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EUNT.DE vs. JREB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUNT.DE vs. JREB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.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.

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


2026 (YTD)20252024202320222021202020192018
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.59%3.43%4.33%5.81%-7.80%-0.22%0.98%2.64%0.14%
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%6.17%0.12%

Returns By Period

In the year-to-date period, EUNT.DE achieves a -0.59% return, which is significantly lower than JREB.DE's -0.55% return.


EUNT.DE

1D
0.38%
1M
-0.84%
YTD
-0.59%
6M
-0.26%
1Y
2.03%
3Y*
3.94%
5Y*
0.85%
10Y*
0.93%

JREB.DE

1D
-0.00%
1M
-1.08%
YTD
-0.55%
6M
-0.46%
1Y
2.52%
3Y*
4.21%
5Y*
-0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EUNT.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%.


Return for Risk

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

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

EUNT.DE
EUNT.DE Risk / Return Rank: 4242
Overall Rank
EUNT.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNT.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
EUNT.DE Omega Ratio Rank: 4141
Omega Ratio Rank
EUNT.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EUNT.DE Martin Ratio Rank: 3939
Martin Ratio Rank

JREB.DE
JREB.DE Risk / Return Rank: 3838
Overall Rank
JREB.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JREB.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
JREB.DE Omega Ratio Rank: 4242
Omega Ratio Rank
JREB.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
JREB.DE Martin Ratio Rank: 3333
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.

EUNT.DE vs. JREB.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 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.


EUNT.DEJREB.DEDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.92

+0.04

Sortino ratio

Return per unit of downside risk

1.39

1.27

+0.11

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.02

0.85

+0.17

Martin ratio

Return relative to average drawdown

4.54

3.83

+0.71

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

The current EUNT.DE Sharpe Ratio is 0.96, which is comparable to the JREB.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EUNT.DE and JREB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUNT.DEJREB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.92

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.03

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.20

+0.22

Correlation

The correlation between EUNT.DE and JREB.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EUNT.DE vs. JREB.DE - Dividend Comparison

EUNT.DE's dividend yield for the trailing twelve months is around 3.06%, while JREB.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.06%2.91%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%
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%

Drawdowns

EUNT.DE vs. JREB.DE - Drawdown Comparison

The maximum EUNT.DE drawdown since its inception was -10.16%, smaller than the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for EUNT.DE and JREB.DE.


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Drawdown Indicators


EUNT.DEJREB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.16%

-17.22%

+7.06%

Max Drawdown (1Y)

Largest decline over 1 year

-1.96%

-2.83%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-10.16%

-17.22%

+7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-10.16%

Current Drawdown

Current decline from peak

-1.36%

-1.87%

+0.51%

Average Drawdown

Average peak-to-trough decline

-1.54%

-5.11%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.63%

-0.19%

Volatility

EUNT.DE vs. JREB.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE) is 1.13%, while JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a volatility of 1.68%. This indicates that EUNT.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


EUNT.DEJREB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.68%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

2.11%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.12%

2.74%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

4.30%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.22%

4.96%

-1.74%