EUNR.DE vs. JER5.DE
EUNR.DE (iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - EUNR.DE tracks the Bloomberg Euro Corporate ex-Financials Bond 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, EUNR.DE returned -0.11%/yr vs 1.25%/yr for JER5.DE. Their correlation of 0.81 suggests significant overlap in exposure. EUNR.DE charges 0.20%/yr vs 0.04%/yr for JER5.DE.
Performance
EUNR.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNR.DE achieves a 1.25% return, which is significantly higher than JER5.DE's 0.92% return.
EUNR.DE
- 1D
- 0.05%
- 1M
- 0.75%
- YTD
- 1.25%
- 6M
- 1.43%
- 1Y
- 2.33%
- 3Y*
- 4.19%
- 5Y*
- -0.11%
- 10Y*
- 0.82%
JER5.DE
- 1D
- 0.05%
- 1M
- 0.42%
- YTD
- 0.92%
- 6M
- 1.12%
- 1Y
- 2.28%
- 3Y*
- 4.47%
- 5Y*
- 1.25%
- 10Y*
- —
EUNR.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNR.DE iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) | 1.25% | 2.63% | 3.48% | 7.31% | -13.61% | -1.23% | 2.84% | 6.34% | 0.25% |
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 EUNR.DE and JER5.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.81 |
The correlation between EUNR.DE and JER5.DE shifts across timeframes, from 0.69 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUNR.DE vs. JER5.DE — Risk / Return Rank
EUNR.DE
JER5.DE
EUNR.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.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.
| EUNR.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.15 | -0.27 |
| Martin ratioReturn relative to average drawdown | 2.87 | 4.06 | -1.19 |
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Drawdowns
EUNR.DE vs. JER5.DE - Drawdown Comparison
The maximum EUNR.DE drawdown since its inception was -17.49%, 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 EUNR.DE and JER5.DE.
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Drawdown Indicators
| EUNR.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.49% | -10.17% | -7.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.65% | -1.98% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -2.65% | -1.98% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -17.49% | -10.17% | -7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -17.49% | — | — |
Current DrawdownCurrent decline from peak | -2.20% | -0.03% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -2.23% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.56% | +0.25% |
Volatility
EUNR.DE vs. JER5.DE - Volatility Comparison
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) has a higher volatility of 0.70% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.48%. This indicates that EUNR.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
| EUNR.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.48% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 1.75% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 1.98% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.58% | 2.55% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.54% | 3.08% | +1.46% |
EUNR.DE vs. JER5.DE - Expense Ratio Comparison
EUNR.DE has a 0.20% 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
EUNR.DE vs. JER5.DE - Dividend Comparison
EUNR.DE's dividend yield for the trailing twelve months is around 2.80%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNR.DE iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) | 2.80% | 2.65% | 2.25% | 1.50% | 0.90% | 0.81% | 0.88% | 1.25% | 1.35% | 1.42% | 1.84% | 1.03% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUNR.DE and JER5.DE have a correlation of 0.69, 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 0.20% for EUNR.DE.
EUNR.DE tracks Bloomberg Euro Corporate ex-Financials Bond, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for EUNR.DE and 0.04% for JER5.DE.
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