JRUD.DE vs. SXRU.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 10.67%/yr for SXRU.DE. Their correlation of 0.86 suggests significant overlap in exposure. JRUD.DE charges 0.20%/yr vs 0.33%/yr for SXRU.DE.
Performance
JRUD.DE vs. SXRU.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 SXRU.DE's 8.17% 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*
- —
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
JRUD.DE vs. SXRU.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% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | -0.47% |
Correlation
The correlation between JRUD.DE and SXRU.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.86 |
The correlation between JRUD.DE and SXRU.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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. SXRU.DE — Risk / Return Rank
JRUD.DE
SXRU.DE
JRUD.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.79 | +0.76 |
| Martin ratioReturn relative to average drawdown | 13.27 | 9.23 | +4.04 |
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 | SXRU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.70 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.75 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.66 | +0.17 |
Drawdowns
JRUD.DE vs. SXRU.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and SXRU.DE.
Loading charts...
Drawdown Indicators
| JRUD.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -36.09% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -7.30% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -21.13% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -21.13% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.09% | — |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.41% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.21% | -0.37% |
Volatility
JRUD.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a volatility of 2.91%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than SXRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUD.DE | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.91% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.39% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 12.01% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.05% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.01% | +1.75% |
JRUD.DE vs. SXRU.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.
Dividends
JRUD.DE vs. SXRU.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while SXRU.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% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUD.DE and SXRU.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUD.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for SXRU.DE.
JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.20% for JRUD.DE and 0.33% for SXRU.DE.
Find the right allocation for JRUD.DE and SXRU.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