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JRGD.DE vs. F50A.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRGD.DE vs. F50A.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 Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

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JRGD.DE vs. F50A.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JRGD.DE
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
-1.15%6.67%25.38%21.25%-13.07%10.88%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
-1.38%8.58%25.85%19.91%-13.26%8.86%

Returns By Period

In the year-to-date period, JRGD.DE achieves a -1.15% return, which is significantly higher than F50A.DE's -1.38% return.


JRGD.DE

1D
1.97%
1M
-3.20%
YTD
-1.15%
6M
2.63%
1Y
11.42%
3Y*
14.80%
5Y*
10Y*

F50A.DE

1D
2.07%
1M
-3.15%
YTD
-1.38%
6M
2.06%
1Y
12.61%
3Y*
15.19%
5Y*
10.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRGD.DE vs. F50A.DE - Expense Ratio Comparison

JRGD.DE has a 0.25% expense ratio, which is higher than F50A.DE's 0.05% expense ratio. However, 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

JRGD.DE vs. F50A.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: 4141
Overall Rank
JRGD.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JRGD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
JRGD.DE Omega Ratio Rank: 3636
Omega Ratio Rank
JRGD.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
JRGD.DE Martin Ratio Rank: 5555
Martin Ratio Rank

F50A.DE
F50A.DE Risk / Return Rank: 4444
Overall Rank
F50A.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 3939
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
F50A.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.

JRGD.DE vs. F50A.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 Amundi Prime Global UCITS ETF Accumulating (F50A.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.DEF50A.DEDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.79

-0.08

Sortino ratio

Return per unit of downside risk

1.04

1.14

-0.10

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.29

1.48

-0.19

Martin ratio

Return relative to average drawdown

6.11

6.39

-0.28

JRGD.DE vs. F50A.DE - Sharpe Ratio Comparison

The current JRGD.DE Sharpe Ratio is 0.71, which is comparable to the F50A.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of JRGD.DE and F50A.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


JRGD.DEF50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.79

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.64

+0.05

Correlation

The correlation between JRGD.DE and F50A.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JRGD.DE vs. F50A.DE - Dividend Comparison

JRGD.DE's dividend yield for the trailing twelve months is around 0.90%, while F50A.DE has not paid dividends to shareholders.


TTM2025202420232022
JRGD.DE
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
0.90%0.89%0.91%0.85%1.44%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%

Drawdowns

JRGD.DE vs. F50A.DE - Drawdown Comparison

The maximum JRGD.DE drawdown since its inception was -21.56%, smaller than the maximum F50A.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and F50A.DE.


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Drawdown Indicators


JRGD.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.56%

-33.56%

+12.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-13.10%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

Current Drawdown

Current decline from peak

-3.56%

-3.98%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.40%

-5.24%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.99%

-0.11%

Volatility

JRGD.DE vs. F50A.DE - Volatility Comparison

The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) is 4.31%, while Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a volatility of 4.55%. This indicates that JRGD.DE experiences smaller price fluctuations and is considered to be less risky than F50A.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.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.55%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

8.57%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

15.86%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

15.33%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.46%

17.67%

-3.21%