JRUD.DE vs. 2B7K.DE

Last updated Jun 5, 2026

JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 10.50%/yr for 2B7K.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

JRUD.DE vs. 2B7K.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JRUD.DE having a 10.50% return and 2B7K.DE slightly higher at 10.83%.

JRUD.DE

• 1D: -0.13%
• 1M: 3.79%
• YTD: 10.50%
• 6M: 10.16%
• 1Y: 24.35%
• 3Y*: 18.26%
• 5Y*: 14.63%
• 10Y*: —

2B7K.DE

• 1D: 0.18%
• 1M: 3.92%
• YTD: 10.83%
• 6M: 11.24%
• 1Y: 18.74%
• 3Y*: 12.93%
• 5Y*: 10.50%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUD.DE vs. 2B7K.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)	10.50%	3.71%	32.10%	23.94%	-14.78%	42.20%	8.45%	-0.59%
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc)	10.83%	2.85%	17.54%	20.90%	-16.94%	36.69%	9.65%	-0.62%

Correlation

The correlation between JRUD.DE and 2B7K.DE is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019	0.92

The correlation between JRUD.DE and 2B7K.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

Return for Risk

JRUD.DE vs. 2B7K.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUD.DE

JRUD.DE Risk / Return Rank: 68
JRUD.DE Sharpe Ratio Rank: 65
JRUD.DE Sortino Ratio Rank: 64
JRUD.DE Omega Ratio Rank: 68
JRUD.DE Calmar Ratio Rank: 72
JRUD.DE Martin Ratio Rank: 72

2B7K.DE

2B7K.DE Risk / Return Rank: 46
2B7K.DE Sharpe Ratio Rank: 43
2B7K.DE Sortino Ratio Rank: 44
2B7K.DE Omega Ratio Rank: 43
2B7K.DE Calmar Ratio Rank: 49
2B7K.DE Martin Ratio Rank: 51

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.

JRUD.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.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.

	JRUD.DE	2B7K.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.48	+0.65
Sortino ratio: Return per unit of downside risk	2.92	2.16	+0.76
Omega ratio: Gain probability vs. loss probability	1.40	1.27	+0.13
Calmar ratio: Return relative to maximum drawdown	3.55	2.37	+1.18
Martin ratio: Return relative to average drawdown	13.27	8.64	+4.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JRUD.DE vs. 2B7K.DE - Sharpe Ratio Comparison

The current JRUD.DE Sharpe Ratio is 2.14, which is higher than the 2B7K.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of JRUD.DE and 2B7K.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.

Sharpe Ratios by Period

	JRUD.DE	2B7K.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	1.48	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.71	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.79	+0.04

Drawdowns

JRUD.DE vs. 2B7K.DE - Drawdown Comparison

The maximum JRUD.DE drawdown since its inception was -34.16%, which is greater than 2B7K.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and 2B7K.DE.

Drawdown Indicators

	JRUD.DE	2B7K.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.16%	-31.65%	-2.51%
Max Drawdown (1Y) Largest decline over 1 year	-6.86%	-7.81%	+0.95%
Max Drawdown (3Y) Largest decline over 3 years	-23.42%	-21.29%	-2.13%
Max Drawdown (5Y) Largest decline over 5 years	-23.42%	-21.29%	-2.13%
Current Drawdown Current decline from peak	-0.48%	0.00%	-0.48%
Average Drawdown Average peak-to-trough decline	-4.95%	-5.16%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	2.15%	-0.31%

Volatility

JRUD.DE vs. 2B7K.DE - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JRUD.DE	2B7K.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	3.69%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	7.41%	9.21%	-1.80%
Volatility (1Y) Calculated over the trailing 1-year period	11.40%	12.48%	-1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.31%	14.60%	+0.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	16.18%	+1.58%

JRUD.DE vs. 2B7K.DE - Expense Ratio Comparison

Both JRUD.DE and 2B7K.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

JRUD.DE vs. 2B7K.DE - Dividend Comparison

JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while 2B7K.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)	0.58%	0.57%	0.44%	0.78%	0.88%	0.65%

Frequently Asked Questions

Can I hold both JRUD.DE and 2B7K.DE in my portfolio?

JRUD.DE and 2B7K.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JRUD.DE or 2B7K.DE?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JRUD.DE or 2B7K.DE?

JRUD.DE and 2B7K.DE have the same expense ratio: 0.20% per year.

What is the main difference between JRUD.DE and 2B7K.DE?

JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: JPMorgan and iShares.