5UOA.DE vs. JRUE.DE
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) and JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) are both Corporate Bonds funds. 5UOA.DE is passively managed, while JRUE.DE is actively managed. Over the past 3 years, 5UOA.DE returned 3.91%/yr vs 2.76%/yr for JRUE.DE. At a 0.47 correlation, their price movements are largely independent. 5UOA.DE charges 0.15%/yr vs 0.04%/yr for JRUE.DE.
Performance
5UOA.DE vs. JRUE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5UOA.DE achieves a 2.22% return, which is significantly higher than JRUE.DE's -0.90% return.
5UOA.DE
- 1D
- 0.00%
- 1M
- 0.66%
- 6M
- 1.10%
- YTD
- 2.22%
- 1Y
- 5.26%
- 3Y*
- 3.91%
- 5Y*
- 0.67%
- 10Y*
- —
JRUE.DE
- 1D
- 0.25%
- 1M
- -0.76%
- 6M
- -0.75%
- YTD
- -0.90%
- 1Y
- 2.59%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
5UOA.DE vs. JRUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5UOA.DE iShares USD Corporate Bond ESG UCITS ETF Acc | 2.22% | -4.05% | 8.06% | 4.33% | -9.57% | 1.10% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.90% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
Correlation
The correlation between 5UOA.DE and JRUE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.47 |
The correlation between 5UOA.DE and JRUE.DE shifts across timeframes, from 0.28 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5UOA.DE vs. JRUE.DE — Risk / Return Rank
5UOA.DE
JRUE.DE
5UOA.DE vs. JRUE.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 JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.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.
| 5UOA.DE | JRUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.10 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.82 | +0.77 |
| Martin ratioReturn relative to average drawdown | 4.21 | 2.07 | +2.14 |
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Drawdowns
5UOA.DE vs. JRUE.DE - Drawdown Comparison
The maximum 5UOA.DE drawdown since its inception was -12.63%, smaller than the maximum JRUE.DE drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and JRUE.DE.
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Drawdown Indicators
| 5UOA.DE | JRUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.63% | -23.48% | +10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.29% | -3.14% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -11.20% | -6.63% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -12.63% | — | — |
Current DrawdownCurrent decline from peak | -4.56% | -9.88% | +5.32% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -13.51% | +7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.25% | 0.00% |
Volatility
5UOA.DE vs. JRUE.DE - Volatility Comparison
iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a higher volatility of 1.49% compared to JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) at 1.13%. This indicates that 5UOA.DE's price experiences larger fluctuations and is considered to be riskier than JRUE.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 | JRUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 1.13% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 3.27% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.94% | 4.47% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 7.80% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.24% | 7.80% | +0.44% |
5UOA.DE vs. JRUE.DE - Expense Ratio Comparison
5UOA.DE has a 0.15% expense ratio, which is higher than JRUE.DE's 0.04% 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
5UOA.DE vs. JRUE.DE - Dividend Comparison
Neither 5UOA.DE nor JRUE.DE has paid dividends to shareholders.
Frequently Asked Questions
5UOA.DE and JRUE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.15% for 5UOA.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for 5UOA.DE and 0.04% for JRUE.DE.
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