JRUD.DE vs. JREU.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds from JPMorgan tracking the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 14.71%/yr for JREU.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.20% expense ratio.
Performance
JRUD.DE vs. JREU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JRUD.DE having a 10.50% return and JREU.DE slightly higher at 10.64%.
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
JREU.DE
- 1D
- -0.14%
- 1M
- 3.76%
- YTD
- 10.64%
- 6M
- 10.24%
- 1Y
- 24.47%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
JRUD.DE vs. JREU.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% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 24.03% | -14.67% | 42.44% | 8.56% | -0.57% |
Correlation
The correlation between JRUD.DE and JREU.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.99 |
The correlation between JRUD.DE and JREU.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
JRUD.DE vs. JREU.DE — Risk / Return Rank
JRUD.DE
JREU.DE
JRUD.DE vs. JREU.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 US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.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 | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.60 | -0.05 |
| Martin ratioReturn relative to average drawdown | 13.27 | 13.47 | -0.20 |
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 | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.15 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.95 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.90 | -0.07 |
Drawdowns
JRUD.DE vs. JREU.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, roughly equal to the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and JREU.DE.
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Drawdown Indicators
| JRUD.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -34.39% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -6.81% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -23.38% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -23.38% | -0.04% |
Current DrawdownCurrent decline from peak | -0.48% | -0.49% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.52% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.82% | +0.02% |
Volatility
JRUD.DE vs. JREU.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) have volatilities of 2.56% and 2.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUD.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.53% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 7.43% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 11.42% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 15.28% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.23% | +0.53% |
JRUD.DE vs. JREU.DE - Expense Ratio Comparison
Both JRUD.DE and JREU.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JRUD.DE vs. JREU.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while JREU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) 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 1.00, JRUD.DE and JREU.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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JRUD.DE and JREU.DE have the same expense ratio: 0.20% per year.
Both ETFs track JP Morgan US Research Enhanced Index Equity (ESG).
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