UBUR.DE vs. JRUD.DE
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, UBUR.DE returned 6.64%/yr vs 14.63%/yr for JRUD.DE. At a 0.45 correlation, their price movements are largely independent. UBUR.DE charges 0.18%/yr vs 0.20%/yr for JRUD.DE.
Performance
UBUR.DE vs. JRUD.DE - Performance Comparison
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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*
- —
UBUR.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
UBUR.DE
JRUD.DE
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.DE | JRUD.DE | Difference | |
|---|---|---|---|
| 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 |
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
| UBUR.DE | JRUD.DE | Difference | |
|---|---|---|---|
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.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.30% | -0.48% | -10.82% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -4.95% | -2.39% |
Ulcer IndexDepth 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.DE | JRUD.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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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