JUHE.DE vs. 36B6.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds. JUHE.DE is actively managed, while 36B6.DE is passively managed. Over the past 3 years, JUHE.DE returned 17.13%/yr vs 14.51%/yr for 36B6.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
JUHE.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly lower than 36B6.DE's 16.51% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
36B6.DE
- 1D
- -0.75%
- 1M
- -0.02%
- 6M
- 14.60%
- YTD
- 16.51%
- 1Y
- 22.84%
- 3Y*
- 14.51%
- 5Y*
- 11.41%
- 10Y*
- —
JUHE.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 23.03% | 25.17% | -19.09% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 16.51% | -0.74% | 20.36% | 20.16% | -10.84% |
Correlation
The correlation between JUHE.DE and 36B6.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.76 |
The correlation between JUHE.DE and 36B6.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
JUHE.DE vs. 36B6.DE — Risk / Return Rank
JUHE.DE
36B6.DE
JUHE.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| JUHE.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 3.17 | -0.97 |
| Martin ratioReturn relative to average drawdown | 8.94 | 10.39 | -1.45 |
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Drawdowns
JUHE.DE vs. 36B6.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, smaller than the maximum 36B6.DE drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and 36B6.DE.
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Drawdown Indicators
| JUHE.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -34.22% | +11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -7.16% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -23.76% | +4.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.76% | — |
Current DrawdownCurrent decline from peak | -0.72% | -2.79% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -4.91% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.19% | -0.08% |
Volatility
JUHE.DE vs. 36B6.DE - Volatility Comparison
The current volatility for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) is 2.70%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 4.18%. This indicates that JUHE.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUHE.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 4.18% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 9.77% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 13.45% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.60% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 17.49% | -1.40% |
JUHE.DE vs. 36B6.DE - Expense Ratio Comparison
Both JUHE.DE and 36B6.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
JUHE.DE vs. 36B6.DE - Dividend Comparison
JUHE.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.90% | 0.97% | 1.09% | 1.28% | 1.41% | 0.91% | 1.04% | 1.23% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JUHE.DE and 36B6.DE have a correlation of 0.72, 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.
JUHE.DE and 36B6.DE have the same expense ratio: 0.20% per year.
They also come from different issuers: JPMorgan and iShares.
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