D5BG.DE vs. JREB.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - D5BG.DE tracks the Bloomberg Euro Corporate Bond while JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, D5BG.DE returned 0.10%/yr vs 0.14%/yr for JREB.DE. Their correlation of 0.91 suggests significant overlap in exposure. D5BG.DE charges 0.12%/yr vs 0.04%/yr for JREB.DE.
Performance
D5BG.DE vs. JREB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with D5BG.DE having a 0.58% return and JREB.DE slightly lower at 0.57%.
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
JREB.DE
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.57%
- 6M
- 0.53%
- 1Y
- 2.34%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
D5BG.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | 0.17% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 4.24% | 7.63% | -13.23% | -1.04% | 2.29% | 6.17% | 0.12% |
Correlation
The correlation between D5BG.DE and JREB.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.91 |
The correlation between D5BG.DE and JREB.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
D5BG.DE vs. JREB.DE — Risk / Return Rank
D5BG.DE
JREB.DE
D5BG.DE vs. JREB.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 Research Enhanced Index (ESG) UCITS ETF (JREB.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 | JREB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.71 | +0.03 |
| Martin ratioReturn relative to average drawdown | 2.53 | 2.52 | +0.01 |
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 | JREB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.63 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.03 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.23 | +0.25 |
Drawdowns
D5BG.DE vs. JREB.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, roughly equal to the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and JREB.DE.
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Drawdown Indicators
| D5BG.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -17.22% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -2.83% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -2.83% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -17.22% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.76% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -5.02% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.80% | -0.02% |
Volatility
D5BG.DE vs. JREB.DE - Volatility Comparison
Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) have volatilities of 1.16% and 1.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.16% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 2.85% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 3.17% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 4.39% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 4.96% | -0.32% |
D5BG.DE vs. JREB.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% expense ratio, which is higher than JREB.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
D5BG.DE vs. JREB.DE - Dividend Comparison
Neither D5BG.DE nor JREB.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, D5BG.DE and JREB.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, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.12% for D5BG.DE.
D5BG.DE tracks Bloomberg Euro Corporate Bond, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.12% for D5BG.DE and 0.04% for JREB.DE.
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