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

Performance

JRGD.DE vs. CBUX.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 iShares Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JRGD.DE having a 10.32% return and CBUX.DE slightly lower at 10.28%.


JRGD.DE

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

CBUX.DE

1D
-1.34%
1M
-2.15%
YTD
10.28%
6M
8.97%
1Y
12.32%
3Y*
8.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
JRGD.DE
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
10.32%6.67%25.38%14.08%
CBUX.DE
iShares Global Infrastructure UCITS ETF USD (Acc)
10.28%0.69%14.63%-1.37%

Correlation

The correlation between JRGD.DE and CBUX.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.38

The correlation between JRGD.DE and CBUX.DE shifts across timeframes, from 0.23 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JRGD.DE vs. CBUX.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

CBUX.DE
CBUX.DE Risk / Return Rank: 4040
Overall Rank
CBUX.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CBUX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
CBUX.DE Omega Ratio Rank: 3131
Omega Ratio Rank
CBUX.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CBUX.DE Martin Ratio Rank: 4141
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. CBUX.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 Global Infrastructure UCITS ETF USD (Acc) (CBUX.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.DECBUX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.39

1.20

+0.19

Calmar ratioReturn relative to maximum drawdown

3.73

2.91

+0.83

Martin ratioReturn relative to average drawdown

15.47

6.42

+9.05

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

The current JRGD.DE Sharpe Ratio is 2.07, which is higher than the CBUX.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of JRGD.DE and CBUX.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.DECBUX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.18

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.60

+0.25

Drawdowns

JRGD.DE vs. CBUX.DE - Drawdown Comparison

The maximum JRGD.DE drawdown since its inception was -21.56%, which is greater than CBUX.DE's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and CBUX.DE.


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Drawdown Indicators


JRGD.DECBUX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.56%

-14.94%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-4.22%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-21.56%

-14.94%

-6.62%

Current Drawdown

Current decline from peak

-0.35%

-3.33%

+2.98%

Average Drawdown

Average peak-to-trough decline

-4.26%

-3.81%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.91%

-0.44%

Volatility

JRGD.DE vs. CBUX.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 Global Infrastructure UCITS ETF USD (Acc) (CBUX.DE) has a volatility of 3.92%. This indicates that JRGD.DE experiences smaller price fluctuations and is considered to be less risky than CBUX.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.DECBUX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

3.92%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

8.63%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

10.36%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

11.93%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

11.93%

+2.40%

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

JRGD.DE has a 0.25% expense ratio, which is lower than CBUX.DE's 0.65% expense ratio.


Dividends

JRGD.DE vs. CBUX.DE - Dividend Comparison

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


PositionTTM2025202420232022
CBUX.DE
iShares Global Infrastructure 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 CBUX.DE have a correlation of 0.23, 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 0.65% for CBUX.DE.

JRGD.DE is categorized as Global Equities, while CBUX.DE is Utilities Equities. JRGD.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while CBUX.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JRGD.DE and 0.65% for CBUX.DE.

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