JRUD.DE vs. XDEW.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - JRUD.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG), while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 9.22%/yr for XDEW.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
JRUD.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JRUD.DE having a 10.50% return and XDEW.DE slightly lower at 10.39%.
JRUD.DE
- 1D
- -0.13%
- 1M
- 4.62%
- YTD
- 10.50%
- 6M
- 10.77%
- 1Y
- 24.44%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
JRUD.DE vs. XDEW.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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | -0.96% |
Correlation
The correlation between JRUD.DE and XDEW.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
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 | 0.85 |
The correlation between JRUD.DE and XDEW.DE shifts across timeframes, from 0.70 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JRUD.DE vs. XDEW.DE — Risk / Return Rank
JRUD.DE
XDEW.DE
JRUD.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.30 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.51 | +0.04 |
| Martin ratioReturn relative to average drawdown | 13.27 | 10.36 | +2.91 |
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 | XDEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.66 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.61 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.68 | +0.16 |
Drawdowns
JRUD.DE vs. XDEW.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and XDEW.DE.
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Drawdown Indicators
| JRUD.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -38.79% | +4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -5.06% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -22.70% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -22.70% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.39% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.72% | +0.12% |
Volatility
JRUD.DE vs. XDEW.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) has a higher volatility of 2.56% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.06%. This indicates that JRUD.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.06% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 6.75% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 10.70% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.89% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.86% | +0.90% |
JRUD.DE vs. XDEW.DE - Expense Ratio Comparison
Both JRUD.DE and XDEW.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. XDEW.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while XDEW.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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUD.DE and XDEW.DE have a correlation of 0.70, 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 XDEW.DE have the same expense ratio: 0.20% per year.
JRUD.DE is categorized as Large Cap Blend Equities, while XDEW.DE is S&P 500. JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: JPMorgan and Xtrackers.
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