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UBUT.DE vs. JREU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBUT.DE vs. JREU.L - Performance Comparison

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

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Different Trading Currencies

UBUT.DE is traded in EUR, while JREU.L is traded in USD. To make them comparable, the JREU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with UBUT.DE having a 11.13% return and JREU.L slightly lower at 10.77%.


UBUT.DE

1D
0.48%
1M
6.45%
YTD
11.13%
6M
11.84%
1Y
26.41%
3Y*
18.17%
5Y*
14.55%
10Y*
15.97%

JREU.L

1D
-0.18%
1M
4.53%
YTD
10.77%
6M
10.80%
1Y
24.58%
3Y*
18.36%
5Y*
14.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBUT.DE vs. JREU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
11.13%4.89%28.17%31.45%-19.44%39.51%10.45%41.33%-7.96%
JREU.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)
10.77%2.50%33.38%24.50%-13.88%40.34%9.75%33.49%-8.99%

Correlation

The correlation between UBUT.DE and JREU.L is 0.84, 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

0.84

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

0.88

The correlation between UBUT.DE and JREU.L has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

UBUT.DE vs. JREU.L — Risk / Return Rank

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

UBUT.DE
UBUT.DE Risk / Return Rank: 5959
Overall Rank
UBUT.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UBUT.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
UBUT.DE Omega Ratio Rank: 5959
Omega Ratio Rank
UBUT.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
UBUT.DE Martin Ratio Rank: 5858
Martin Ratio Rank

JREU.L
JREU.L Risk / Return Rank: 7272
Overall Rank
JREU.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JREU.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JREU.L Omega Ratio Rank: 7272
Omega Ratio Rank
JREU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
JREU.L Martin Ratio Rank: 7575
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.

UBUT.DE vs. JREU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L). 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.


UBUT.DEJREU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.85

3.65

-0.81

Martin ratioReturn relative to average drawdown

10.00

12.92

-2.92

UBUT.DE vs. JREU.L - Sharpe Ratio Comparison

The current UBUT.DE Sharpe Ratio is 1.98, which is comparable to the JREU.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of UBUT.DE and JREU.L, 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


UBUT.DEJREU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.00

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.92

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.88

+0.02

Drawdowns

UBUT.DE vs. JREU.L - Drawdown Comparison

The maximum UBUT.DE drawdown since its inception was -30.47%, smaller than the maximum JREU.L drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for UBUT.DE and JREU.L.


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Drawdown Indicators


UBUT.DEJREU.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-34.07%

+3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-6.70%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.78%

-22.79%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-22.79%

-1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-30.47%

Current Drawdown

Current decline from peak

0.00%

-0.46%

+0.46%

Average Drawdown

Average peak-to-trough decline

-5.04%

-4.58%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.90%

+0.73%

Volatility

UBUT.DE vs. JREU.L - Volatility Comparison

UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a higher volatility of 3.48% compared to JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) at 2.97%. This indicates that UBUT.DE's price experiences larger fluctuations and is considered to be riskier than JREU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBUT.DEJREU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

2.97%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

8.50%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.25%

12.22%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

16.04%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

17.97%

-1.03%

UBUT.DE vs. JREU.L - Expense Ratio Comparison

UBUT.DE has a 0.25% expense ratio, which is higher than JREU.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UBUT.DE vs. JREU.L - Dividend Comparison

UBUT.DE's dividend yield for the trailing twelve months is around 0.35%, while JREU.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
JREU.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
0.35%0.42%0.60%0.78%0.78%0.62%0.88%0.66%1.07%0.85%0.96%

Frequently Asked Questions


UBUT.DE and JREU.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JREU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREU.L is cheaper with a 0.20% expense ratio, compared with 0.25% for UBUT.DE.

UBUT.DE tracks MSCI USA Quality, while JREU.L tracks Russell 1000 TR USD. They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.25% for UBUT.DE and 0.20% for JREU.L.

Portfolio Optimizer

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