EUN5.DE vs. JREB.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - EUN5.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, EUN5.DE returned 0.06%/yr vs 0.14%/yr for JREB.DE. Their correlation of 0.91 suggests significant overlap in exposure. EUN5.DE charges 0.20%/yr vs 0.04%/yr for JREB.DE.
Performance
EUN5.DE vs. JREB.DE - Performance Comparison
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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*
- —
EUN5.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
EUN5.DE vs. JREB.DE — Risk / Return Rank
EUN5.DE
JREB.DE
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.DE | JREB.DE | Difference | |
|---|---|---|---|
| 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 |
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
| EUN5.DE | JREB.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| EUN5.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.08% | -0.76% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -5.02% | +1.87% |
Ulcer IndexDepth 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.
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Volatility by Period
| EUN5.DE | JREB.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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