JRUD.DE vs. EXI3.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and EXI3.DE (iShares Dow Jones Industrial Average UCITS ETF (DE)) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while EXI3.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, JRUD.DE returned 13.87%/yr vs 10.67%/yr for EXI3.DE. Their correlation of 0.84 suggests significant overlap in exposure. JRUD.DE charges 0.20%/yr vs 0.51%/yr for EXI3.DE.
Performance
JRUD.DE vs. EXI3.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 EXI3.DE's 11.81% 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*
- —
EXI3.DE
- 1D
- 0.76%
- 1M
- 5.20%
- YTD
- 11.81%
- 6M
- 12.38%
- 1Y
- 25.09%
- 3Y*
- 15.05%
- 5Y*
- 10.67%
- 10Y*
- 12.50%
JRUD.DE vs. EXI3.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% |
EXI3.DE iShares Dow Jones Industrial Average UCITS ETF (DE) | 11.81% | 1.62% | 20.65% | 11.22% | -3.01% | 31.25% | -2.14% | 1.49% |
Correlation
The correlation between JRUD.DE and EXI3.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019 | 0.84 |
Over the past year, the correlation between JRUD.DE and EXI3.DE has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
JRUD.DE vs. EXI3.DE — Risk / Return Rank
JRUD.DE
EXI3.DE
JRUD.DE vs. EXI3.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 Dow Jones Industrial Average UCITS ETF (DE) (EXI3.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 | EXI3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 3.33 | +0.13 |
| Martin ratioReturn relative to average drawdown | 12.78 | 11.48 | +1.30 |
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Drawdowns
JRUD.DE vs. EXI3.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.99%, smaller than the maximum EXI3.DE drawdown of -54.00%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and EXI3.DE.
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Drawdown Indicators
| JRUD.DE | EXI3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.99% | -54.00% | +19.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -7.50% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -21.22% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -21.22% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.35% | — |
Current DrawdownCurrent decline from peak | -1.03% | 0.00% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -9.66% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.18% | -0.32% |
Volatility
JRUD.DE vs. EXI3.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 iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) at 3.20%. This indicates that JRUD.DE's price experiences larger fluctuations and is considered to be riskier than EXI3.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 | EXI3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.20% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 9.05% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 12.90% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 14.25% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 16.12% | +1.92% |
JRUD.DE vs. EXI3.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is lower than EXI3.DE's 0.51% expense ratio.
Dividends
JRUD.DE vs. EXI3.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.68%, more than EXI3.DE's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI3.DE iShares Dow Jones Industrial Average UCITS ETF (DE) | 0.59% | 0.63% | 0.75% | 0.91% | 0.93% | 0.67% | 1.08% | 1.06% | 0.73% | 1.23% | 1.43% | 1.95% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUD.DE and EXI3.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUD.DE is cheaper with a 0.20% expense ratio, compared with 0.51% for EXI3.DE.
JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while EXI3.DE tracks Dow Jones Industrial Average. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.20% for JRUD.DE and 0.51% for EXI3.DE.
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