JREU.DE vs. MVEA.DE
JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, JREU.DE returned 14.71%/yr vs 6.87%/yr for MVEA.DE. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
JREU.DE vs. MVEA.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 MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
JREU.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 24.03% | -14.67% | 42.44% | 19.50% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
Correlation
The correlation between JREU.DE and MVEA.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.80 |
Over the past year, the correlation between JREU.DE and MVEA.DE has dropped to 0.50 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
JREU.DE vs. MVEA.DE — Risk / Return Rank
JREU.DE
MVEA.DE
JREU.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.02 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 0.17 | +3.43 |
| Martin ratioReturn relative to average drawdown | 13.47 | 0.35 | +13.12 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.09 | +2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.55 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.66 | +0.24 |
Drawdowns
JREU.DE vs. MVEA.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.39%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for JREU.DE and MVEA.DE.
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Drawdown Indicators
| JREU.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -17.47% | -16.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -4.92% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -23.38% | -17.47% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -17.47% | -5.91% |
Current DrawdownCurrent decline from peak | -0.49% | -10.27% | +9.78% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -5.38% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.39% | -0.57% |
Volatility
JREU.DE vs. MVEA.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) is 2.53%, while iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) has a volatility of 2.72%. This indicates that JREU.DE experiences smaller price fluctuations and is considered to be less risky than MVEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREU.DE | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.72% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 5.90% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 8.97% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 12.27% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 12.79% | +4.44% |
JREU.DE vs. MVEA.DE - Expense Ratio Comparison
Both JREU.DE and MVEA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JREU.DE vs. MVEA.DE - Dividend Comparison
Neither JREU.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
JREU.DE and MVEA.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JREU.DE and MVEA.DE have the same expense ratio: 0.20% per year.
JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: JPMorgan and iShares.
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