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

Performance

JRGD.DE vs. WEBN.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 All Country World UCITS ETF Acc EUR (WEBN.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 WEBN.DE's 12.37% return.


JRGD.DE

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

WEBN.DE

1D
-0.24%
1M
3.95%
YTD
12.37%
6M
13.19%
1Y
26.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JRGD.DE and WEBN.DE is 0.91, 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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.93

The correlation between JRGD.DE and WEBN.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

JRGD.DE vs. WEBN.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

WEBN.DE
WEBN.DE Risk / Return Rank: 7575
Overall Rank
WEBN.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 8383
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. WEBN.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 All Country World UCITS ETF Acc EUR (WEBN.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.DEWEBN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.73

4.03

-0.30

Martin ratioReturn relative to average drawdown

15.47

16.67

-1.20

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

The current JRGD.DE Sharpe Ratio is 2.07, which is comparable to the WEBN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of JRGD.DE and WEBN.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.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.28

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.08

-0.23

Drawdowns

JRGD.DE vs. WEBN.DE - Drawdown Comparison

The maximum JRGD.DE drawdown since its inception was -21.56%, roughly equal to the maximum WEBN.DE drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and WEBN.DE.


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Drawdown Indicators


JRGD.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.56%

-21.22%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-6.63%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.56%

Current Drawdown

Current decline from peak

-0.35%

-0.65%

+0.30%

Average Drawdown

Average peak-to-trough decline

-4.26%

-3.11%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.61%

-0.14%

Volatility

JRGD.DE vs. WEBN.DE - Volatility Comparison

The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) is 2.43%, while Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) has a volatility of 3.05%. This indicates that JRGD.DE experiences smaller price fluctuations and is considered to be less risky than WEBN.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.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

3.05%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

8.43%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

11.74%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

14.90%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

14.90%

-0.57%

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

JRGD.DE has a 0.25% expense ratio, which is higher than WEBN.DE's 0.07% 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%.


Dividends

JRGD.DE vs. WEBN.DE - Dividend Comparison

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


PositionTTM2025202420232022
JRGD.DE
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
0.89%0.89%0.91%0.85%1.44%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, JRGD.DE and WEBN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for JRGD.DE.

JRGD.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JRGD.DE and 0.07% for WEBN.DE.

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