JRUD.DE vs. GMVM.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and GMVM.DE (VanEck Morningstar US Sustainable Wide Moat UCITS ETF) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while GMVM.DE tracks the Morningstar US Sustainable Moat Focus. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 4.14%/yr for GMVM.DE. Their correlation of 0.85 suggests significant overlap in exposure. JRUD.DE charges 0.20%/yr vs 0.49%/yr for GMVM.DE.
Performance
JRUD.DE vs. GMVM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUD.DE achieves a 10.50% return, which is significantly higher than GMVM.DE's -1.57% return.
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
GMVM.DE
- 1D
- 0.97%
- 1M
- 2.94%
- YTD
- -1.57%
- 6M
- -3.00%
- 1Y
- 6.57%
- 3Y*
- 5.24%
- 5Y*
- 4.14%
- 10Y*
- 10.29%
JRUD.DE vs. GMVM.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% |
GMVM.DE VanEck Morningstar US Sustainable Wide Moat UCITS ETF | -1.57% | -4.56% | 17.59% | 14.37% | -14.38% | 36.91% | 2.73% | -0.57% |
Correlation
The correlation between JRUD.DE and GMVM.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.85 |
Over the past year, the correlation between JRUD.DE and GMVM.DE has dropped to 0.61 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
JRUD.DE vs. GMVM.DE — Risk / Return Rank
JRUD.DE
GMVM.DE
JRUD.DE vs. GMVM.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 VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.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 | GMVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.09 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 0.58 | +2.96 |
| Martin ratioReturn relative to average drawdown | 13.27 | 1.37 | +11.90 |
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 | GMVM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.48 | +1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.27 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.62 | +0.22 |
Drawdowns
JRUD.DE vs. GMVM.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, which is greater than GMVM.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and GMVM.DE.
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Drawdown Indicators
| JRUD.DE | GMVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -32.25% | -1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -11.00% | +4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -25.74% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -25.74% | +2.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.25% | — |
Current DrawdownCurrent decline from peak | -0.48% | -10.18% | +9.70% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.85% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 4.69% | -2.85% |
Volatility
JRUD.DE vs. GMVM.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) has a volatility of 3.23%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than GMVM.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 | GMVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.23% | -0.67% |
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% | 13.33% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 15.26% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.54% | +1.22% |
JRUD.DE vs. GMVM.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is lower than GMVM.DE's 0.49% expense ratio.
Dividends
JRUD.DE vs. GMVM.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while GMVM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GMVM.DE VanEck Morningstar US Sustainable Wide Moat UCITS ETF | 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
JRUD.DE and GMVM.DE have a correlation of 0.61, 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 0.49% for GMVM.DE.
JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while GMVM.DE tracks Morningstar US Sustainable Moat Focus. They also come from different issuers: JPMorgan and VanEck. Their fees differ too: 0.20% for JRUD.DE and 0.49% for GMVM.DE.
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