ZSRM.DE vs. JREU.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds - ZSRM.DE tracks the MSCI USA SRI S-Series PAB 5% Capped while JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 3 years, ZSRM.DE returned 9.90%/yr vs 18.34%/yr for JREU.DE. Their correlation of 0.89 suggests significant overlap in exposure. ZSRM.DE charges 0.25%/yr vs 0.20%/yr for JREU.DE.
Performance
ZSRM.DE vs. JREU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZSRM.DE having a 10.14% return and JREU.DE slightly higher at 10.64%.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
JREU.DE
- 1D
- -0.14%
- 1M
- 3.76%
- YTD
- 10.64%
- 6M
- 10.24%
- 1Y
- 24.47%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
ZSRM.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZSRM.DE BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 10.14% | -6.25% | 17.05% | 19.31% | -8.53% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 24.03% | -8.73% |
Correlation
The correlation between ZSRM.DE and JREU.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.89 |
The correlation between ZSRM.DE and JREU.DE has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.
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Return for Risk
ZSRM.DE vs. JREU.DE — Risk / Return Rank
ZSRM.DE
JREU.DE
ZSRM.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.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.
| ZSRM.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.60 | -2.32 |
| Martin ratioReturn relative to average drawdown | 3.54 | 13.47 | -9.93 |
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
| ZSRM.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.15 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.90 | -0.49 |
Drawdowns
ZSRM.DE vs. JREU.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, smaller than the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and JREU.DE.
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Drawdown Indicators
| ZSRM.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -34.39% | +10.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -6.81% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -23.38% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.38% | — |
Current DrawdownCurrent decline from peak | -1.84% | -0.49% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -4.52% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.82% | +1.31% |
Volatility
ZSRM.DE vs. JREU.DE - Volatility Comparison
BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.DE) has a higher volatility of 3.16% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) at 2.53%. This indicates that ZSRM.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
| ZSRM.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.53% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 7.43% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.42% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.28% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 17.23% | -1.35% |
ZSRM.DE vs. JREU.DE - Expense Ratio Comparison
ZSRM.DE has a 0.25% expense ratio, which is higher than JREU.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
ZSRM.DE vs. JREU.DE - Dividend Comparison
Neither ZSRM.DE nor JREU.DE has paid dividends to shareholders.
Frequently Asked Questions
ZSRM.DE and JREU.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREU.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for ZSRM.DE.
ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped, while JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: BNP Paribas and JPMorgan. Their fees differ too: 0.25% for ZSRM.DE and 0.20% for JREU.DE.
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