JUHE.DE vs. JREU.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds from JPMorgan. JUHE.DE is actively managed, while JREU.DE is passively managed. Over the past 3 years, JUHE.DE returned 17.13%/yr vs 18.83%/yr for JREU.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
JUHE.DE vs. JREU.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 JREU.DE's 12.48% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 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*
- —
JUHE.DE vs. JREU.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% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 12.48% | 3.77% | 32.09% | 24.03% | -12.45% |
Correlation
The correlation between JUHE.DE and JREU.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.81 |
The correlation between JUHE.DE and JREU.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
JUHE.DE vs. JREU.DE — Risk / Return Rank
JUHE.DE
JREU.DE
JUHE.DE vs. JREU.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 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.
| JUHE.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 3.28 | -1.08 |
| Martin ratioReturn relative to average drawdown | 8.94 | 12.12 | -3.18 |
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Drawdowns
JUHE.DE vs. JREU.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, smaller than the maximum JREU.DE drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and JREU.DE.
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Drawdown Indicators
| JUHE.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -34.40% | +11.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -6.81% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -23.37% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.37% | — |
Current DrawdownCurrent decline from peak | -0.72% | -0.15% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -5.32% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.85% | +0.26% |
Volatility
JUHE.DE vs. JREU.DE - Volatility Comparison
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) have volatilities of 2.70% and 2.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUHE.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.80% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 7.85% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 11.75% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.32% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 17.72% | -1.63% |
JUHE.DE vs. JREU.DE - Expense Ratio Comparison
Both JUHE.DE and JREU.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. JREU.DE - Dividend Comparison
Neither JUHE.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
JUHE.DE and JREU.DE have a correlation of 0.84, 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 JREU.DE have the same expense ratio: 0.20% per year.
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