JRUE.DE vs. JREE.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) are both exchange-traded funds - JRUE.DE is a Corporate Bonds fund actively managed by JPMorgan, while JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG). JRUE.DE is actively managed, while JREE.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 14.17%/yr for JREE.DE. At a 0.26 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.25%/yr for JREE.DE.
Performance
JRUE.DE vs. JREE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.85% return, which is significantly lower than JREE.DE's 11.30% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
JREE.DE
- 1D
- 0.20%
- 1M
- 1.92%
- 6M
- 8.18%
- YTD
- 11.30%
- 1Y
- 22.43%
- 3Y*
- 14.17%
- 5Y*
- 10.59%
- 10Y*
- —
JRUE.DE vs. JREE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 11.30% | 20.14% | 6.61% | 17.07% | -9.47% | 2.38% |
Correlation
The correlation between JRUE.DE and JREE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.26 |
Over the past year, JRUE.DE and JREE.DE have become more correlated (0.47) than their long-term average of 0.26, meaning their price movements have been converging.
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Return for Risk
JRUE.DE vs. JREE.DE — Risk / Return Rank
JRUE.DE
JREE.DE
JRUE.DE vs. JREE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRUE.DE | JREE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.32 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.24 | -1.24 |
| Martin ratioReturn relative to average drawdown | 2.54 | 8.55 | -6.01 |
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Drawdowns
JRUE.DE vs. JREE.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, smaller than the maximum JREE.DE drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and JREE.DE.
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Drawdown Indicators
| JRUE.DE | JREE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -35.61% | +12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -9.97% | +6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -16.63% | +9.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.01% | — |
Current DrawdownCurrent decline from peak | -9.83% | -1.59% | -8.24% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -4.53% | -8.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 2.62% | -1.38% |
Volatility
JRUE.DE vs. JREE.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.11%, while JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 3.18%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than JREE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUE.DE | JREE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 3.18% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 11.03% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 13.13% | -8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 14.67% | -6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 16.64% | -8.84% |
JRUE.DE vs. JREE.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than JREE.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JRUE.DE vs. JREE.DE - Dividend Comparison
Neither JRUE.DE nor JREE.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUE.DE and JREE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.25% for JREE.DE.
JRUE.DE is categorized as Corporate Bonds, while JREE.DE is Europe Equities. Their fees differ too: 0.04% for JRUE.DE and 0.25% for JREE.DE.
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