JEIA.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

JEIA.DE

JEIA.DE Risk / Return Rank: 24
JEIA.DE Sharpe Ratio Rank: 23
JEIA.DE Sortino Ratio Rank: 22
JEIA.DE Omega Ratio Rank: 22
JEIA.DE Calmar Ratio Rank: 27
JEIA.DE Martin Ratio Rank: 27

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. JEIA.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 US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.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	JEIA.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.15	0.78	+1.36
Sortino ratio: Return per unit of downside risk	2.93	1.14	+1.78
Omega ratio: Gain probability vs. loss probability	1.40	1.14	+0.26
Calmar ratio: Return relative to maximum drawdown	3.60	1.29	+2.30
Martin ratio: Return relative to average drawdown	13.47	3.58	+9.89
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. JEIA.DE - Sharpe Ratio Comparison

The current JREU.DE Sharpe Ratio is 2.15, which is higher than the JEIA.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JREU.DE and JEIA.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	JEIA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	0.78	+1.36
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	-0.11	+1.01

Drawdowns

JREU.DE vs. JEIA.DE - Drawdown Comparison

The maximum JREU.DE drawdown since its inception was -34.39%, which is greater than JEIA.DE's maximum drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for JREU.DE and JEIA.DE.

Drawdown Indicators

	JREU.DE	JEIA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.39%	-18.73%	-15.66%
Max Drawdown (1Y) Largest decline over 1 year	-6.81%	-5.05%	-1.76%
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%	-6.16%	+5.67%
Average Drawdown Average peak-to-trough decline	-4.52%	-7.29%	+2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	1.83%	-0.01%

Volatility

JREU.DE vs. JEIA.DE - Volatility Comparison

JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a higher volatility of 2.53% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) at 2.09%. This indicates that JREU.DE's price experiences larger fluctuations and is considered to be riskier than JEIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JREU.DE	JEIA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	2.09%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	7.43%	5.32%	+2.11%
Volatility (1Y) Calculated over the trailing 1-year period	11.42%	8.34%	+3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.28%	12.47%	+2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.23%	12.47%	+4.76%

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

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

Dividends

JREU.DE vs. JEIA.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

JREU.DE and JEIA.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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.

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

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

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

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