JREU.DE vs. UBUR.DE
JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 5 years, JREU.DE returned 13.84%/yr vs 7.54%/yr for UBUR.DE. A 0.68 correlation means they provide meaningful diversification when combined. JREU.DE charges 0.20%/yr vs 0.18%/yr for UBUR.DE.
Performance
JREU.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREU.DE achieves a 10.16% return, which is significantly higher than UBUR.DE's 5.99% return.
JREU.DE
- 1D
- -1.06%
- 1M
- 0.28%
- YTD
- 10.16%
- 6M
- 10.46%
- 1Y
- 23.79%
- 3Y*
- 18.43%
- 5Y*
- 13.84%
- 10Y*
- —
UBUR.DE
- 1D
- -0.03%
- 1M
- 3.23%
- YTD
- 5.99%
- 6M
- 6.88%
- 1Y
- 6.70%
- 3Y*
- 8.11%
- 5Y*
- 7.54%
- 10Y*
- 9.24%
JREU.DE vs. UBUR.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) | 10.16% | 3.77% | 32.09% | 24.03% | -14.69% | 42.48% | 8.54% | 34.59% | -21.12% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 5.99% | -5.50% | 20.30% | 3.14% | -1.97% | 35.27% | -5.38% | 32.02% | -6.86% |
Correlation
The correlation between JREU.DE and UBUR.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.68 |
Over the past year, the correlation between JREU.DE and UBUR.DE has dropped to 0.12 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
JREU.DE vs. UBUR.DE — Risk / Return Rank
JREU.DE
UBUR.DE
JREU.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREU.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.11 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 0.86 | +2.62 |
| Martin ratioReturn relative to average drawdown | 12.85 | 2.03 | +10.82 |
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Drawdowns
JREU.DE vs. UBUR.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.40%, roughly equal to the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for JREU.DE and UBUR.DE.
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Drawdown Indicators
| JREU.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.40% | -35.34% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -7.81% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -14.40% | -8.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -14.40% | -8.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -1.06% | -6.37% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.83% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 3.30% | -1.45% |
Volatility
JREU.DE vs. UBUR.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) is 3.44%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 4.18%. This indicates that JREU.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 4.18% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 7.74% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 10.59% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 12.43% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 14.14% | +3.63% |
JREU.DE vs. UBUR.DE - Expense Ratio Comparison
JREU.DE has a 0.20% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JREU.DE vs. UBUR.DE - Dividend Comparison
JREU.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.79% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% |
Frequently Asked Questions
JREU.DE and UBUR.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for JREU.DE.
JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.20% for JREU.DE and 0.18% for UBUR.DE.
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