XDEW.DE vs. JREU.DE
Compare and contrast key facts about Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE).
XDEW.DE and JREU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEW.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500® Equal Weight. It was launched on Jun 10, 2014. JREU.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Research Enhanced Index Equity (ESG). It was launched on Oct 10, 2018. Both XDEW.DE and JREU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEW.DE or JREU.DE.
Key characteristics
| XDEW.DE | JREU.DE | |
|---|---|---|
| YTD Return | 20.93% | 31.03% |
| 1Y Return | 32.66% | 38.83% |
| 3Y Return (Ann) | 8.55% | 13.21% |
| 5Y Return (Ann) | 12.58% | 17.22% |
| Sharpe Ratio | 2.76 | 3.04 |
| Sortino Ratio | 3.94 | 4.17 |
| Omega Ratio | 1.55 | 1.63 |
| Calmar Ratio | 3.23 | 4.39 |
| Martin Ratio | 15.50 | 19.58 |
| Ulcer Index | 1.95% | 1.88% |
| Daily Std Dev | 10.96% | 12.04% |
| Max Drawdown | -38.79% | -34.39% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDEW.DE and JREU.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDEW.DE vs. JREU.DE - Performance Comparison
In the year-to-date period, XDEW.DE achieves a 20.93% return, which is significantly lower than JREU.DE's 31.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDEW.DE vs. JREU.DE - Expense Ratio Comparison
Both XDEW.DE and JREU.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XDEW.DE vs. JREU.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.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.
Dividends
XDEW.DE vs. JREU.DE - Dividend Comparison
Neither XDEW.DE nor JREU.DE has paid dividends to shareholders.
Drawdowns
XDEW.DE vs. JREU.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than JREU.DE's maximum drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and JREU.DE. For additional features, visit the drawdowns tool.
Volatility
XDEW.DE vs. JREU.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 3.07%, while JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a volatility of 3.49%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than JREU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.