MVEA.DE vs. JUHE.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) are both Large Cap Blend Equities funds. MVEA.DE is passively managed, while JUHE.DE is actively managed. Over the past 3 years, MVEA.DE returned 7.71%/yr vs 16.46%/yr for JUHE.DE. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
MVEA.DE vs. JUHE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 4.97% return, which is significantly lower than JUHE.DE's 6.45% return.
MVEA.DE
- 1D
- 0.26%
- 1M
- 2.70%
- 6M
- 3.82%
- YTD
- 4.97%
- 1Y
- 5.40%
- 3Y*
- 7.71%
- 5Y*
- 5.99%
- 10Y*
- —
JUHE.DE
- 1D
- -1.23%
- 1M
- -0.93%
- 6M
- 6.22%
- YTD
- 6.45%
- 1Y
- 15.78%
- 3Y*
- 16.46%
- 5Y*
- —
- 10Y*
- —
MVEA.DE vs. JUHE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 4.97% | -7.05% | 19.63% | 8.85% | -3.23% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 6.45% | 14.34% | 23.03% | 25.17% | -19.09% |
Correlation
The correlation between MVEA.DE and JUHE.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
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 MVEA.DE and JUHE.DE has dropped to 0.26 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
MVEA.DE vs. JUHE.DE — Risk / Return Rank
MVEA.DE
JUHE.DE
MVEA.DE vs. JUHE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
| MVEA.DE | JUHE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.84 | -0.75 |
| Martin ratioReturn relative to average drawdown | 2.55 | 7.44 | -4.89 |
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Drawdowns
MVEA.DE vs. JUHE.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.51%, smaller than the maximum JUHE.DE drawdown of -23.01%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and JUHE.DE.
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Drawdown Indicators
| MVEA.DE | JUHE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.51% | -23.01% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -8.56% | +3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -17.51% | -19.02% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -17.51% | — | — |
Current DrawdownCurrent decline from peak | -8.09% | -2.05% | -6.04% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -5.98% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.12% | -0.01% |
Volatility
MVEA.DE vs. JUHE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.63%, while JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) has a volatility of 2.94%. This indicates that MVEA.DE experiences smaller price fluctuations and is considered to be less risky than JUHE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVEA.DE | JUHE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.94% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.19% | 9.10% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.03% | 11.98% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.30% | 16.09% | -3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.71% | 16.09% | -3.38% |
MVEA.DE vs. JUHE.DE - Expense Ratio Comparison
Both MVEA.DE and JUHE.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
MVEA.DE vs. JUHE.DE - Dividend Comparison
Neither MVEA.DE nor JUHE.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.DE and JUHE.DE have a correlation of 0.26, 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.
MVEA.DE and JUHE.DE have the same expense ratio: 0.20% per year.
They also come from different issuers: iShares and JPMorgan.
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