JREU.DE vs. JREG.DE
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE).
JREU.DE and JREG.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. JREG.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Research Enhanced Index Equity (ESG). It was launched on Oct 10, 2018. Both JREU.DE and JREG.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.
Performance
JREU.DE vs. JREG.DE - Performance Comparison
Loading graphics...
JREU.DE vs. JREG.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) | -2.94% | 3.77% | 32.09% | 24.03% | -14.67% | 42.44% | 8.56% | 34.56% | -8.94% |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | -1.06% | 6.82% | 25.54% | 21.37% | -13.19% | 35.15% | 6.53% | 32.00% | -8.18% |
Returns By Period
In the year-to-date period, JREU.DE achieves a -2.94% return, which is significantly lower than JREG.DE's -1.06% return.
JREU.DE
- 1D
- 1.68%
- 1M
- -3.23%
- YTD
- -2.94%
- 6M
- 0.49%
- 1Y
- 9.98%
- 3Y*
- 16.05%
- 5Y*
- 12.22%
- 10Y*
- —
JREG.DE
- 1D
- 2.01%
- 1M
- -3.21%
- YTD
- -1.06%
- 6M
- 2.73%
- 1Y
- 11.57%
- 3Y*
- 14.96%
- 5Y*
- 11.15%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JREU.DE vs. JREG.DE - Expense Ratio Comparison
JREU.DE has a 0.20% expense ratio, which is lower than JREG.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JREU.DE vs. JREG.DE — Risk / Return Rank
JREU.DE
JREG.DE
JREU.DE vs. JREG.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 Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.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 | JREG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.72 | -0.14 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.05 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.35 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.40 | 6.26 | -1.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JREU.DE | JREG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.72 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.79 | +0.02 |
Correlation
The correlation between JREU.DE and JREG.DE is 0.97, 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.
Dividends
JREU.DE vs. JREG.DE - Dividend Comparison
Neither JREU.DE nor JREG.DE has paid dividends to shareholders.
Drawdowns
JREU.DE vs. JREG.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.39%, roughly equal to the maximum JREG.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for JREU.DE and JREG.DE.
Loading graphics...
Drawdown Indicators
| JREU.DE | JREG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -33.56% | -0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.63% | -13.19% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -21.42% | -1.96% |
Current DrawdownCurrent decline from peak | -4.82% | -3.51% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -4.34% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.87% | +0.36% |
Volatility
JREU.DE vs. JREG.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) is 3.74%, while JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) has a volatility of 4.36%. This indicates that JREU.DE experiences smaller price fluctuations and is considered to be less risky than JREG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JREU.DE | JREG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.36% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 8.23% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.24% | 16.04% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 14.05% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 16.07% | +1.30% |