PortfoliosLab logoPortfoliosLab logo
JRUD.DE vs. AE50.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUD.DE vs. AE50.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 Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JRUD.DE achieves a 10.19% return, which is significantly lower than AE50.DE's 11.24% return.


JRUD.DE

1D
-1.03%
1M
0.35%
YTD
10.19%
6M
10.54%
1Y
23.85%
3Y*
18.45%
5Y*
13.87%
10Y*

AE50.DE

1D
0.71%
1M
3.13%
YTD
11.24%
6M
11.92%
1Y
24.57%
3Y*
13.99%
5Y*
11.73%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUD.DE vs. AE50.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JRUD.DE
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
10.19%3.73%32.16%24.07%-14.68%42.45%8.45%-9.14%
AE50.DE
Amundi ETF STOXX Europe 50 UCITS ETF EUR
11.24%18.08%7.63%14.90%-1.62%26.03%-6.38%1.86%

Correlation

The correlation between JRUD.DE and AE50.DE is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2019

0.67

The correlation between JRUD.DE and AE50.DE shifts across timeframes, from 0.54 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.

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

JRUD.DE vs. AE50.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: 7474
Overall Rank
JRUD.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JRUD.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
JRUD.DE Omega Ratio Rank: 7373
Omega Ratio Rank
JRUD.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
JRUD.DE Martin Ratio Rank: 7676
Martin Ratio Rank

AE50.DE
AE50.DE Risk / Return Rank: 6363
Overall Rank
AE50.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AE50.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
AE50.DE Omega Ratio Rank: 6464
Omega Ratio Rank
AE50.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
AE50.DE Martin Ratio Rank: 6060
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.

JRUD.DE vs. AE50.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 Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.

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.


JRUD.DEAE50.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

3.46

2.56

+0.90

Martin ratioReturn relative to average drawdown

12.78

9.38

+3.40

JRUD.DE vs. AE50.DE - Sharpe Ratio Comparison

The current JRUD.DE Sharpe Ratio is 2.03, which is comparable to the AE50.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of JRUD.DE and AE50.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.


Loading charts...

Drawdowns

JRUD.DE vs. AE50.DE - Drawdown Comparison

The maximum JRUD.DE drawdown since its inception was -34.99%, which is greater than AE50.DE's maximum drawdown of -32.20%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and AE50.DE.


Loading charts...

Drawdown Indicators


JRUD.DEAE50.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.99%

-32.20%

-2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-9.54%

+2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-17.29%

-6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-17.29%

-6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.20%

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-5.19%

-5.67%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.61%

-0.75%

Volatility

JRUD.DE vs. AE50.DE - Volatility Comparison

JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) has a higher volatility of 3.40% compared to Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) at 2.91%. This indicates that JRUD.DE's price experiences larger fluctuations and is considered to be riskier than AE50.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JRUD.DEAE50.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

2.91%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

10.98%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

13.38%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.35%

13.94%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

14.87%

+3.17%

JRUD.DE vs. AE50.DE - Expense Ratio Comparison

JRUD.DE has a 0.20% expense ratio, which is higher than AE50.DE's 0.15% 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

JRUD.DE vs. AE50.DE - Dividend Comparison

JRUD.DE's dividend yield for the trailing twelve months is around 0.68%, while AE50.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
AE50.DE
Amundi ETF STOXX Europe 50 UCITS ETF EUR
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)
0.68%0.59%0.48%0.84%1.01%0.79%

Frequently Asked Questions


JRUD.DE and AE50.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for JRUD.DE.

JRUD.DE is categorized as Large Cap Blend Equities, while AE50.DE is Europe Equities. JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while AE50.DE tracks STOXX® Europe 50. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.20% for JRUD.DE and 0.15% for AE50.DE.

Portfolio Optimizer

Find the right allocation for JRUD.DE and AE50.DE

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