D5BG.DE vs. JER5.DE
Compare and contrast key facts about Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE).
D5BG.DE and JER5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BG.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Euro Corporate Bond. It was launched on Feb 23, 2010. JER5.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). It was launched on Dec 5, 2018. Both D5BG.DE and JER5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
D5BG.DE vs. JER5.DE - Performance Comparison
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D5BG.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | -0.60% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | 0.17% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | -0.40% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 2.43% | 0.19% |
Returns By Period
In the year-to-date period, D5BG.DE achieves a -0.60% return, which is significantly lower than JER5.DE's -0.40% return.
D5BG.DE
- 1D
- 0.45%
- 1M
- -1.52%
- YTD
- -0.60%
- 6M
- -0.32%
- 1Y
- 2.21%
- 3Y*
- 4.23%
- 5Y*
- -0.20%
- 10Y*
- 0.86%
JER5.DE
- 1D
- 0.45%
- 1M
- -1.16%
- YTD
- -0.40%
- 6M
- -0.04%
- 1Y
- 2.28%
- 3Y*
- 4.11%
- 5Y*
- 0.95%
- 10Y*
- —
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D5BG.DE vs. JER5.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% 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%.
Return for Risk
D5BG.DE vs. JER5.DE — Risk / Return Rank
D5BG.DE
JER5.DE
D5BG.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.
| D5BG.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.29 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.86 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.16 | -0.28 |
Martin ratioReturn relative to average drawdown | 3.90 | 5.51 | -1.62 |
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
| D5BG.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.29 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.38 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.36 | +0.11 |
Correlation
The correlation between D5BG.DE and JER5.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
D5BG.DE vs. JER5.DE - Dividend Comparison
Neither D5BG.DE nor JER5.DE has paid dividends to shareholders.
Drawdowns
D5BG.DE vs. JER5.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and JER5.DE.
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Drawdown Indicators
| D5BG.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -10.17% | -7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -1.98% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -10.17% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | — | — |
Current DrawdownCurrent decline from peak | -2.13% | -1.33% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -2.29% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 0.42% | +0.19% |
Volatility
D5BG.DE vs. JER5.DE - Volatility Comparison
Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) has a higher volatility of 1.59% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 1.13%. This indicates that D5BG.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.
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Volatility by Period
| D5BG.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 1.13% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.03% | 1.43% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.73% | 1.76% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 2.50% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.61% | 3.10% | +1.51% |