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JU13.L vs. JRZD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JU13.L vs. JRZD.L

Last updated Jul 16, 2026
Documentation

JU13.L (JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc)) and JRZD.L (JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)) are both exchange-traded funds - JU13.L is a Government Bonds fund tracking the JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc), while JRZD.L is a Europe Equities fund actively managed by ETF Issuer. JU13.L is passively managed, while JRZD.L is actively managed. Over the past 3 years, JU13.L returned 4.18%/yr vs 16.89%/yr for JRZD.L. At a 0.14 correlation, their price movements are largely independent.

Performance

JU13.L vs. JRZD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc) (JU13.L) and JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis) (JRZD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JU13.L is traded in USD, while JRZD.L is traded in EUR. To make them comparable, the JRZD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JU13.L achieves a 0.67% return, which is significantly lower than JRZD.L's 9.85% return.

JU13.L

1D
0.15%
1M
0.11%
6M
0.64%
YTD
0.67%
1Y
3.23%
3Y*
4.18%
5Y*
1.85%
10Y*
—

JRZD.L

1D
0.00%
1M
-0.59%
6M
7.10%
YTD
9.85%
1Y
21.38%
3Y*
16.89%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

JU13.L vs. JRZD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
JU13.L
JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc)		0.67%5.16%4.03%4.05%-0.81%
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)		9.85%39.75%1.83%23.90%1.67%

Correlation

The correlation between JU13.L and JRZD.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.14

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JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc)

JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)

Return for Risk

JU13.L vs. JRZD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JU13.L
JU13.L Risk / Return Rank: 9191
Overall Rank
JU13.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JU13.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
JU13.L Omega Ratio Rank: 9494
Omega Ratio Rank
JU13.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JU13.L Martin Ratio Rank: 8787
Martin Ratio Rank
JRZD.L
JRZD.L Risk / Return Rank: 5858
Overall Rank
JRZD.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JRZD.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
JRZD.L Omega Ratio Rank: 5858
Omega Ratio Rank
JRZD.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
JRZD.L Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JU13.L vs. JRZD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc) (JU13.L) and JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis) (JRZD.L). 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.

JU13.LJRZD.LDifference
Sharpe ratioReturn per unit of total volatility
2.57
1.31

+1.26

Sortino ratioReturn per unit of downside risk
4.21
1.93

+2.28

Omega ratioGain probability vs. loss probability

1.54

1.24

+0.30

Calmar ratioReturn relative to maximum drawdown

4.22

1.77

+2.45

Martin ratioReturn relative to average drawdown

14.50

6.21

+8.29

JU13.L vs. JRZD.L - Sharpe Ratio Comparison

The current JU13.L Sharpe Ratio is 2.57, which is higher than the JRZD.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of JU13.L and JRZD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

JU13.L vs. JRZD.L - Drawdown Comparison

The maximum JU13.L drawdown since its inception was -5.72%, smaller than the maximum JRZD.L drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for JU13.L and JRZD.L.

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Drawdown Indicators

JU13.LJRZD.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.72%

-22.84%

+17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.75%

-12.32%

+11.57%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

-14.48%

+13.55%

Max Drawdown (5Y)

Largest decline over 5 years

-5.72%

—

—

Current Drawdown

Current decline from peak

-0.04%

-1.87%

+1.83%

Average Drawdown

Average peak-to-trough decline

-0.96%

-4.31%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

3.51%

-3.29%

Volatility

JU13.L vs. JRZD.L - Volatility Comparison

The current volatility for JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc) (JU13.L) is 0.38%, while JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis) (JRZD.L) has a volatility of 4.74%. This indicates that JU13.L experiences smaller price fluctuations and is considered to be less risky than JRZD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JU13.LJRZD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

4.74%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

14.12%

-13.22%

Volatility (1Y)

Calculated over the trailing 1-year period

1.23%

16.67%

-15.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.00%

18.92%

-16.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.68%

18.92%

-17.24%

Dividends

JU13.L vs. JRZD.L - Dividend Comparison

JU13.L has not paid dividends to shareholders, while JRZD.L's dividend yield for the trailing twelve months is around 2.30%.

PositionTTM20252024202320222021202020192018
JRZD.L
JPM Eurozone Research Enhanced Index Equity Active UCITS ETF - EUR (dis)		2.30%2.59%2.73%3.21%1.76%0.00%0.00%0.00%0.00%
JU13.L
JPM BetaBuilders US Treasury Bond 1-3 yr UCITS ETF - USD (acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.97%

Frequently Asked Questions

JU13.L and JRZD.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JU13.L is categorized as Government Bonds, while JRZD.L is Europe Equities.

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