JREU.L vs. JREE.DE
Compare and contrast key facts about 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).
JREU.L and JREE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. JREE.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Europe Research Enhanced Index Equity (ESG). It was launched on Jun 30, 2020. Both JREU.L and JREE.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.L vs. JREE.DE - Performance Comparison
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JREU.L vs. JREE.DE - 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% |
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*
- —
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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
JREU.L
JREE.DE
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.L | JREE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.18 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.63 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.85 | +0.71 |
Martin ratioReturn relative to average drawdown | 11.40 | 7.18 | +4.22 |
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.L | JREE.DE | Difference | |
|---|---|---|---|
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.
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.L | JREE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.79% | -5.81% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -4.63% | -0.46% |
Ulcer IndexDepth 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.L | JREE.DE | Difference | |
|---|---|---|---|
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% |