IBCD.DE vs. JRUB.DE
IBCD.DE (iShares USD Corporate Bond UCITS ETF (Dist)) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - IBCD.DE tracks the iBoxx® USD Liquid Investment Grade while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, IBCD.DE returned 0.50%/yr vs 1.48%/yr for JRUB.DE. With a 0.95 correlation, they move nearly in lockstep. IBCD.DE charges 0.20%/yr vs 0.19%/yr for JRUB.DE.
Performance
IBCD.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCD.DE achieves a 1.30% return, which is significantly lower than JRUB.DE's 1.74% return.
IBCD.DE
- 1D
- 0.20%
- 1M
- 1.19%
- YTD
- 1.30%
- 6M
- 0.27%
- 1Y
- 3.27%
- 3Y*
- 1.65%
- 5Y*
- 0.50%
- 10Y*
- 1.88%
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
IBCD.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBCD.DE iShares USD Corporate Bond UCITS ETF (Dist) | 1.30% | -4.58% | 6.33% | 4.97% | -12.66% | 6.14% | 0.35% | 20.25% | -1.13% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -0.77% |
Correlation
The correlation between IBCD.DE and JRUB.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.95 |
The correlation between IBCD.DE and JRUB.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
IBCD.DE vs. JRUB.DE — Risk / Return Rank
IBCD.DE
JRUB.DE
IBCD.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.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.
| IBCD.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.12 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.25 | -0.51 |
| Martin ratioReturn relative to average drawdown | 1.78 | 3.11 | -1.33 |
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
| IBCD.DE | JRUB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.69 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.17 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.31 | -0.15 |
Drawdowns
IBCD.DE vs. JRUB.DE - Drawdown Comparison
The maximum IBCD.DE drawdown since its inception was -41.86%, which is greater than JRUB.DE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for IBCD.DE and JRUB.DE.
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Drawdown Indicators
| IBCD.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.86% | -13.79% | -28.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.93% | -3.13% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | -11.65% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.12% | -13.30% | -3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -17.51% | — | — |
Current DrawdownCurrent decline from peak | -7.49% | -5.11% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -5.36% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.27% | +0.38% |
Volatility
IBCD.DE vs. JRUB.DE - Volatility Comparison
iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) has a higher volatility of 1.33% compared to JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) at 1.18%. This indicates that IBCD.DE's price experiences larger fluctuations and is considered to be riskier than JRUB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCD.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 1.18% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.22% | 3.89% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.21% | 5.68% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.18% | 8.67% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.07% | 8.88% | +0.19% |
IBCD.DE vs. JRUB.DE - Expense Ratio Comparison
IBCD.DE has a 0.20% expense ratio, which is higher than JRUB.DE's 0.19% 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
IBCD.DE vs. JRUB.DE - Dividend Comparison
IBCD.DE's dividend yield for the trailing twelve months is around 4.24%, while JRUB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBCD.DE iShares USD Corporate Bond UCITS ETF (Dist) | 4.24% | 4.39% | 4.52% | 4.34% | 3.60% | 2.21% | 2.56% | 3.06% | 3.09% | 3.02% | 2.97% | 3.00% |
JRUB.DE JPMorgan USD 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
With a correlation of 0.93, IBCD.DE and JRUB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JRUB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for IBCD.DE.
IBCD.DE tracks iBoxx® USD Liquid Investment Grade, while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IBCD.DE and 0.19% for JRUB.DE.
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