SGAS.DE vs. JREU.DE
SGAS.DE (iShares MSCI USA ESG Screened 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 - SGAS.DE tracks the MSCI USA ESG Screened while JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 14.71%/yr for JREU.DE. With a 0.99 correlation, they move nearly in lockstep. SGAS.DE charges 0.07%/yr vs 0.20%/yr for JREU.DE.
Performance
SGAS.DE vs. JREU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly higher than JREU.DE's 10.64% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
JREU.DE
- 1D
- -0.14%
- 1M
- 4.62%
- YTD
- 10.64%
- 6M
- 10.88%
- 1Y
- 24.62%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
SGAS.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
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% | -7.07% |
Correlation
The correlation between SGAS.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 | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.99 |
The correlation between SGAS.DE and JREU.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. JREU.DE — Risk / Return Rank
SGAS.DE
JREU.DE
SGAS.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.60 | -0.52 |
| Martin ratioReturn relative to average drawdown | 10.78 | 13.47 | -2.69 |
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
| SGAS.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.15 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.95 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.90 | +0.02 |
Drawdowns
SGAS.DE vs. JREU.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, roughly equal to the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and JREU.DE.
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Drawdown Indicators
| SGAS.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -34.39% | +0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -6.81% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -23.38% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -23.38% | -1.28% |
Current DrawdownCurrent decline from peak | -0.42% | -0.49% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.52% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.82% | +0.62% |
Volatility
SGAS.DE vs. JREU.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.03% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) at 2.53%. This indicates that SGAS.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
| SGAS.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.53% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 7.43% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 11.42% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 15.28% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 17.23% | +0.38% |
SGAS.DE vs. JREU.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% 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
SGAS.DE vs. JREU.DE - Dividend Comparison
Neither SGAS.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, SGAS.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, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for JREU.DE.
SGAS.DE tracks MSCI USA ESG Screened, while JREU.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 SGAS.DE and 0.20% for JREU.DE.
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