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

Performance

JRUD.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 MVEA.DE's 2.43% 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*

MVEA.DE

1D
-0.13%
1M
3.15%
YTD
2.43%
6M
2.17%
1Y
1.20%
3Y*
6.69%
5Y*
6.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUD.DE vs. MVEA.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%18.97%
MVEA.DE
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
2.43%-7.09%19.73%8.74%-6.83%34.90%5.86%

Correlation

The correlation between JRUD.DE and MVEA.DE is 0.50, 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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.80

Over the past year, the correlation between JRUD.DE and MVEA.DE has dropped to 0.50 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

JRUD.DE vs. MVEA.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

MVEA.DE
MVEA.DE Risk / Return Rank: 1010
Overall Rank
MVEA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
MVEA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
MVEA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
MVEA.DE Martin Ratio Rank: 1111
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. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.DEMVEA.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.72

Omega ratioGain probability vs. loss probability

1.40

1.02

+0.38

Calmar ratioReturn relative to maximum drawdown

3.55

0.17

+3.38

Martin ratioReturn relative to average drawdown

13.27

0.35

+12.92

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

The current JRUD.DE Sharpe Ratio is 2.14, which is higher than the MVEA.DE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of JRUD.DE and MVEA.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.DEMVEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

0.09

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.55

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.66

+0.17

Drawdowns

JRUD.DE vs. MVEA.DE - Drawdown Comparison

The maximum JRUD.DE drawdown since its inception was -34.16%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and MVEA.DE.


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Drawdown Indicators


JRUD.DEMVEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.16%

-17.47%

-16.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-4.92%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-17.47%

-5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-17.47%

-5.95%

Current Drawdown

Current decline from peak

-0.48%

-10.27%

+9.79%

Average Drawdown

Average peak-to-trough decline

-4.95%

-5.38%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

2.39%

-0.55%

Volatility

JRUD.DE vs. MVEA.DE - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) has a volatility of 2.72%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than MVEA.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.DEMVEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

2.72%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

5.90%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

8.97%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

12.27%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

12.79%

+4.97%

JRUD.DE vs. MVEA.DE - Expense Ratio Comparison

Both JRUD.DE and MVEA.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. MVEA.DE - Dividend Comparison

JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while MVEA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
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%
MVEA.DE
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JRUD.DE and MVEA.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 MVEA.DE have the same expense ratio: 0.20% per year.

JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: JPMorgan and iShares.

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