EUNT.DE vs. JER5.DE
EUNT.DE (iShares EUR Corporate Bond 1-5yr 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 - EUNT.DE tracks the Bloomberg Euro Corporate 1-5 Year 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, EUNT.DE returned 1.03%/yr vs 1.14%/yr for JER5.DE. A 0.74 correlation means they provide meaningful diversification when combined. EUNT.DE charges 0.20%/yr vs 0.04%/yr for JER5.DE.
Performance
EUNT.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNT.DE achieves a 0.31% return, which is significantly lower than JER5.DE's 0.48% return.
EUNT.DE
- 1D
- 0.11%
- 1M
- 0.20%
- YTD
- 0.31%
- 6M
- 0.48%
- 1Y
- 1.91%
- 3Y*
- 4.26%
- 5Y*
- 1.03%
- 10Y*
- 0.99%
JER5.DE
- 1D
- 0.06%
- 1M
- 0.25%
- YTD
- 0.48%
- 6M
- 0.48%
- 1Y
- 2.20%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
EUNT.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNT.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 0.31% | 3.43% | 4.33% | 5.81% | -7.80% | -0.22% | 0.98% | 2.64% | 0.14% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 2.43% | 0.19% |
Correlation
The correlation between EUNT.DE and JER5.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.74 |
Over the past year, the correlation between EUNT.DE and JER5.DE has dropped to 0.51 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
EUNT.DE vs. JER5.DE — Risk / Return Rank
EUNT.DE
JER5.DE
EUNT.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.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.
| EUNT.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.04 | -0.18 |
| Martin ratioReturn relative to average drawdown | 3.10 | 3.74 | -0.64 |
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
| EUNT.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.05 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.44 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.39 | +0.04 |
Drawdowns
EUNT.DE vs. JER5.DE - Drawdown Comparison
The maximum EUNT.DE drawdown since its inception was -10.16%, roughly equal to the maximum JER5.DE drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for EUNT.DE and JER5.DE.
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Drawdown Indicators
| EUNT.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.16% | -10.17% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -1.96% | -1.98% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -1.96% | -1.98% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -10.16% | -10.17% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -10.16% | — | — |
Current DrawdownCurrent decline from peak | -0.47% | -0.46% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -1.53% | -2.25% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.55% | 0.00% |
Volatility
EUNT.DE vs. JER5.DE - Volatility Comparison
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE) has a higher volatility of 0.76% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that EUNT.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
| EUNT.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 0.58% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 1.73% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.24% | 1.96% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.86% | 2.55% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 3.10% | +0.14% |
EUNT.DE vs. JER5.DE - Expense Ratio Comparison
EUNT.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
EUNT.DE vs. JER5.DE - Dividend Comparison
EUNT.DE's dividend yield for the trailing twelve months is around 3.04%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNT.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 3.04% | 2.91% | 2.50% | 1.41% | 0.51% | 0.57% | 0.59% | 0.62% | 0.62% | 0.68% | 0.90% | 0.56% |
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
EUNT.DE and JER5.DE have a correlation of 0.51, 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 EUNT.DE.
EUNT.DE tracks Bloomberg Euro Corporate 1-5 Year 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 EUNT.DE and 0.04% for JER5.DE.
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