JUHE.DE vs. MVEA.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds. JUHE.DE is actively managed, while MVEA.DE is passively managed. Over the past 3 years, JUHE.DE returned 17.13%/yr vs 7.65%/yr for MVEA.DE. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
JUHE.DE vs. MVEA.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 higher than MVEA.DE's 4.28% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
MVEA.DE
- 1D
- -0.92%
- 1M
- 1.61%
- 6M
- 3.85%
- YTD
- 4.28%
- 1Y
- 5.29%
- 3Y*
- 7.65%
- 5Y*
- 5.85%
- 10Y*
- —
JUHE.DE vs. MVEA.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% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 4.28% | -7.05% | 19.63% | 8.85% | -3.23% |
Correlation
The correlation between JUHE.DE and MVEA.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 | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.51 |
Over the past year, the correlation between JUHE.DE and MVEA.DE has dropped to 0.27 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
JUHE.DE vs. MVEA.DE — Risk / Return Rank
JUHE.DE
MVEA.DE
JUHE.DE vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.11 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.06 | +1.14 |
| Martin ratioReturn relative to average drawdown | 8.94 | 2.50 | +6.44 |
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Drawdowns
JUHE.DE vs. MVEA.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, which is greater than MVEA.DE's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and MVEA.DE.
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Drawdown Indicators
| JUHE.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -17.51% | -5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -4.97% | -3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -17.51% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.51% | — |
Current DrawdownCurrent decline from peak | -0.72% | -8.70% | +7.98% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -5.47% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.11% | 0.00% |
Volatility
JUHE.DE vs. MVEA.DE - Volatility Comparison
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) have volatilities of 2.70% and 2.71%, 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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.71% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 6.26% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 9.09% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 12.30% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 12.72% | +3.37% |
JUHE.DE vs. MVEA.DE - Expense Ratio Comparison
Both JUHE.DE and MVEA.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. MVEA.DE - Dividend Comparison
Neither JUHE.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
JUHE.DE and MVEA.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.
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 MVEA.DE have the same expense ratio: 0.20% per year.
They also come from different issuers: JPMorgan and iShares.
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