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DECR.DE vs. JREB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DECR.DE vs. JREB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DECR.DE having a 1.29% return and JREB.DE slightly lower at 1.28%.


DECR.DE

1D
0.17%
1M
0.71%
YTD
1.29%
6M
1.49%
1Y
2.46%
3Y*
4.66%
5Y*
0.11%
10Y*

JREB.DE

1D
0.15%
1M
0.67%
YTD
1.28%
6M
1.39%
1Y
2.56%
3Y*
4.80%
5Y*
0.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DECR.DE vs. JREB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
JREB.DE
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
1.28%3.15%4.24%7.62%-13.22%-1.05%2.29%6.17%0.29%

Correlation

The correlation between DECR.DE and JREB.DE is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2018

0.87

The correlation between DECR.DE and JREB.DE shifts across timeframes, from 0.67 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DECR.DE vs. JREB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DECR.DE
DECR.DE Risk / Return Rank: 2424
Overall Rank
DECR.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DECR.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
DECR.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DECR.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
DECR.DE Martin Ratio Rank: 2626
Martin Ratio Rank

JREB.DE
JREB.DE Risk / Return Rank: 2121
Overall Rank
JREB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JREB.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
JREB.DE Omega Ratio Rank: 2121
Omega Ratio Rank
JREB.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
JREB.DE Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DECR.DE vs. JREB.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 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.

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.DEJREB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratioReturn relative to maximum drawdown

0.93

0.83

+0.10

Martin ratioReturn relative to average drawdown

3.32

2.64

+0.69

DECR.DE vs. JREB.DE - Sharpe Ratio Comparison

The current DECR.DE Sharpe Ratio is 0.84, which is comparable to the JREB.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DECR.DE and JREB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DECR.DE vs. JREB.DE - Drawdown Comparison

The maximum DECR.DE drawdown since its inception was -17.15%, roughly equal to the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for DECR.DE and JREB.DE.


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Drawdown Indicators


DECR.DEJREB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.15%

-17.22%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-3.08%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-2.64%

-3.08%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-17.22%

+0.07%

Current Drawdown

Current decline from peak

-0.92%

-0.34%

-0.58%

Average Drawdown

Average peak-to-trough decline

-4.75%

-4.98%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.97%

-0.23%

Volatility

DECR.DE vs. JREB.DE - Volatility Comparison

Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) have volatilities of 1.15% and 1.13%, 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


DECR.DEJREB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.13%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

3.21%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

3.62%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

4.46%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

4.98%

+0.27%

DECR.DE vs. JREB.DE - Expense Ratio Comparison

DECR.DE has a 0.14% 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

DECR.DE vs. JREB.DE - Dividend Comparison

DECR.DE's dividend yield for the trailing twelve months is around 2.49%, while JREB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
JREB.DE
JPMorgan EUR Corporate Bond 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 JREB.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.14% for DECR.DE.

DECR.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI, while JREB.DE tracks JP Morgan EUR Corporate Bond 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 JREB.DE.

Portfolio Optimizer

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