JRUD.DE vs. USCP.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 9.75%/yr for USCP.DE. Their correlation of 0.88 suggests significant overlap in exposure. JRUD.DE charges 0.20%/yr vs 0.65%/yr for USCP.DE.
Performance
JRUD.DE vs. USCP.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 higher than USCP.DE's 1.13% 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*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- -0.01%
- YTD
- 1.13%
- 6M
- 1.02%
- 1Y
- 5.41%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
JRUD.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | -0.66% |
Correlation
The correlation between JRUD.DE and USCP.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.88 |
Over the past year, the correlation between JRUD.DE and USCP.DE has dropped to 0.61 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
JRUD.DE vs. USCP.DE — Risk / Return Rank
JRUD.DE
USCP.DE
JRUD.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.09 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 0.72 | +2.82 |
| Martin ratioReturn relative to average drawdown | 13.27 | 2.18 | +11.09 |
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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.51 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.67 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.74 | +0.09 |
Drawdowns
JRUD.DE vs. USCP.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and USCP.DE.
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Drawdown Indicators
| JRUD.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -34.80% | +0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -7.04% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -19.22% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -19.22% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -0.48% | -7.42% | +6.94% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.90% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.34% | -0.50% |
Volatility
JRUD.DE vs. USCP.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.16%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.16% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 7.23% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 10.00% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.46% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.11% | +1.65% |
JRUD.DE vs. USCP.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
JRUD.DE vs. USCP.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUD.DE and USCP.DE have a correlation of 0.61, 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 0.65% for USCP.DE.
JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: JPMorgan and Natixis. Their fees differ too: 0.20% for JRUD.DE and 0.65% for USCP.DE.
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