OM3L.DE vs. JRUD.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - OM3L.DE tracks the MSCI USA ESG Enhanced Focus while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 14.63%/yr for JRUD.DE. With a 0.99 correlation, they move nearly in lockstep. OM3L.DE charges 0.07%/yr vs 0.20%/yr for JRUD.DE.
Performance
OM3L.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with OM3L.DE having a 10.41% return and JRUD.DE slightly higher at 10.50%.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 10Y*
- —
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
OM3L.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | -0.49% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 32.10% | 23.94% | -14.78% | 42.20% | 8.45% | -0.59% |
Correlation
The correlation between OM3L.DE and JRUD.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 | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.99 |
The correlation between OM3L.DE and JRUD.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. JRUD.DE — Risk / Return Rank
OM3L.DE
JRUD.DE
OM3L.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.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.
| OM3L.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.55 | -0.70 |
| Martin ratioReturn relative to average drawdown | 9.78 | 13.27 | -3.49 |
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
| OM3L.DE | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.14 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.94 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.83 | +0.07 |
Drawdowns
OM3L.DE vs. JRUD.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and JRUD.DE.
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Drawdown Indicators
| OM3L.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -34.16% | +0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -6.86% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -23.42% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -23.42% | -0.79% |
Current DrawdownCurrent decline from peak | -0.41% | -0.48% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.95% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.84% | +0.53% |
Volatility
OM3L.DE vs. JRUD.DE - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) has a higher volatility of 2.71% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that OM3L.DE's price experiences larger fluctuations and is considered to be riskier than JRUD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3L.DE | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.56% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.41% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 11.40% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.31% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 17.76% | -0.36% |
OM3L.DE vs. JRUD.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% expense ratio, which is lower than JRUD.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
OM3L.DE vs. JRUD.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, more than JRUD.DE's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.58% | 0.57% | 0.44% | 0.78% | 0.88% | 0.65% | 0.00% | 0.00% |
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
Frequently Asked Questions
With a correlation of 0.99, OM3L.DE and JRUD.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, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for JRUD.DE.
OM3L.DE tracks MSCI USA ESG Enhanced Focus, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for OM3L.DE and 0.20% for JRUD.DE.
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