XRSM.DE vs. JREU.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 13.84%/yr for JREU.DE. Their correlation of 0.95 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.20%/yr for JREU.DE.
Performance
XRSM.DE vs. JREU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XRSM.DE having a 10.32% return and JREU.DE slightly lower at 10.16%.
XRSM.DE
- 1D
- -1.09%
- 1M
- 0.21%
- YTD
- 10.32%
- 6M
- 10.25%
- 1Y
- 24.87%
- 3Y*
- 19.47%
- 5Y*
- 13.21%
- 10Y*
- 13.75%
JREU.DE
- 1D
- -1.06%
- 1M
- 0.28%
- YTD
- 10.16%
- 6M
- 10.46%
- 1Y
- 23.79%
- 3Y*
- 18.43%
- 5Y*
- 13.84%
- 10Y*
- —
XRSM.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -13.34% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.16% | 3.77% | 32.09% | 24.03% | -14.69% | 42.48% | 8.54% | 34.59% | -21.12% |
Correlation
The correlation between XRSM.DE and JREU.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.95 |
The correlation between XRSM.DE and JREU.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. JREU.DE — Risk / Return Rank
XRSM.DE
JREU.DE
XRSM.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XRSM.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.48 | -0.57 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.85 | -2.75 |
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Drawdowns
XRSM.DE vs. JREU.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than JREU.DE's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and JREU.DE.
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Drawdown Indicators
| XRSM.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -34.40% | -5.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -6.81% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.37% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.37% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -1.06% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -5.36% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.85% | +0.61% |
Volatility
XRSM.DE vs. JREU.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) at 3.44%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than JREU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRSM.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.44% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.91% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.73% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.33% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 17.77% | +0.39% |
XRSM.DE vs. JREU.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than JREU.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XRSM.DE vs. JREU.DE - Dividend Comparison
Neither XRSM.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, XRSM.DE and JREU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XRSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSM.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for JREU.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.07% for XRSM.DE and 0.20% for JREU.DE.
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