IS0Y.DE vs. JRUB.DE
IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, IS0Y.DE returned 2.73%/yr vs 0.70%/yr for JRUB.DE. At a correlation of -0.03, they often move in opposite directions. IS0Y.DE charges 0.25%/yr vs 0.19%/yr for JRUB.DE.
Performance
IS0Y.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0Y.DE achieves a 1.40% return, which is significantly lower than JRUB.DE's 2.93% return.
IS0Y.DE
- 1D
- -0.01%
- 1M
- -0.02%
- 6M
- 1.29%
- YTD
- 1.40%
- 1Y
- 3.02%
- 3Y*
- 5.12%
- 5Y*
- 2.73%
- 10Y*
- 1.57%
JRUB.DE
- 1D
- -0.05%
- 1M
- 0.60%
- 6M
- 1.39%
- YTD
- 2.93%
- 1Y
- 5.96%
- 3Y*
- 4.10%
- 5Y*
- 0.70%
- 10Y*
- —
IS0Y.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.40% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | 0.10% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 2.93% | -4.07% | 7.98% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -12.18% |
Correlation
The correlation between IS0Y.DE and JRUB.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | -0.03 |
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Return for Risk
IS0Y.DE vs. JRUB.DE — Risk / Return Rank
IS0Y.DE
JRUB.DE
IS0Y.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.
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.
| IS0Y.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.90 | +1.06 |
| Martin ratioReturn relative to average drawdown | 11.26 | 4.77 | +6.49 |
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Drawdowns
IS0Y.DE vs. JRUB.DE - Drawdown Comparison
The maximum IS0Y.DE drawdown since its inception was -13.95%, roughly equal to the maximum JRUB.DE drawdown of -13.80%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and JRUB.DE.
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Drawdown Indicators
| IS0Y.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.95% | -13.80% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -3.13% | +2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -11.66% | +9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -6.97% | -13.30% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -13.95% | — | — |
Current DrawdownCurrent decline from peak | -0.13% | -4.00% | +3.87% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -5.78% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 1.25% | -0.98% |
Volatility
IS0Y.DE vs. JRUB.DE - Volatility Comparison
The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) is 0.37%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.43%. This indicates that IS0Y.DE experiences smaller price fluctuations and is considered to be less risky 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
| IS0Y.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 1.43% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.73% | 3.88% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.20% | 5.70% | -3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 8.61% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 9.78% | -6.09% |
IS0Y.DE vs. JRUB.DE - Expense Ratio Comparison
IS0Y.DE has a 0.25% 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
IS0Y.DE vs. JRUB.DE - Dividend Comparison
IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, while JRUB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
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
IS0Y.DE and JRUB.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.25% for IS0Y.DE.
IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, 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: 0.25% for IS0Y.DE and 0.19% for JRUB.DE.
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