JRUD.DE vs. JPCT.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) 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 JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 11.53%/yr for JPCT.DE. With a 0.95 correlation, they move nearly in lockstep. JRUD.DE charges 0.20%/yr vs 0.19%/yr for JPCT.DE.
Performance
JRUD.DE vs. JPCT.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 JPCT.DE's 7.39% 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*
- —
JPCT.DE
- 1D
- 0.24%
- 1M
- 3.19%
- YTD
- 7.39%
- 6M
- 7.37%
- 1Y
- 18.55%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
JRUD.DE vs. JPCT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 0.88% |
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 24.37% | 19.66% | -14.19% | 34.64% | 2.14% |
Correlation
The correlation between JRUD.DE and JPCT.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.95 |
The correlation between JRUD.DE and JPCT.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
JRUD.DE vs. JPCT.DE — Risk / Return Rank
JRUD.DE
JPCT.DE
JRUD.DE vs. JPCT.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 JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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 | JPCT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.30 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.11 | +1.43 |
| Martin ratioReturn relative to average drawdown | 13.27 | 8.45 | +4.82 |
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 | JPCT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.59 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.81 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.96 | -0.13 |
Drawdowns
JRUD.DE vs. JPCT.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, which is greater than JPCT.DE's maximum drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and JPCT.DE.
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Drawdown Indicators
| JRUD.DE | JPCT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -22.18% | -11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -8.78% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -22.18% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -22.18% | -1.24% |
Current DrawdownCurrent decline from peak | -0.48% | -0.17% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.13% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.20% | -0.36% |
Volatility
JRUD.DE vs. JPCT.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a volatility of 2.80%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than JPCT.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 | JPCT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.80% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.42% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 11.67% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.13% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 13.89% | +3.87% |
JRUD.DE vs. JPCT.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is higher than JPCT.DE's 0.19% 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. JPCT.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while JPCT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF 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 0.93, JRUD.DE and JPCT.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, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for JRUD.DE.
JRUD.DE is categorized as Large Cap Blend Equities, while JPCT.DE is Global Equities. JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity. Their fees differ too: 0.20% for JRUD.DE and 0.19% for JPCT.DE.
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