JRGD.DE vs. IS3S.DE
JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - JRGD.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 3 years, JRGD.DE returned 16.83%/yr vs 26.82%/yr for IS3S.DE. Their correlation of 0.82 suggests significant overlap in exposure. JRGD.DE charges 0.25%/yr vs 0.30%/yr for IS3S.DE.
Performance
JRGD.DE vs. IS3S.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 IS3S.DE's 35.27% return.
JRGD.DE
- 1D
- 0.00%
- 1M
- 4.30%
- YTD
- 10.32%
- 6M
- 10.92%
- 1Y
- 22.73%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
JRGD.DE vs. IS3S.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% | 10.88% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 7.49% |
Correlation
The correlation between JRGD.DE and IS3S.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2021 | 0.82 |
The correlation between JRGD.DE and IS3S.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
JRGD.DE vs. IS3S.DE — Risk / Return Rank
JRGD.DE
IS3S.DE
JRGD.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.83 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 10.36 | -6.62 |
| Martin ratioReturn relative to average drawdown | 15.47 | 39.01 | -23.54 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 4.53 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.68 | +0.16 |
Drawdowns
JRGD.DE vs. IS3S.DE - Drawdown Comparison
The maximum JRGD.DE drawdown since its inception was -21.56%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and IS3S.DE.
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Drawdown Indicators
| JRGD.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.56% | -35.18% | +13.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -6.09% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.56% | -17.80% | -3.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.83% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -5.82% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.62% | -0.15% |
Volatility
JRGD.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that JRGD.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 5.62% | -3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 11.32% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 13.93% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 13.85% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 15.76% | -1.43% |
JRGD.DE vs. IS3S.DE - Expense Ratio Comparison
JRGD.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
JRGD.DE vs. IS3S.DE - Dividend Comparison
JRGD.DE's dividend yield for the trailing twelve months is around 0.89%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor 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 IS3S.DE have a correlation of 0.79, 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 IS3S.DE.
JRGD.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JRGD.DE and 0.30% for IS3S.DE.
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