XNAS.DE vs. JURE.L

Last updated Jun 5, 2026

XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and JURE.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) are both exchange-traded funds - XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while JURE.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, XNAS.DE returned 18.79%/yr vs 14.73%/yr for JURE.L. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

XNAS.DE vs. JURE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XNAS.DE achieves a 20.53% return, which is significantly higher than JURE.L's 10.73% return.

XNAS.DE

• 1D: -0.83%
• 1M: 9.23%
• YTD: 20.53%
• 6M: 19.39%
• 1Y: 37.85%
• 3Y*: 24.64%
• 5Y*: 18.79%
• 10Y*: —

JURE.L

• 1D: -0.09%
• 1M: 4.69%
• YTD: 10.73%
• 6M: 11.01%
• 1Y: 24.73%
• 3Y*: 18.30%
• 5Y*: 14.73%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XNAS.DE vs. JURE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C	20.53%	7.11%	33.75%	51.36%	-29.99%	33.56%
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)	10.73%	2.73%	33.30%	23.91%	-14.11%	37.52%

Correlation

The correlation between XNAS.DE and JURE.L is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021	0.86

The correlation between XNAS.DE and JURE.L has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

Return for Risk

XNAS.DE vs. JURE.L — Risk / Return Rank

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

XNAS.DE

XNAS.DE Risk / Return Rank: 71
XNAS.DE Sharpe Ratio Rank: 75
XNAS.DE Sortino Ratio Rank: 71
XNAS.DE Omega Ratio Rank: 71
XNAS.DE Calmar Ratio Rank: 76
XNAS.DE Martin Ratio Rank: 63

JURE.L

JURE.L Risk / Return Rank: 81
JURE.L Sharpe Ratio Rank: 84
JURE.L Sortino Ratio Rank: 82
JURE.L Omega Ratio Rank: 84
JURE.L Calmar Ratio Rank: 79
JURE.L Martin Ratio Rank: 79

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.

XNAS.DE vs. JURE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.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.

	XNAS.DE	JURE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.24	+0.16
Sortino ratio: Return per unit of downside risk	3.18	3.04	+0.15
Omega ratio: Gain probability vs. loss probability	1.42	1.42	0.00
Calmar ratio: Return relative to maximum drawdown	3.77	3.58	+0.19
Martin ratio: Return relative to average drawdown	11.16	13.63	-2.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XNAS.DE vs. JURE.L - Sharpe Ratio Comparison

The current XNAS.DE Sharpe Ratio is 2.40, which is comparable to the JURE.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of XNAS.DE and JURE.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.

Sharpe Ratios by Period

	XNAS.DE	JURE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	2.24	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.97	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.92	-0.01

Drawdowns

XNAS.DE vs. JURE.L - Drawdown Comparison

The maximum XNAS.DE drawdown since its inception was -31.25%, smaller than the maximum JURE.L drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and JURE.L.

Drawdown Indicators

	XNAS.DE	JURE.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.25%	-33.49%	+2.24%
Max Drawdown (1Y) Largest decline over 1 year	-10.00%	-6.87%	-3.13%
Max Drawdown (3Y) Largest decline over 3 years	-26.72%	-22.87%	-3.85%
Max Drawdown (5Y) Largest decline over 5 years	-31.25%	-22.87%	-8.38%
Current Drawdown Current decline from peak	-0.83%	-0.43%	-0.40%
Average Drawdown Average peak-to-trough decline	-7.83%	-4.45%	-3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	1.81%	+1.57%

Volatility

XNAS.DE vs. JURE.L - Volatility Comparison

Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.31% compared to JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) at 2.07%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than JURE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XNAS.DE	JURE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	2.07%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	10.91%	7.23%	+3.68%
Volatility (1Y) Calculated over the trailing 1-year period	15.71%	11.01%	+4.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.88%	15.21%	+4.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.84%	17.26%	+2.58%

XNAS.DE vs. JURE.L - Expense Ratio Comparison

Both XNAS.DE and JURE.L 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%.

Dividends

XNAS.DE vs. JURE.L - Dividend Comparison

Neither XNAS.DE nor JURE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XNAS.DE and JURE.L in my portfolio?

XNAS.DE and JURE.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XNAS.DE or JURE.L?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XNAS.DE or JURE.L?

XNAS.DE and JURE.L have the same expense ratio: 0.20% per year.

What is the main difference between XNAS.DE and JURE.L?

XNAS.DE is categorized as Nasdaq-100, while JURE.L is Large Cap Blend Equities. XNAS.DE tracks Nasdaq 100®, while JURE.L tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and JPMorgan.