USCP.DE vs. JRUD.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, USCP.DE returned 9.75%/yr vs 14.63%/yr for JRUD.DE. Their correlation of 0.88 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.20%/yr for JRUD.DE.
Performance
USCP.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USCP.DE achieves a 1.13% return, which is significantly lower than JRUD.DE's 10.50% return.
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
JRUD.DE
- 1D
- -0.13%
- 1M
- 4.62%
- YTD
- 10.50%
- 6M
- 10.77%
- 1Y
- 24.44%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
USCP.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | -0.66% |
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 USCP.DE and JRUD.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.88 |
Over the past year, the correlation between USCP.DE and JRUD.DE has dropped to 0.61 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. JRUD.DE — Risk / Return Rank
USCP.DE
JRUD.DE
USCP.DE vs. JRUD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USCP.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.40 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.55 | -2.82 |
| Martin ratioReturn relative to average drawdown | 2.18 | 13.27 | -11.09 |
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
| USCP.DE | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 2.14 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.94 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.83 | -0.09 |
Drawdowns
USCP.DE vs. JRUD.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for USCP.DE and JRUD.DE.
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Drawdown Indicators
| USCP.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -34.16% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -6.86% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -23.42% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -23.42% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -7.42% | -0.48% | -6.94% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.95% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.84% | +0.50% |
Volatility
USCP.DE vs. JRUD.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a higher volatility of 3.16% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.56%. This indicates that USCP.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
| USCP.DE | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.56% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 7.41% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 11.40% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 15.31% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.76% | -1.65% |
USCP.DE vs. JRUD.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than JRUD.DE's 0.20% expense ratio.
Dividends
USCP.DE vs. JRUD.DE - Dividend Comparison
USCP.DE has not paid dividends to shareholders, while JRUD.DE's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USCP.DE and JRUD.DE have a correlation of 0.61, 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 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Natixis and JPMorgan. Their fees differ too: 0.65% for USCP.DE and 0.20% for JRUD.DE.
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