EUNT.DE vs. JREB.DE
Compare and contrast key facts about 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).
EUNT.DE and JREB.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNT.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Corporate 1-5 Year Bond. It was launched on Sep 25, 2009. JREB.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). It was launched on Dec 5, 2018. Both EUNT.DE and JREB.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EUNT.DE vs. JREB.DE - Performance Comparison
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EUNT.DE vs. JREB.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) | -0.59% | 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*
- —
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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
EUNT.DE
JREB.DE
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.DE | JREB.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.92 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.27 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.85 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.54 | 3.83 | +0.71 |
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 | JREB.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNT.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 3.06% | 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.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.36% | -1.87% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -1.54% | -5.11% | +3.57% |
Ulcer IndexDepth 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.DE | JREB.DE | Difference | |
|---|---|---|---|
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% |