IEXA.DE vs. JER5.DE
IEXA.DE (iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - IEXA.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 3 years, IEXA.DE returned 4.16%/yr vs 4.47%/yr for JER5.DE. Their correlation of 0.83 suggests significant overlap in exposure. IEXA.DE charges 0.20%/yr vs 0.04%/yr for JER5.DE.
Performance
IEXA.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IEXA.DE achieves a 1.30% return, which is significantly higher than JER5.DE's 0.92% return.
IEXA.DE
- 1D
- 0.00%
- 1M
- 0.74%
- YTD
- 1.30%
- 6M
- 1.48%
- 1Y
- 2.24%
- 3Y*
- 4.16%
- 5Y*
- —
- 10Y*
- —
JER5.DE
- 1D
- 0.05%
- 1M
- 0.42%
- YTD
- 0.92%
- 6M
- 1.12%
- 1Y
- 2.28%
- 3Y*
- 4.47%
- 5Y*
- 1.25%
- 10Y*
- —
IEXA.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IEXA.DE iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc | 1.30% | 2.47% | 3.54% | 7.38% | -5.39% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.92% | 3.43% | 4.31% | 6.23% | -3.57% |
Correlation
The correlation between IEXA.DE and JER5.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 27, 2022 | 0.83 |
Over the past year, the correlation between IEXA.DE and JER5.DE has dropped to 0.60 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
IEXA.DE vs. JER5.DE — Risk / Return Rank
IEXA.DE
JER5.DE
IEXA.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 Acc (IEXA.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.
| IEXA.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.15 | -0.27 |
| Martin ratioReturn relative to average drawdown | 2.79 | 4.06 | -1.27 |
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Drawdowns
IEXA.DE vs. JER5.DE - Drawdown Comparison
The maximum IEXA.DE drawdown since its inception was -9.06%, smaller than the maximum JER5.DE drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for IEXA.DE and JER5.DE.
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Drawdown Indicators
| IEXA.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.06% | -10.17% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -1.98% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -2.56% | -1.98% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.17% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.03% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -2.23% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.56% | +0.24% |
Volatility
IEXA.DE vs. JER5.DE - Volatility Comparison
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) has a higher volatility of 0.78% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.48%. This indicates that IEXA.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
| IEXA.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | 0.48% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 1.75% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.26% | 1.98% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.77% | 2.55% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.77% | 3.08% | +1.69% |
IEXA.DE vs. JER5.DE - Expense Ratio Comparison
IEXA.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
IEXA.DE vs. JER5.DE - Dividend Comparison
Neither IEXA.DE nor JER5.DE has paid dividends to shareholders.
Frequently Asked Questions
IEXA.DE and JER5.DE have a correlation of 0.60, 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 IEXA.DE.
IEXA.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 IEXA.DE and 0.04% for JER5.DE.
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