JURE.L vs. SUUS.L

Last updated Jun 26, 2026

JURE.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) and SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from JPMorgan and iShares respectively. Both are passively managed. Over the past 5 years, JURE.L returned 13.92%/yr vs 12.14%/yr for SUUS.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

JURE.L vs. SUUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JURE.L achieves a 8.76% return, which is significantly lower than SUUS.L's 16.12% return.

JURE.L

• 1D: -1.19%
• 1M: -0.03%
• YTD: 8.76%
• 6M: 8.96%
• 1Y: 24.87%
• 3Y*: 18.62%
• 5Y*: 13.92%
• 10Y*: —

SUUS.L

• 1D: -0.03%
• 1M: 3.99%
• YTD: 16.12%
• 6M: 16.39%
• 1Y: 27.42%
• 3Y*: 15.42%
• 5Y*: 12.14%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JURE.L vs. SUUS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)	8.76%	8.38%	27.17%	21.34%	-9.44%	32.51%	15.58%	26.43%	-5.77%
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc)	16.12%	3.44%	15.85%	17.58%	-8.97%	32.89%	21.52%	27.36%	-4.34%

Correlation

The correlation between JURE.L and SUUS.L is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Oct 16, 2018	0.93

The correlation between JURE.L and SUUS.L has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

JURE.L vs. SUUS.L - Sectors Allocation Comparison

Sectors	JURE.L	SUUS.L
Technology	35.7%	38.4%
Financial Services	11.6%	12.0%
Communication Services	11.1%	9.7%
Consumer Cyclical	11.1%	10.6%
Healthcare	8.6%	9.3%
Industrials	8.2%	7.5%
Consumer Defensive	4.2%	5.3%
Energy	3.5%	0.3%
Utilities	2.4%	2.9%
Real Estate	1.9%	2.0%
Basic Materials	1.9%	1.8%

Return for Risk

JURE.L vs. SUUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JURE.L

JURE.L Risk / Return Rank: 79
JURE.L Sharpe Ratio Rank: 82
JURE.L Sortino Ratio Rank: 79
JURE.L Omega Ratio Rank: 81
JURE.L Calmar Ratio Rank: 78
JURE.L Martin Ratio Rank: 78

SUUS.L

SUUS.L Risk / Return Rank: 80
SUUS.L Sharpe Ratio Rank: 82
SUUS.L Sortino Ratio Rank: 81
SUUS.L Omega Ratio Rank: 79
SUUS.L Calmar Ratio Rank: 81
SUUS.L Martin Ratio Rank: 77

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.

JURE.L vs. SUUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.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.

	JURE.L	SUUS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.28	0.00
Sortino ratio: Return per unit of downside risk	3.08	3.13	-0.05
Omega ratio: Gain probability vs. loss probability	1.42	1.41	+0.02
Calmar ratio: Return relative to maximum drawdown	3.54	3.78	-0.25
Martin ratio: Return relative to average drawdown	13.07	12.84	+0.23

JURE.L vs. SUUS.L - Sharpe Ratio Comparison

The current JURE.L Sharpe Ratio is 2.28, which is comparable to the SUUS.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of JURE.L and SUUS.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.

Drawdowns

JURE.L vs. SUUS.L - Drawdown Comparison

The maximum JURE.L drawdown since its inception was -26.13%, roughly equal to the maximum SUUS.L drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for JURE.L and SUUS.L.

Drawdown Indicators

	JURE.L	SUUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-25.46%	-0.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	-7.22%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	-21.50%	-21.62%	+0.12%
Max Drawdown (5Y) Largest decline over 5 years	-21.50%	-21.62%	+0.12%
Current Drawdown Current decline from peak	-1.67%	-0.89%	-0.78%
Average Drawdown Average peak-to-trough decline	-3.63%	-6.37%	+2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	2.13%	-0.23%

Volatility

JURE.L vs. SUUS.L - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) is 3.80%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a volatility of 4.03%. This indicates that JURE.L experiences smaller price fluctuations and is considered to be less risky than SUUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JURE.L	SUUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	4.03%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	7.72%	9.13%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	10.88%	11.98%	-1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.52%	20.18%	-5.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.31%	20.01%	-3.70%

JURE.L vs. SUUS.L - Expense Ratio Comparison

Both JURE.L and SUUS.L 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

JURE.L vs. SUUS.L - Dividend Comparison

Neither JURE.L nor SUUS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JURE.L and SUUS.L in my portfolio?

JURE.L and SUUS.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JURE.L or SUUS.L?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JURE.L or SUUS.L?

JURE.L and SUUS.L have the same expense ratio: 0.20% per year.

What is the main difference between JURE.L and SUUS.L?

Both ETFs track Russell 1000 TR USD. They also come from different issuers: JPMorgan and iShares.