LYYB.DE vs. JREU.DE
LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds - LYYB.DE tracks the MSCI USA ESG Broad Select while JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, LYYB.DE returned 13.05%/yr vs 14.71%/yr for JREU.DE. With a 0.99 correlation, they move nearly in lockstep. LYYB.DE charges 0.09%/yr vs 0.20%/yr for JREU.DE.
Performance
LYYB.DE vs. JREU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LYYB.DE having a 10.39% return and JREU.DE slightly higher at 10.64%.
LYYB.DE
- 1D
- -0.05%
- 1M
- 4.52%
- YTD
- 10.39%
- 6M
- 9.65%
- 1Y
- 23.05%
- 3Y*
- 17.52%
- 5Y*
- 13.05%
- 10Y*
- 14.30%
JREU.DE
- 1D
- -0.14%
- 1M
- 3.76%
- YTD
- 10.64%
- 6M
- 10.24%
- 1Y
- 24.47%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
LYYB.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 10.39% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 9.55% | 34.69% | -8.98% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 24.03% | -14.67% | 42.44% | 8.56% | 34.56% | -8.94% |
Correlation
The correlation between LYYB.DE and JREU.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.99 |
The correlation between LYYB.DE and JREU.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
LYYB.DE vs. JREU.DE — Risk / Return Rank
LYYB.DE
JREU.DE
LYYB.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.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.
| LYYB.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.60 | -0.81 |
| Martin ratioReturn relative to average drawdown | 9.46 | 13.47 | -4.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYYB.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.15 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.95 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.90 | -0.28 |
Drawdowns
LYYB.DE vs. JREU.DE - Drawdown Comparison
The maximum LYYB.DE drawdown since its inception was -53.38%, which is greater than JREU.DE's maximum drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for LYYB.DE and JREU.DE.
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Drawdown Indicators
| LYYB.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.38% | -34.39% | -18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -6.81% | -1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -24.11% | -23.38% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -23.38% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | -0.49% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -4.52% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.82% | +0.63% |
Volatility
LYYB.DE vs. JREU.DE - Volatility Comparison
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) has a higher volatility of 2.66% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) at 2.53%. This indicates that LYYB.DE's price experiences larger fluctuations and is considered to be riskier than JREU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYB.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.53% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 7.43% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 11.42% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 15.28% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 17.23% | -0.92% |
LYYB.DE vs. JREU.DE - Expense Ratio Comparison
LYYB.DE has a 0.09% expense ratio, which is lower than JREU.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LYYB.DE vs. JREU.DE - Dividend Comparison
LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while JREU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 0.81% | 0.99% | 0.78% | 0.00% | 1.12% | 0.95% | 1.31% | 1.14% | 1.81% | 1.64% | 1.88% | 2.03% |
Frequently Asked Questions
With a correlation of 0.99, LYYB.DE and JREU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for JREU.DE.
LYYB.DE tracks MSCI USA ESG Broad Select, while JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.09% for LYYB.DE and 0.20% for JREU.DE.
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