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JRUD.DE vs. JPCT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUD.DE vs. JPCT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUD.DE vs. JPCT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUD.DE
JRUD.DE Risk / Return Rank: 6868
Overall Rank
JRUD.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JRUD.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
JRUD.DE Omega Ratio Rank: 6868
Omega Ratio Rank
JRUD.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
JRUD.DE Martin Ratio Rank: 7272
Martin Ratio Rank

JPCT.DE
JPCT.DE Risk / Return Rank: 4747
Overall Rank
JPCT.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JPCT.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
JPCT.DE Omega Ratio Rank: 4747
Omega Ratio Rank
JPCT.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
JPCT.DE Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEJPCT.DEDifference
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

JRUD.DE vs. JPCT.DE - Sharpe Ratio Comparison

The current JRUD.DE Sharpe Ratio is 2.14, which is higher than the JPCT.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of JRUD.DE and JPCT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JRUD.DEJPCT.DEDifference

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.DEJPCT.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.48%

-0.17%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.95%

-4.13%

-0.82%

Ulcer Index

Depth 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.DEJPCT.DEDifference

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.


PositionTTM20252024202320222021
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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