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UBUR.DE vs. JRUD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUR.DE vs. JRUD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBUR.DE achieves a 0.53% return, which is significantly lower than JRUD.DE's 10.50% return.


UBUR.DE

1D
-0.14%
1M
-0.65%
YTD
0.53%
6M
0.77%
1Y
-1.23%
3Y*
5.82%
5Y*
6.64%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUR.DE vs. JRUD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
0.53%-5.64%20.63%2.15%-0.28%33.09%-5.58%-1.01%
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 UBUR.DE and JRUD.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2019

0.45

The correlation between UBUR.DE and JRUD.DE shifts across timeframes, from -0.02 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBUR.DE vs. JRUD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
Martin Ratio Rank

JRUD.DE
JRUD.DE Risk / Return Rank: 6868
Overall Rank
JRUD.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JRUD.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
JRUD.DE Omega Ratio Rank: 6868
Omega Ratio Rank
JRUD.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
JRUD.DE Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UBUR.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.


UBUR.DEJRUD.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-3.12

Omega ratioGain probability vs. loss probability

0.98

1.40

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.28

3.55

-3.83

Martin ratioReturn relative to average drawdown

-0.64

13.27

-13.91

UBUR.DE vs. JRUD.DE - Sharpe Ratio Comparison

The current UBUR.DE Sharpe Ratio is -0.20, which is lower than the JRUD.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of UBUR.DE and JRUD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UBUR.DEJRUD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

2.14

-2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.94

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.83

-0.03

Drawdowns

UBUR.DE vs. JRUD.DE - Drawdown Comparison

The maximum UBUR.DE drawdown since its inception was -35.34%, roughly equal to the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and JRUD.DE.


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Drawdown Indicators


UBUR.DEJRUD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-34.16%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-6.86%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.40%

-23.42%

+9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.40%

-23.42%

+9.02%

Current Drawdown

Current decline from peak

-11.30%

-0.48%

-10.82%

Average Drawdown

Average peak-to-trough decline

-7.34%

-4.95%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

1.84%

+8.02%

Volatility

UBUR.DE vs. JRUD.DE - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a higher volatility of 3.22% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that UBUR.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


UBUR.DEJRUD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

2.56%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

7.41%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

11.40%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

15.31%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

17.76%

+1.69%

UBUR.DE vs. JRUD.DE - Expense Ratio Comparison

UBUR.DE has a 0.18% 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

UBUR.DE vs. JRUD.DE - Dividend Comparison

UBUR.DE's dividend yield for the trailing twelve months is around 1.60%, more than JRUD.DE's 0.58% yield.


PositionTTM202520242023202220212020201920182017
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%0.00%0.00%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.60%1.87%1.44%1.39%1.28%0.93%1.62%1.40%1.37%0.68%

Frequently Asked Questions


UBUR.DE and JRUD.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for JRUD.DE.

UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.18% for UBUR.DE and 0.20% for JRUD.DE.

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