ECR3.DE vs. JREB.DE
Compare and contrast key facts about Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE).
ECR3.DE and JREB.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECR3.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg MSCI Euro Corporate ESG BB+ Sustainability SRI 0-3 Year. It was launched on Sep 3, 2019. JREB.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). It was launched on Dec 5, 2018. Both ECR3.DE and JREB.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
ECR3.DE vs. JREB.DE - Performance Comparison
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ECR3.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ECR3.DE Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF | -0.04% | 2.97% | 4.19% | 4.18% | -3.69% | -0.14% | 0.37% | 0.00% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | -0.55% | 3.18% | 4.24% | 7.63% | -13.23% | -1.04% | 2.29% | -0.22% |
Returns By Period
In the year-to-date period, ECR3.DE achieves a -0.04% return, which is significantly higher than JREB.DE's -0.55% return.
ECR3.DE
- 1D
- 0.30%
- 1M
- -0.51%
- YTD
- -0.04%
- 6M
- 0.44%
- 1Y
- 2.11%
- 3Y*
- 3.57%
- 5Y*
- 1.44%
- 10Y*
- —
JREB.DE
- 1D
- 0.52%
- 1M
- -1.48%
- YTD
- -0.55%
- 6M
- -0.34%
- 1Y
- 2.43%
- 3Y*
- 4.29%
- 5Y*
- -0.13%
- 10Y*
- —
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ECR3.DE vs. JREB.DE - Expense Ratio Comparison
ECR3.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%.
Return for Risk
ECR3.DE vs. JREB.DE — Risk / Return Rank
ECR3.DE
JREB.DE
ECR3.DE vs. JREB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.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.
| ECR3.DE | JREB.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.88 | +1.22 |
Sortino ratioReturn per unit of downside risk | 3.08 | 1.23 | +1.86 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.17 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 0.89 | +1.56 |
Martin ratioReturn relative to average drawdown | 11.72 | 4.08 | +7.64 |
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
| ECR3.DE | JREB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.88 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | -0.03 | +1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.20 | +0.56 |
Correlation
The correlation between ECR3.DE and JREB.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ECR3.DE vs. JREB.DE - Dividend Comparison
Neither ECR3.DE nor JREB.DE has paid dividends to shareholders.
Drawdowns
ECR3.DE vs. JREB.DE - Drawdown Comparison
The maximum ECR3.DE drawdown since its inception was -5.04%, smaller than the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for ECR3.DE and JREB.DE.
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Drawdown Indicators
| ECR3.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.04% | -17.22% | +12.18% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -2.83% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -5.04% | -17.22% | +12.18% |
Current DrawdownCurrent decline from peak | -0.53% | -1.87% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -5.11% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 0.62% | -0.44% |
Volatility
ECR3.DE vs. JREB.DE - Volatility Comparison
The current volatility for Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) is 0.59%, while JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a volatility of 1.82%. This indicates that ECR3.DE experiences smaller price fluctuations and is considered to be less risky than JREB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECR3.DE | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 1.82% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 0.68% | 2.12% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.00% | 2.74% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.36% | 4.31% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.74% | 4.96% | -3.22% |