ZSRM.DE vs. JRUD.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - ZSRM.DE tracks the MSCI USA SRI S-Series PAB 5% Capped while JRUD.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 18.26%/yr for JRUD.DE. Their correlation of 0.89 suggests significant overlap in exposure. ZSRM.DE charges 0.25%/yr vs 0.20%/yr for JRUD.DE.
Performance
ZSRM.DE vs. JRUD.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 JRUD.DE slightly higher at 10.50%.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
ZSRM.DE vs. JRUD.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% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 32.10% | 23.94% | -8.77% |
Correlation
The correlation between ZSRM.DE and JRUD.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 JRUD.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. JRUD.DE — Risk / Return Rank
ZSRM.DE
JRUD.DE
ZSRM.DE vs. JRUD.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 (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.
| ZSRM.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.55 | -2.27 |
| Martin ratioReturn relative to average drawdown | 3.54 | 13.27 | -9.73 |
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 | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.14 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.42 |
Drawdowns
ZSRM.DE vs. JRUD.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, smaller than the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and JRUD.DE.
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Drawdown Indicators
| ZSRM.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -34.16% | +10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -6.86% | -1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -23.42% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.42% | — |
Current DrawdownCurrent decline from peak | -1.84% | -0.48% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -4.95% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.84% | +1.29% |
Volatility
ZSRM.DE vs. JRUD.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 (dist) (JRUD.DE) at 2.56%. This indicates that ZSRM.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
| ZSRM.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 | 8.46% | 7.41% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.40% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.31% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 17.76% | -1.88% |
ZSRM.DE vs. JRUD.DE - Expense Ratio Comparison
ZSRM.DE has a 0.25% expense ratio, which is higher than JRUD.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. JRUD.DE - Dividend Comparison
ZSRM.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% |
ZSRM.DE BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZSRM.DE and JRUD.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, 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 0.25% for ZSRM.DE.
ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped, while JRUD.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 JRUD.DE.
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