JRUD.DE vs. AE50.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) are both exchange-traded funds - JRUD.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG), while AE50.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 5 years, JRUD.DE returned 13.87%/yr vs 11.73%/yr for AE50.DE. A 0.67 correlation means they provide meaningful diversification when combined. JRUD.DE charges 0.20%/yr vs 0.15%/yr for AE50.DE.
Performance
JRUD.DE vs. AE50.DE - Performance Comparison
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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%
JRUD.DE vs. AE50.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) | 10.19% | 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.
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Return for Risk
JRUD.DE vs. AE50.DE — Risk / Return Rank
JRUD.DE
AE50.DE
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.DE | AE50.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| JRUD.DE | AE50.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.03% | 0.00% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.67% | +0.48% |
Ulcer IndexDepth 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.
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Volatility by Period
| JRUD.DE | AE50.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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.
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