CBUJ.DE vs. JER5.DE
CBUJ.DE (iShares EUR Corporate Bond ESG Paris-Aligned Climate UCITS ETF EUR Dist) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - CBUJ.DE tracks the Bloomberg MSCI Euro Corporate Climate Paris Aligned ESG Select while JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 3 years, CBUJ.DE returned 4.56%/yr vs 4.31%/yr for JER5.DE. Their correlation of 0.88 suggests significant overlap in exposure. CBUJ.DE charges 0.15%/yr vs 0.04%/yr for JER5.DE.
Performance
CBUJ.DE vs. JER5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUJ.DE achieves a 0.55% return, which is significantly higher than JER5.DE's 0.48% return.
CBUJ.DE
- 1D
- 0.16%
- 1M
- 0.70%
- YTD
- 0.55%
- 6M
- 0.39%
- 1Y
- 1.82%
- 3Y*
- 4.56%
- 5Y*
- —
- 10Y*
- —
JER5.DE
- 1D
- 0.06%
- 1M
- 0.62%
- YTD
- 0.48%
- 6M
- 0.41%
- 1Y
- 2.07%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
CBUJ.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUJ.DE iShares EUR Corporate Bond ESG Paris-Aligned Climate UCITS ETF EUR Dist | 0.55% | 3.00% | 4.25% | 7.46% | -0.94% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -0.92% |
Correlation
The correlation between CBUJ.DE and JER5.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2022 | 0.88 |
The correlation between CBUJ.DE and JER5.DE shifts across timeframes, from 0.70 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBUJ.DE vs. JER5.DE — Risk / Return Rank
CBUJ.DE
JER5.DE
CBUJ.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG Paris-Aligned Climate UCITS ETF EUR Dist (CBUJ.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
| CBUJ.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.04 | -0.38 |
| Martin ratioReturn relative to average drawdown | 2.25 | 3.74 | -1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CBUJ.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.05 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.39 | +0.42 |
Drawdowns
CBUJ.DE vs. JER5.DE - Drawdown Comparison
The maximum CBUJ.DE drawdown since its inception was -8.89%, smaller than the maximum JER5.DE drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for CBUJ.DE and JER5.DE.
Loading charts...
Drawdown Indicators
| CBUJ.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.89% | -10.17% | +1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -1.98% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -2.73% | -1.98% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.17% | — |
Current DrawdownCurrent decline from peak | -0.74% | -0.46% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -2.10% | -2.25% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.55% | +0.26% |
Volatility
CBUJ.DE vs. JER5.DE - Volatility Comparison
iShares EUR Corporate Bond ESG Paris-Aligned Climate UCITS ETF EUR Dist (CBUJ.DE) has a higher volatility of 1.28% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that CBUJ.DE's price experiences larger fluctuations and is considered to be riskier than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBUJ.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 0.58% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 1.73% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.11% | 1.96% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 2.55% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.35% | 3.10% | +1.25% |
CBUJ.DE vs. JER5.DE - Expense Ratio Comparison
CBUJ.DE has a 0.15% expense ratio, which is higher than JER5.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
CBUJ.DE vs. JER5.DE - Dividend Comparison
CBUJ.DE's dividend yield for the trailing twelve months is around 3.55%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CBUJ.DE iShares EUR Corporate Bond ESG Paris-Aligned Climate UCITS ETF EUR Dist | 3.55% | 3.52% | 3.48% | 2.96% | 0.12% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CBUJ.DE and JER5.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.15% for CBUJ.DE.
CBUJ.DE tracks Bloomberg MSCI Euro Corporate Climate Paris Aligned ESG Select, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for CBUJ.DE and 0.04% for JER5.DE.
Find the right allocation for CBUJ.DE and JER5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer