- Issuer
- JPMorgan
- Inception Date
- Nov 9, 2021
- Region
- North America (United States)
- Category
- Corporate Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Bond
Share Price Chart
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Performance
JRUE.DE Performance Chart
JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is down 0.9% since the beginning of the year. JRUE.DE is currently trading at €96 per share.
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Returns By Period
JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) has returned -0.85% so far this year and 3.03% over the past 12 months.
JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
JRUE.DE Monthly Returns History
Based on dividend-adjusted daily data since Nov 9, 2021, JRUE.DE's average daily return is -0.01%, while the average monthly return is -0.16%.
Historically, 51% of months were positive and 49% were negative. The best month was Nov 2023 with a return of +5.6%, while the worst month was Apr 2022 at -6.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, JRUE.DE closed higher 49% of trading days. The best single day was Nov 10, 2022 with a return of +2.6%, while the worst single day was Apr 9, 2025 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.16% | 1.29% | -2.48% | 0.56% | 0.55% | 0.38% | -0.95% | -0.85% | |||||
| 2025 | 0.61% | 1.52% | -0.33% | -0.25% | -0.30% | 1.56% | 0.30% | 0.55% | 1.55% | 0.09% | 0.42% | -0.05% | 5.79% |
| 2024 | -0.35% | -1.44% | 1.08% | -2.72% | 1.52% | 1.01% | 1.60% | 1.88% | 1.38% | -2.72% | 1.33% | -2.08% | 0.31% |
| 2023 | 3.52% | -3.58% | 2.84% | 0.72% | -1.92% | 0.64% | 0.01% | -1.04% | -2.67% | -1.99% | 5.61% | 3.92% | 5.74% |
| 2022 | -3.32% | -1.90% | -2.50% | -5.98% | 0.75% | -2.86% | 3.74% | -3.50% | -5.41% | -1.51% | 3.84% | -0.02% | -17.61% |
| 2021 | -1.23% | -0.41% | -1.64% |
Benchmark Metrics
JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc has an annualized alpha of -1.79%, beta of 0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 09, 2021.
- This ETF participated in 50.54% of S&P 500 Index downside but only 16.70% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.03 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.79%
- Beta
- 0.03
- R²
- 0.00
- Upside Capture
- 16.70%
- Downside Capture
- 50.54%
Expense Ratio
JRUE.DE has an expense ratio of 0.04%, which is considered low.
Return for Risk
Risk / Return Rank
JRUE.DE ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) and compare them to S&P 500 Index.
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.
| JRUE.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.01 | -2.01 |
| Martin ratioReturn relative to average drawdown | 2.54 | 11.10 | -8.56 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc was 23.48%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc drawdown is 9.83%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-23.48%Oct 2022 | 11mo 15d | — | 4y 8moNov 2021 - now | Bear market2022 |
Drawdown Indicators
| JRUE.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -51.17% | +27.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -7.57% | +4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -23.99% | +17.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -9.83% | -0.52% | -9.31% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -8.90% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 2.04% | -0.80% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with JRUE.DE
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