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JREU.L vs. JREE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JREU.L vs. JREE.DE - 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 JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE). The values are adjusted to include any dividend payments, if applicable.

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JREU.L vs. JREE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
JREE.DE
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)
-0.32%35.63%0.52%20.78%-14.47%15.78%7.61%28.08%-7.62%
Different Trading Currencies

JREU.L is traded in USD, while JREE.DE is traded in EUR. To make them comparable, the JREE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JREU.L achieves a -4.39% return, which is significantly lower than JREE.DE's -0.32% 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*

JREE.DE

1D
-0.57%
1M
-1.91%
YTD
-0.32%
6M
5.09%
1Y
20.75%
3Y*
13.99%
5Y*
9.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JREU.L vs. JREE.DE - Expense Ratio Comparison

JREU.L has a 0.20% expense ratio, which is lower than JREE.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JREU.L vs. JREE.DE — 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: 6767
Overall Rank
JREU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JREU.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
JREU.L Omega Ratio Rank: 5757
Omega Ratio Rank
JREU.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
JREU.L Martin Ratio Rank: 8585
Martin Ratio Rank

JREE.DE
JREE.DE Risk / Return Rank: 4848
Overall Rank
JREE.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JREE.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
JREE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
JREE.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
JREE.DE Martin Ratio Rank: 5656
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.L vs. JREE.DE - 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 JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.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.LJREE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.18

-0.12

Sortino ratio

Return per unit of downside risk

1.56

1.63

-0.06

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

2.55

1.85

+0.71

Martin ratio

Return relative to average drawdown

11.40

7.18

+4.22

JREU.L vs. JREE.DE - Sharpe Ratio Comparison

The current JREU.L Sharpe Ratio is 1.06, which is comparable to the JREE.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of JREU.L and JREE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JREU.LJREE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.18

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.52

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.54

+0.25

Correlation

The correlation between JREU.L and JREE.DE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JREU.L vs. JREE.DE - Dividend Comparison

Neither JREU.L nor JREE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JREU.L vs. JREE.DE - Drawdown Comparison

The maximum JREU.L drawdown since its inception was -34.56%, roughly equal to the maximum JREE.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for JREU.L and JREE.DE.


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Drawdown Indicators


JREU.LJREE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-35.62%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-10.01%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-19.02%

-5.29%

Current Drawdown

Current decline from peak

-5.79%

-5.81%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.09%

-4.63%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.54%

-0.66%

Volatility

JREU.L vs. JREE.DE - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) is 4.53%, while JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 6.13%. This indicates that JREU.L experiences smaller price fluctuations and is considered to be less risky than JREE.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.LJREE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

6.13%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

10.53%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

17.47%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

17.64%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

18.92%

-0.98%