JRGD.DE vs. CBUI.DE
JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and CBUI.DE (iShares MSCI World Value Factor ESG UCITS ETF USD Acc) are both Global Equities funds - JRGD.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while CBUI.DE tracks the MSCI World Value ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, JRGD.DE returned 16.83%/yr vs 21.76%/yr for CBUI.DE. Their correlation of 0.88 suggests significant overlap in exposure. JRGD.DE charges 0.25%/yr vs 0.30%/yr for CBUI.DE.
Performance
JRGD.DE vs. CBUI.DE - Performance Comparison
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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 CBUI.DE's 20.05% return.
JRGD.DE
- 1D
- 0.00%
- 1M
- 4.30%
- YTD
- 10.32%
- 6M
- 10.92%
- 1Y
- 22.73%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
CBUI.DE
- 1D
- 0.22%
- 1M
- 8.37%
- YTD
- 20.05%
- 6M
- 22.81%
- 1Y
- 44.12%
- 3Y*
- 21.76%
- 5Y*
- —
- 10Y*
- —
JRGD.DE vs. CBUI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.32% | 6.67% | 25.38% | 21.25% | -13.07% | 5.57% |
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 20.05% | 20.98% | 13.82% | 15.94% | -6.30% | 6.27% |
Correlation
The correlation between JRGD.DE and CBUI.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.88 |
The correlation between JRGD.DE and CBUI.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
JRGD.DE vs. CBUI.DE — Risk / Return Rank
JRGD.DE
CBUI.DE
JRGD.DE vs. CBUI.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 iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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.DE | CBUI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.60 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 6.92 | -3.19 |
| Martin ratioReturn relative to average drawdown | 15.47 | 26.41 | -10.95 |
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
| JRGD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 3.41 | -1.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 1.05 | -0.20 |
Drawdowns
JRGD.DE vs. CBUI.DE - Drawdown Comparison
The maximum JRGD.DE drawdown since its inception was -21.56%, which is greater than CBUI.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and CBUI.DE.
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Drawdown Indicators
| JRGD.DE | CBUI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.56% | -19.48% | -2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -6.34% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.56% | -19.48% | -2.08% |
Current DrawdownCurrent decline from peak | -0.35% | -0.22% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -3.23% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.67% | -0.20% |
Volatility
JRGD.DE vs. CBUI.DE - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) is 2.43%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that JRGD.DE experiences smaller price fluctuations and is considered to be less risky than CBUI.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.DE | CBUI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 3.73% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 9.76% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 12.88% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 14.21% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 14.21% | +0.12% |
JRGD.DE vs. CBUI.DE - Expense Ratio Comparison
JRGD.DE has a 0.25% expense ratio, which is lower than CBUI.DE's 0.30% expense ratio.
Dividends
JRGD.DE vs. CBUI.DE - Dividend Comparison
JRGD.DE's dividend yield for the trailing twelve months is around 0.89%, while CBUI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CBUI.DE iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 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 CBUI.DE have a correlation of 0.81, 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 0.30% for CBUI.DE.
JRGD.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JRGD.DE and 0.30% for CBUI.DE.
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