JREU.DE vs. XZMU.DE
Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE).
JREU.DE and XZMU.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. XZMU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA Low Carbon SRI Leaders. It was launched on May 8, 2018. Both JREU.DE and XZMU.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JREU.DE or XZMU.DE.
Key characteristics
| JREU.DE | XZMU.DE | |
|---|---|---|
| YTD Return | 31.03% | 31.67% |
| 1Y Return | 38.83% | 40.72% |
| 3Y Return (Ann) | 13.21% | 11.95% |
| 5Y Return (Ann) | 17.22% | 17.95% |
| Sharpe Ratio | 3.04 | 2.89 |
| Sortino Ratio | 4.17 | 3.89 |
| Omega Ratio | 1.63 | 1.57 |
| Calmar Ratio | 4.39 | 4.09 |
| Martin Ratio | 19.58 | 16.02 |
| Ulcer Index | 1.88% | 2.41% |
| Daily Std Dev | 12.04% | 13.31% |
| Max Drawdown | -34.39% | -33.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JREU.DE and XZMU.DE is 0.90, 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.
Performance
JREU.DE vs. XZMU.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with JREU.DE having a 31.03% return and XZMU.DE slightly higher at 31.67%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JREU.DE vs. XZMU.DE - Expense Ratio Comparison
JREU.DE has a 0.20% expense ratio, which is higher than XZMU.DE's 0.15% 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%.
Risk-Adjusted Performance
JREU.DE vs. XZMU.DE - Risk-Adjusted Performance 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 Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.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.
Dividends
JREU.DE vs. XZMU.DE - Dividend Comparison
Neither JREU.DE nor XZMU.DE has paid dividends to shareholders.
Drawdowns
JREU.DE vs. XZMU.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.39%, roughly equal to the maximum XZMU.DE drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for JREU.DE and XZMU.DE. For additional features, visit the drawdowns tool.
Volatility
JREU.DE vs. XZMU.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) is 3.49%, while Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a volatility of 3.87%. This indicates that JREU.DE experiences smaller price fluctuations and is considered to be less risky than XZMU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.