JRUD.DE vs. MVEA.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 6.87%/yr for MVEA.DE. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
JRUD.DE vs. MVEA.DE - Performance Comparison
Loading charts...
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*
- —
JRUD.DE vs. MVEA.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% | 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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRUD.DE vs. MVEA.DE — Risk / Return Rank
JRUD.DE
MVEA.DE
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.DE | MVEA.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JRUD.DE | MVEA.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| JRUD.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.48% | -10.27% | +9.79% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.38% | +0.43% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| JRUD.DE | MVEA.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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.
Find the right allocation for JRUD.DE and MVEA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer