DECR.DE vs. JER5.DE
DECR.DE (Amundi Index Euro Corporate SRI UCITS ETF Dist) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - DECR.DE tracks the Bloomberg MSCI Euro Corporate ESG Sustainability SRI while JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, DECR.DE returned 0.11%/yr vs 1.25%/yr for JER5.DE. A 0.77 correlation means they provide meaningful diversification when combined. DECR.DE charges 0.14%/yr vs 0.04%/yr for JER5.DE.
Performance
DECR.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DECR.DE achieves a 1.29% return, which is significantly higher than JER5.DE's 0.92% return.
DECR.DE
- 1D
- 0.17%
- 1M
- 0.71%
- YTD
- 1.29%
- 6M
- 1.49%
- 1Y
- 2.46%
- 3Y*
- 4.66%
- 5Y*
- 0.11%
- 10Y*
- —
JER5.DE
- 1D
- 0.05%
- 1M
- 0.42%
- YTD
- 0.92%
- 6M
- 1.12%
- 1Y
- 2.28%
- 3Y*
- 4.47%
- 5Y*
- 1.25%
- 10Y*
- —
DECR.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DECR.DE Amundi Index Euro Corporate SRI UCITS ETF Dist | 1.29% | 2.90% | 4.22% | 7.14% | -13.37% | -1.09% | 2.50% | 6.18% | 0.21% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.92% | 3.43% | 4.31% | 6.23% | -7.82% | -0.26% | 0.74% | 2.43% | 0.24% |
Correlation
The correlation between DECR.DE and JER5.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.77 |
Over the past year, the correlation between DECR.DE and JER5.DE has dropped to 0.57 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
DECR.DE vs. JER5.DE — Risk / Return Rank
DECR.DE
JER5.DE
DECR.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.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.
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.
| DECR.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.15 | -0.22 |
| Martin ratioReturn relative to average drawdown | 3.32 | 4.06 | -0.74 |
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Drawdowns
DECR.DE vs. JER5.DE - Drawdown Comparison
The maximum DECR.DE drawdown since its inception was -17.15%, 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 DECR.DE and JER5.DE.
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Drawdown Indicators
| DECR.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.15% | -10.17% | -6.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | -1.98% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -2.64% | -1.98% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -17.15% | -10.17% | -6.98% |
Current DrawdownCurrent decline from peak | -0.92% | -0.03% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -2.23% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.56% | +0.18% |
Volatility
DECR.DE vs. JER5.DE - Volatility Comparison
Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.DE) has a higher volatility of 1.15% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.48%. This indicates that DECR.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
| DECR.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 0.48% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 1.75% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.91% | 1.98% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 2.55% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 3.08% | +2.17% |
DECR.DE vs. JER5.DE - Expense Ratio Comparison
DECR.DE has a 0.14% 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
DECR.DE vs. JER5.DE - Dividend Comparison
DECR.DE's dividend yield for the trailing twelve months is around 2.49%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DECR.DE Amundi Index Euro Corporate SRI UCITS ETF Dist | 2.49% | 2.52% | 2.14% | 1.70% | 1.30% | 1.19% | 1.32% | 1.51% | 1.16% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DECR.DE and JER5.DE have a correlation of 0.57, 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 0.14% for DECR.DE.
DECR.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.14% for DECR.DE and 0.04% for JER5.DE.
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