JREU.L vs. BRK-B

Last updated Apr 3, 2026

Compare and contrast key facts about JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and Berkshire Hathaway Inc. (BRK-B).

JREU.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 10, 2018.

Performance

JREU.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

JREU.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)	-4.39%	16.30%	25.12%	28.35%	-18.91%	30.58%	19.61%	30.54%	-9.83%
BRK-B Berkshire Hathaway Inc.	-5.03%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	-2.69%

Returns By Period

In the year-to-date period, JREU.L achieves a -4.39% return, which is significantly higher than BRK-B's -5.03% return.

JREU.L

• 1D: -0.36%
• 1M: -3.00%
• YTD: -4.39%
• 6M: -1.02%
• 1Y: 17.08%
• 3Y*: 18.27%
• 5Y*: 11.84%
• 10Y*: —

BRK-B

• 1D: -0.24%
• 1M: -0.83%
• YTD: -5.03%
• 6M: -3.74%
• 1Y: -11.23%
• 3Y*: 15.44%
• 5Y*: 13.08%
• 10Y*: 12.79%

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

Return for Risk

JREU.L vs. BRK-B — Risk / Return Rank

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

JREU.L

JREU.L Risk / Return Rank: 67
JREU.L Sharpe Ratio Rank: 57
JREU.L Sortino Ratio Rank: 57
JREU.L Omega Ratio Rank: 57
JREU.L Calmar Ratio Rank: 78
JREU.L Martin Ratio Rank: 85

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 17

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.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and Berkshire Hathaway Inc. (BRK-B). 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.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.06	-0.62	+1.68
Sortino ratio Return per unit of downside risk	1.56	-0.73	+2.29
Omega ratio Gain probability vs. loss probability	1.23	0.90	+0.32
Calmar ratio Return relative to maximum drawdown	2.55	-0.70	+3.25
Martin ratio Return relative to average drawdown	11.40	-1.19	+12.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JREU.L vs. BRK-B - Sharpe Ratio Comparison

The current JREU.L Sharpe Ratio is 1.06, which is higher than the BRK-B Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of JREU.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JREU.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	-0.62	+1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.76	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.48	+0.31

Correlation

The correlation between JREU.L and BRK-B is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JREU.L vs. BRK-B - Dividend Comparison

Neither JREU.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

JREU.L vs. BRK-B - Drawdown Comparison

The maximum JREU.L drawdown since its inception was -34.56%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for JREU.L and BRK-B.

Drawdown Indicators

	JREU.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-34.56%	-53.86%	+19.30%
Max Drawdown (1Y) Largest decline over 1 year	-8.49%	-14.95%	+6.46%
Max Drawdown (5Y) Largest decline over 5 years	-24.31%	-26.58%	+2.27%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-5.79%	-11.57%	+5.78%
Average Drawdown Average peak-to-trough decline	-5.09%	-11.07%	+5.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	8.75%	-6.87%

Volatility

JREU.L vs. BRK-B - Volatility Comparison

JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) has a higher volatility of 4.53% compared to Berkshire Hathaway Inc. (BRK-B) at 4.12%. This indicates that JREU.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JREU.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	4.12%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	8.48%	11.11%	-2.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.00%	18.30%	-2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	17.20%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.94%	19.44%	-1.50%