5UOA.DE vs. JRUB.DE
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - 5UOA.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, 5UOA.DE returned 1.37%/yr vs 1.48%/yr for JRUB.DE. With a 0.97 correlation, they move nearly in lockstep. 5UOA.DE charges 0.15%/yr vs 0.19%/yr for JRUB.DE.
Performance
5UOA.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5UOA.DE achieves a 1.02% return, which is significantly lower than JRUB.DE's 1.74% return.
5UOA.DE
- 1D
- 0.04%
- 1M
- 1.01%
- YTD
- 1.02%
- 6M
- 0.66%
- 1Y
- 3.48%
- 3Y*
- 2.19%
- 5Y*
- 1.37%
- 10Y*
- —
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
5UOA.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5UOA.DE iShares USD Corporate Bond ESG UCITS ETF Acc | 1.02% | -4.01% | 7.93% | 4.48% | -9.70% | 6.44% | 2.37% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | 1.06% |
Correlation
The correlation between 5UOA.DE and JRUB.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 Mar 27, 2020 | 0.97 |
The correlation between 5UOA.DE and JRUB.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
5UOA.DE vs. JRUB.DE — Risk / Return Rank
5UOA.DE
JRUB.DE
5UOA.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.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.
| 5UOA.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.25 | -0.30 |
| Martin ratioReturn relative to average drawdown | 2.46 | 3.11 | -0.65 |
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
| 5UOA.DE | JRUB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 0.69 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.17 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.31 | -0.17 |
Drawdowns
5UOA.DE vs. JRUB.DE - Drawdown Comparison
The maximum 5UOA.DE drawdown since its inception was -12.65%, smaller than the maximum JRUB.DE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and JRUB.DE.
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Drawdown Indicators
| 5UOA.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.65% | -13.79% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -3.13% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -11.22% | -11.65% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -12.65% | -13.30% | +0.65% |
Current DrawdownCurrent decline from peak | -5.64% | -5.11% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -5.36% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 1.27% | +0.02% |
Volatility
5UOA.DE vs. JRUB.DE - Volatility Comparison
The current volatility for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) is 1.10%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.18%. This indicates that 5UOA.DE experiences smaller price fluctuations and is considered to be less risky than JRUB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5UOA.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.18% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.94% | 3.89% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.70% | 5.68% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.13% | 8.67% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.18% | 8.88% | -0.70% |
5UOA.DE vs. JRUB.DE - Expense Ratio Comparison
5UOA.DE has a 0.15% expense ratio, which is lower than JRUB.DE's 0.19% 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
5UOA.DE vs. JRUB.DE - Dividend Comparison
Neither 5UOA.DE nor JRUB.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, 5UOA.DE and JRUB.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, 5UOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5UOA.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for JRUB.DE.
5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for 5UOA.DE and 0.19% for JRUB.DE.
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