JRUE.DE vs. JREU.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JRUE.DE is a Corporate Bonds fund actively managed by JPMorgan, while JREU.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG). JRUE.DE is actively managed, while JREU.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 18.83%/yr for JREU.DE. At a 0.16 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.20%/yr for JREU.DE.
Performance
JRUE.DE vs. JREU.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 JREU.DE's 12.48% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
JREU.DE
- 1D
- 0.21%
- 1M
- 1.56%
- 6M
- 11.77%
- YTD
- 12.48%
- 1Y
- 22.45%
- 3Y*
- 18.83%
- 5Y*
- 13.65%
- 10Y*
- —
JRUE.DE vs. JREU.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% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 12.48% | 3.77% | 32.09% | 24.03% | -14.69% | 4.91% |
Correlation
The correlation between JRUE.DE and JREU.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.16 |
The correlation between JRUE.DE and JREU.DE shifts across timeframes, from 0.13 (3 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JRUE.DE vs. JREU.DE — Risk / Return Rank
JRUE.DE
JREU.DE
JRUE.DE vs. JREU.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 US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.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 | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.28 | -2.28 |
| Martin ratioReturn relative to average drawdown | 2.54 | 12.12 | -9.58 |
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Drawdowns
JRUE.DE vs. JREU.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, smaller than the maximum JREU.DE drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and JREU.DE.
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Drawdown Indicators
| JRUE.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -34.40% | +10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -6.81% | +3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -23.37% | +16.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.37% | — |
Current DrawdownCurrent decline from peak | -9.83% | -0.15% | -9.68% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -5.32% | -8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.85% | -0.61% |
Volatility
JRUE.DE vs. JREU.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 US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a volatility of 2.80%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than JREU.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 | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 2.80% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 7.85% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 11.75% | -7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 15.32% | -7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 17.72% | -9.92% |
JRUE.DE vs. JREU.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than JREU.DE's 0.20% 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. JREU.DE - Dividend Comparison
Neither JRUE.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUE.DE and JREU.DE have a correlation of 0.27, 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 0.20% for JREU.DE.
JRUE.DE is categorized as Corporate Bonds, while JREU.DE is Large Cap Blend Equities. Their fees differ too: 0.04% for JRUE.DE and 0.20% for JREU.DE.
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