JRUD.DE vs. SGAS.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 15.10%/yr for SGAS.DE. With a 0.99 correlation, they move nearly in lockstep. JRUD.DE charges 0.20%/yr vs 0.07%/yr for SGAS.DE.
Performance
JRUD.DE vs. SGAS.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 lower than SGAS.DE's 11.26% return.
JRUD.DE
- 1D
- -0.13%
- 1M
- 4.62%
- YTD
- 10.50%
- 6M
- 10.77%
- 1Y
- 24.44%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
JRUD.DE vs. SGAS.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% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | -0.41% |
Correlation
The correlation between JRUD.DE and SGAS.DE is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.99 |
The correlation between JRUD.DE and SGAS.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
JRUD.DE vs. SGAS.DE — Risk / Return Rank
JRUD.DE
SGAS.DE
JRUD.DE vs. SGAS.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 MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.08 | +0.47 |
| Martin ratioReturn relative to average drawdown | 13.27 | 10.78 | +2.49 |
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 | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.11 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.93 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.92 | -0.09 |
Drawdowns
JRUD.DE vs. SGAS.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, roughly equal to the maximum SGAS.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and SGAS.DE.
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Drawdown Indicators
| JRUD.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -33.55% | -0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -8.51% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -24.66% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -24.66% | +1.24% |
Current DrawdownCurrent decline from peak | -0.48% | -0.42% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.83% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.44% | -0.60% |
Volatility
JRUD.DE vs. SGAS.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 MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a volatility of 3.03%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.03% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.33% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 12.53% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 16.02% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.61% | +0.15% |
JRUD.DE vs. SGAS.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is higher than SGAS.DE's 0.07% 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. SGAS.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while SGAS.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% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, JRUD.DE and SGAS.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, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for JRUD.DE.
JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.20% for JRUD.DE and 0.07% for SGAS.DE.
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