JREU.DE vs. WTEF.DE
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE).
JREU.DE and WTEF.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. WTEF.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US Efficient Core UCITS. It was launched on Oct 10, 2023. Both JREU.DE and WTEF.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. WTEF.DE - Performance Comparison
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JREU.DE vs. WTEF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | -2.94% | 3.77% | 32.09% | 4.91% |
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | -2.97% | 3.44% | 28.84% | 6.12% |
Returns By Period
The year-to-date returns for both stocks are quite close, with JREU.DE having a -2.94% return and WTEF.DE slightly lower at -2.97%.
JREU.DE
- 1D
- 1.68%
- 1M
- -3.23%
- YTD
- -2.94%
- 6M
- 0.49%
- 1Y
- 9.98%
- 3Y*
- 16.05%
- 5Y*
- 12.22%
- 10Y*
- —
WTEF.DE
- 1D
- 1.85%
- 1M
- -3.60%
- YTD
- -2.97%
- 6M
- -0.56%
- 1Y
- 7.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JREU.DE vs. WTEF.DE - Expense Ratio Comparison
Both JREU.DE and WTEF.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%.
Return for Risk
JREU.DE vs. WTEF.DE — Risk / Return Rank
JREU.DE
WTEF.DE
JREU.DE vs. WTEF.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 WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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 | WTEF.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.44 | +0.14 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.71 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.10 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.98 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.40 | 3.04 | +1.36 |
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 | WTEF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.44 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.91 | -0.10 |
Correlation
The correlation between JREU.DE and WTEF.DE is 0.83, 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. WTEF.DE - Dividend Comparison
Neither JREU.DE nor WTEF.DE has paid dividends to shareholders.
Drawdowns
JREU.DE vs. WTEF.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.39%, which is greater than WTEF.DE's maximum drawdown of -22.39%. Use the drawdown chart below to compare losses from any high point for JREU.DE and WTEF.DE.
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Drawdown Indicators
| JREU.DE | WTEF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -22.39% | -12.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.63% | -12.37% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | — | — |
Current DrawdownCurrent decline from peak | -4.82% | -5.59% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -3.72% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.76% | -0.53% |
Volatility
JREU.DE vs. WTEF.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) is 3.74%, while WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a volatility of 4.34%. This indicates that JREU.DE experiences smaller price fluctuations and is considered to be less risky than WTEF.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 | WTEF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.34% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 10.32% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.24% | 17.38% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 15.12% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 15.12% | +2.25% |