JRUB.L vs. JREU.L
JRUB.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc)) and JREU.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) are both exchange-traded funds - JRUB.L is a Corporate Bonds fund actively managed by JPMorgan, while JREU.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. JRUB.L is actively managed, while JREU.L is passively managed. Over the past 5 years, JRUB.L returned 0.04%/yr vs 12.94%/yr for JREU.L. At a 0.22 correlation, their price movements are largely independent. JRUB.L charges 0.19%/yr vs 0.20%/yr for JREU.L.
Performance
JRUB.L vs. JREU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUB.L achieves a -0.11% return, which is significantly lower than JREU.L's 9.57% return.
JRUB.L
- 1D
- 0.11%
- 1M
- -0.83%
- 6M
- -0.31%
- YTD
- -0.11%
- 1Y
- 4.87%
- 3Y*
- 4.85%
- 5Y*
- 0.04%
- 10Y*
- —
JREU.L
- 1D
- 0.23%
- 1M
- 0.13%
- 6M
- 9.57%
- YTD
- 9.57%
- 1Y
- 20.72%
- 3Y*
- 19.53%
- 5Y*
- 12.94%
- 10Y*
- —
JRUB.L vs. JREU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JRUB.L JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) | -0.11% | 7.75% | 2.40% | 8.23% | -15.55% | -1.77% | 9.19% | 15.37% | 0.75% |
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 9.57% | 16.31% | 25.12% | 28.35% | -18.91% | 30.58% | 19.61% | 30.54% | -9.17% |
Correlation
The correlation between JRUB.L and JREU.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.22 |
Over the past year, JRUB.L and JREU.L have become more correlated (0.45) than their long-term average of 0.22, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRUB.L vs. JREU.L — Risk / Return Rank
JRUB.L
JREU.L
JRUB.L vs. JREU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRUB.L | JREU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.46 | -0.83 |
| Martin ratioReturn relative to average drawdown | 4.75 | 10.29 | -5.54 |
Loading charts...
Drawdowns
JRUB.L vs. JREU.L - Drawdown Comparison
The maximum JRUB.L drawdown since its inception was -22.30%, smaller than the maximum JREU.L drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for JRUB.L and JREU.L.
Loading charts...
Drawdown Indicators
| JRUB.L | JREU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -34.56% | +12.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -8.40% | +5.41% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -18.60% | +12.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.16% | -24.31% | +2.15% |
Current DrawdownCurrent decline from peak | -1.58% | -0.54% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -4.91% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 2.01% | -0.99% |
Volatility
JRUB.L vs. JREU.L - Volatility Comparison
The current volatility for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) is 0.97%, while JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) has a volatility of 2.83%. This indicates that JRUB.L experiences smaller price fluctuations and is considered to be less risky than JREU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUB.L | JREU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 2.83% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 9.21% | -5.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 11.91% | -7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 16.11% | -8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 17.74% | -9.92% |
JRUB.L vs. JREU.L - Expense Ratio Comparison
JRUB.L has a 0.19% expense ratio, which is lower than JREU.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JRUB.L vs. JREU.L - Dividend Comparison
Neither JRUB.L nor JREU.L has paid dividends to shareholders.
Frequently Asked Questions
JRUB.L and JREU.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.L is cheaper with a 0.19% expense ratio, compared with 0.20% for JREU.L.
JRUB.L is categorized as Corporate Bonds, while JREU.L is Large Cap Blend Equities. Their fees differ too: 0.19% for JRUB.L and 0.20% for JREU.L.
Find the right allocation for JRUB.L and JREU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer