PortfoliosLab logoPortfoliosLab logo
EUN5.DE vs. JREB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN5.DE vs. JREB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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.

Loading charts...

Returns By Period

In the year-to-date period, EUN5.DE achieves a 0.53% return, which is significantly lower than JREB.DE's 0.57% return.


EUN5.DE

1D
0.05%
1M
0.36%
YTD
0.53%
6M
0.49%
1Y
2.22%
3Y*
4.59%
5Y*
0.06%
10Y*
1.02%

JREB.DE

1D
0.06%
1M
0.26%
YTD
0.57%
6M
0.53%
1Y
2.34%
3Y*
4.65%
5Y*
0.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN5.DE vs. JREB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
0.53%3.02%4.38%7.49%-13.40%-1.05%2.58%6.31%0.18%
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 EUN5.DE and JREB.DE is 0.88, 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

0.88

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

0.93

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 EUN5.DE and JREB.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUN5.DE vs. JREB.DE — Risk / Return Rank

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

EUN5.DE
EUN5.DE Risk / Return Rank: 1919
Overall Rank
EUN5.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EUN5.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUN5.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EUN5.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUN5.DE Martin Ratio Rank: 2121
Martin Ratio Rank

JREB.DE
JREB.DE Risk / Return Rank: 2020
Overall Rank
JREB.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JREB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
JREB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
JREB.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
JREB.DE Martin Ratio Rank: 2121
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.

EUN5.DE vs. JREB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.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.


EUN5.DEJREB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratioReturn relative to maximum drawdown

0.69

0.71

-0.02

Martin ratioReturn relative to average drawdown

2.40

2.52

-0.12

EUN5.DE vs. JREB.DE - Sharpe Ratio Comparison

The current EUN5.DE Sharpe Ratio is 0.57, which is comparable to the JREB.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EUN5.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.


Loading charts...

Sharpe Ratios by Period


EUN5.DEJREB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.63

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.03

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.23

+0.25

Drawdowns

EUN5.DE vs. JREB.DE - Drawdown Comparison

The maximum EUN5.DE drawdown since its inception was -17.31%, roughly equal to the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and JREB.DE.


Loading charts...

Drawdown Indicators


EUN5.DEJREB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.31%

-17.22%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.83%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-2.83%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-17.22%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-17.31%

Current Drawdown

Current decline from peak

-1.08%

-0.76%

-0.32%

Average Drawdown

Average peak-to-trough decline

-3.15%

-5.02%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.80%

-0.02%

Volatility

EUN5.DE vs. JREB.DE - Volatility Comparison

The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 1.08%, while JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a volatility of 1.16%. This indicates that EUN5.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.


Loading charts...

Volatility by Period


EUN5.DEJREB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.16%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.85%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

3.17%

+0.10%

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

4.55%

4.96%

-0.41%

EUN5.DE vs. JREB.DE - Expense Ratio Comparison

EUN5.DE has a 0.20% 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

EUN5.DE vs. JREB.DE - Dividend Comparison

EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, while JREB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)
3.33%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%
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%0.00%0.00%0.00%

Frequently Asked Questions


EUN5.DE and JREB.DE have a correlation of 0.88, 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 0.20% for EUN5.DE.

EUN5.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: iShares and JPMorgan. Their fees differ too: 0.20% for EUN5.DE and 0.04% for JREB.DE.

Portfolio Optimizer

Find the right allocation for EUN5.DE and JREB.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer