UIMP.DE vs. JRUD.DE
UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible 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 - UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, UIMP.DE returned 12.35%/yr vs 14.63%/yr for JRUD.DE. Their correlation of 0.94 suggests significant overlap in exposure. UIMP.DE charges 0.22%/yr vs 0.20%/yr for JRUD.DE.
Performance
UIMP.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIMP.DE achieves a 14.22% return, which is significantly higher than JRUD.DE's 10.50% return.
UIMP.DE
- 1D
- -0.69%
- 1M
- 6.43%
- YTD
- 14.22%
- 6M
- 13.02%
- 1Y
- 23.41%
- 3Y*
- 16.45%
- 5Y*
- 12.35%
- 10Y*
- 14.21%
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
UIMP.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 14.22% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | -0.71% |
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 UIMP.DE and JRUD.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.94 |
The correlation between UIMP.DE and JRUD.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
UIMP.DE vs. JRUD.DE — Risk / Return Rank
UIMP.DE
JRUD.DE
UIMP.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.
| UIMP.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 3.55 | -1.08 |
| Martin ratioReturn relative to average drawdown | 8.01 | 13.27 | -5.26 |
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
| UIMP.DE | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.14 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.94 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.83 | +0.06 |
Drawdowns
UIMP.DE vs. JRUD.DE - Drawdown Comparison
The maximum UIMP.DE drawdown since its inception was -33.37%, roughly equal to the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for UIMP.DE and JRUD.DE.
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Drawdown Indicators
| UIMP.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -34.16% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -6.86% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -23.42% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -23.42% | -1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | — | — |
Current DrawdownCurrent decline from peak | -0.69% | -0.48% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -4.95% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.84% | +1.07% |
Volatility
UIMP.DE vs. JRUD.DE - Volatility Comparison
UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a higher volatility of 3.98% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that UIMP.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
| UIMP.DE | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.56% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 7.41% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 11.40% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 15.31% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 17.76% | -0.94% |
UIMP.DE vs. JRUD.DE - Expense Ratio Comparison
UIMP.DE has a 0.22% expense ratio, which is higher than JRUD.DE'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
UIMP.DE vs. JRUD.DE - Dividend Comparison
UIMP.DE's dividend yield for the trailing twelve months is around 0.42%, less than JRUD.DE's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.42% | 0.82% | 0.70% | 0.75% | 0.92% | 0.62% | 0.90% | 0.97% | 1.03% | 1.25% | 1.26% | 1.25% |
Frequently Asked Questions
UIMP.DE and JRUD.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUD.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for UIMP.DE.
UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, 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: 0.22% for UIMP.DE and 0.20% for JRUD.DE.
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