JUHE.DE vs. UBUR.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds. JUHE.DE is actively managed, while UBUR.DE is passively managed. Over the past 3 years, JUHE.DE returned 17.13%/yr vs 8.53%/yr for UBUR.DE. At a 0.31 correlation, their price movements are largely independent. JUHE.DE charges 0.20%/yr vs 0.18%/yr for UBUR.DE.
Performance
JUHE.DE vs. UBUR.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 UBUR.DE's 6.90% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
UBUR.DE
- 1D
- -0.16%
- 1M
- 3.27%
- 6M
- 5.01%
- YTD
- 6.90%
- 1Y
- 7.14%
- 3Y*
- 8.53%
- 5Y*
- 6.95%
- 10Y*
- 8.72%
JUHE.DE vs. UBUR.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% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 6.90% | -5.50% | 20.30% | 3.14% | -0.93% |
Correlation
The correlation between JUHE.DE and UBUR.DE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.31 |
The correlation between JUHE.DE and UBUR.DE shifts across timeframes, from -0.10 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JUHE.DE vs. UBUR.DE — Risk / Return Rank
JUHE.DE
UBUR.DE
JUHE.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.91 | +1.29 |
| Martin ratioReturn relative to average drawdown | 8.94 | 2.15 | +6.79 |
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Drawdowns
JUHE.DE vs. UBUR.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and UBUR.DE.
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Drawdown Indicators
| JUHE.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -35.34% | +12.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -7.81% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -14.40% | -4.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -0.72% | -5.57% | +4.85% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -5.83% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.31% | -1.20% |
Volatility
JUHE.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 3.78%. This indicates that JUHE.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.78% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 8.03% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 10.64% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 12.47% | +3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 14.15% | +1.94% |
JUHE.DE vs. UBUR.DE - Expense Ratio Comparison
JUHE.DE has a 0.20% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JUHE.DE vs. UBUR.DE - Dividend Comparison
JUHE.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.77% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% |
Frequently Asked Questions
JUHE.DE and UBUR.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for JUHE.DE.
They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.20% for JUHE.DE and 0.18% for UBUR.DE.
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