MWOJ.DE vs. JREU.DE
MWOJ.DE (Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds - MWOJ.DE tracks the MSCI USA Select ESG Rating and Trend Leaders while JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 3 years, MWOJ.DE returned 18.57%/yr vs 18.34%/yr for JREU.DE. Their correlation of 0.93 suggests significant overlap in exposure. MWOJ.DE charges 0.10%/yr vs 0.20%/yr for JREU.DE.
Performance
MWOJ.DE vs. JREU.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MWOJ.DE achieves a 9.96% return, which is significantly lower than JREU.DE's 10.64% return.
MWOJ.DE
- 1D
- 0.72%
- 1M
- 3.96%
- YTD
- 9.96%
- 6M
- 10.02%
- 1Y
- 23.95%
- 3Y*
- 18.57%
- 5Y*
- —
- 10Y*
- —
JREU.DE
- 1D
- -0.14%
- 1M
- 3.76%
- YTD
- 10.64%
- 6M
- 10.24%
- 1Y
- 24.47%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
MWOJ.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MWOJ.DE Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc | 9.96% | 4.55% | 31.40% | 25.52% | -6.87% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 24.03% | -7.42% |
Correlation
The correlation between MWOJ.DE and JREU.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | 0.93 |
The correlation between MWOJ.DE and JREU.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MWOJ.DE vs. JREU.DE — Risk / Return Rank
MWOJ.DE
JREU.DE
MWOJ.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.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.
| MWOJ.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 3.60 | -2.40 |
| Martin ratioReturn relative to average drawdown | 2.31 | 13.47 | -11.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MWOJ.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.15 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.90 | +0.02 |
Drawdowns
MWOJ.DE vs. JREU.DE - Drawdown Comparison
The maximum MWOJ.DE drawdown since its inception was -24.58%, smaller than the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for MWOJ.DE and JREU.DE.
Loading charts...
Drawdown Indicators
| MWOJ.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -34.39% | +9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -20.06% | -6.81% | -13.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -23.38% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.38% | — |
Current DrawdownCurrent decline from peak | -4.53% | -0.49% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.52% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 1.82% | +8.58% |
Volatility
MWOJ.DE vs. JREU.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders Extra UCITS ETF USD Acc (MWOJ.DE) has a higher volatility of 3.32% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) at 2.53%. This indicates that MWOJ.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.
Loading charts...
Volatility by Period
| MWOJ.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 2.53% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 7.43% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 11.42% | +13.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 15.28% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 17.23% | +2.11% |
MWOJ.DE vs. JREU.DE - Expense Ratio Comparison
MWOJ.DE has a 0.10% 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
MWOJ.DE vs. JREU.DE - Dividend Comparison
Neither MWOJ.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, MWOJ.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, MWOJ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOJ.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for JREU.DE.
MWOJ.DE tracks MSCI USA Select ESG Rating and Trend Leaders, 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: 0.10% for MWOJ.DE and 0.20% for JREU.DE.
Find the right allocation for MWOJ.DE and JREU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer