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JRGD.DE vs. ASCH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRGD.DE vs. ASCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JRGD.DE achieves a 10.32% return, which is significantly lower than ASCH.DE's 28.67% return.


JRGD.DE

1D
0.00%
1M
4.30%
YTD
10.32%
6M
10.92%
1Y
22.73%
3Y*
16.83%
5Y*
10Y*

ASCH.DE

1D
-0.61%
1M
7.87%
YTD
28.67%
6M
27.76%
1Y
47.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRGD.DE vs. ASCH.DE - Yearly Performance Comparison


Correlation

The correlation between JRGD.DE and ASCH.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.72

The correlation between JRGD.DE and ASCH.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

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Return for Risk

JRGD.DE vs. ASCH.DE — Risk / Return Rank

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

JRGD.DE
JRGD.DE Risk / Return Rank: 7070
Overall Rank
JRGD.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JRGD.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
JRGD.DE Omega Ratio Rank: 6767
Omega Ratio Rank
JRGD.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
JRGD.DE Martin Ratio Rank: 8080
Martin Ratio Rank

ASCH.DE
ASCH.DE Risk / Return Rank: 8686
Overall Rank
ASCH.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ASCH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
ASCH.DE Omega Ratio Rank: 8989
Omega Ratio Rank
ASCH.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASCH.DE Martin Ratio Rank: 8080
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.

JRGD.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.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.


JRGD.DEASCH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.39

1.55

-0.16

Calmar ratioReturn relative to maximum drawdown

3.73

4.32

-0.58

Martin ratioReturn relative to average drawdown

15.47

15.34

+0.13

JRGD.DE vs. ASCH.DE - Sharpe Ratio Comparison

The current JRGD.DE Sharpe Ratio is 2.07, which is lower than the ASCH.DE Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of JRGD.DE and ASCH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JRGD.DEASCH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.97

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

2.98

-2.13

Drawdowns

JRGD.DE vs. ASCH.DE - Drawdown Comparison

The maximum JRGD.DE drawdown since its inception was -21.56%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and ASCH.DE.


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Drawdown Indicators


JRGD.DEASCH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.56%

-11.06%

-10.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-11.06%

+5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-21.56%

Current Drawdown

Current decline from peak

-0.35%

-0.61%

+0.26%

Average Drawdown

Average peak-to-trough decline

-4.26%

-1.77%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

3.12%

-1.65%

Volatility

JRGD.DE vs. ASCH.DE - Volatility Comparison

The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) is 2.43%, while abrdn Future Supply Chains UCITS ETF (ASCH.DE) has a volatility of 5.82%. This indicates that JRGD.DE experiences smaller price fluctuations and is considered to be less risky than ASCH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRGD.DEASCH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

5.82%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

13.19%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

16.09%

-5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

15.82%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

15.82%

-1.49%

JRGD.DE vs. ASCH.DE - Expense Ratio Comparison

JRGD.DE has a 0.25% expense ratio, which is lower than ASCH.DE's 0.60% expense ratio.


Dividends

JRGD.DE vs. ASCH.DE - Dividend Comparison

JRGD.DE's dividend yield for the trailing twelve months is around 0.89%, while ASCH.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
ASCH.DE
abrdn Future Supply Chains UCITS ETF
0.00%0.00%0.00%0.00%0.00%
JRGD.DE
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
0.89%0.89%0.91%0.85%1.44%

Frequently Asked Questions


JRGD.DE and ASCH.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRGD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRGD.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for ASCH.DE.

They also come from different issuers: JPMorgan and abrdn. Their fees differ too: 0.25% for JRGD.DE and 0.60% for ASCH.DE.

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