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JREU.DE vs. UBUR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREU.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE). The values are adjusted to include any dividend payments, if applicable.

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

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


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREU.DE
JREU.DE Risk / Return Rank: 7373
Overall Rank
JREU.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JREU.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
JREU.DE Omega Ratio Rank: 7272
Omega Ratio Rank
JREU.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
JREU.DE Martin Ratio Rank: 7777
Martin Ratio Rank

UBUR.DE
UBUR.DE Risk / Return Rank: 1919
Overall Rank
UBUR.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 1717
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 1919
Martin Ratio Rank
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. 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.DEUBUR.DEDifference
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

JREU.DE vs. UBUR.DE - Sharpe Ratio Comparison

The current JREU.DE Sharpe Ratio is 2.02, which is higher than the UBUR.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of JREU.DE and UBUR.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.


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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.DEUBUR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.06%

-6.37%

+5.31%

Average Drawdown

Average peak-to-trough decline

-5.36%

-5.83%

+0.47%

Ulcer Index

Depth 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.DEUBUR.DEDifference

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%.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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