JRUD.DE vs. GACA.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 13.63%/yr for GACA.DE. With a 0.97 correlation, they move nearly in lockstep. JRUD.DE charges 0.20%/yr vs 0.14%/yr for GACA.DE.
Performance
JRUD.DE vs. GACA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JRUD.DE having a 10.50% return and GACA.DE slightly lower at 10.44%.
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
GACA.DE
- 1D
- -0.16%
- 1M
- 5.10%
- YTD
- 10.44%
- 6M
- 10.26%
- 1Y
- 20.78%
- 3Y*
- 17.51%
- 5Y*
- 13.63%
- 10Y*
- —
JRUD.DE vs. GACA.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% |
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 10.44% | 3.94% | 29.59% | 21.02% | -14.66% | 38.66% | 7.33% | -0.71% |
Correlation
The correlation between JRUD.DE and GACA.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.97 |
The correlation between JRUD.DE and GACA.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
JRUD.DE vs. GACA.DE — Risk / Return Rank
JRUD.DE
GACA.DE
JRUD.DE vs. GACA.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 Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.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 | GACA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.29 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.32 | +1.23 |
| Martin ratioReturn relative to average drawdown | 13.27 | 8.09 | +5.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRUD.DE | GACA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.60 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.87 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.84 | -0.01 |
Drawdowns
JRUD.DE vs. GACA.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, roughly equal to the maximum GACA.DE drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and GACA.DE.
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Drawdown Indicators
| JRUD.DE | GACA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -33.50% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -8.95% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -23.68% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -23.68% | +0.26% |
Current DrawdownCurrent decline from peak | -0.48% | -0.33% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.08% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.57% | -0.73% |
Volatility
JRUD.DE vs. GACA.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) has a volatility of 3.46%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than GACA.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 | GACA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.46% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.82% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 13.00% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 15.42% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.22% | +0.54% |
JRUD.DE vs. GACA.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is higher than GACA.DE's 0.14% 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. GACA.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while GACA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (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
With a correlation of 0.94, JRUD.DE and GACA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for JRUD.DE.
JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity. They also come from different issuers: JPMorgan and Goldman Sachs. Their fees differ too: 0.20% for JRUD.DE and 0.14% for GACA.DE.
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