IS3B.DE vs. JER5.DE
IS3B.DE (iShares Euro Corporate Bond Financials UCITS ETF) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - IS3B.DE tracks the Bloomberg Euro Aggregate Financial while JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, IS3B.DE returned 0.42%/yr vs 1.14%/yr for JER5.DE. Their correlation of 0.81 suggests significant overlap in exposure. IS3B.DE charges 0.20%/yr vs 0.04%/yr for JER5.DE.
Performance
IS3B.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3B.DE achieves a 0.39% return, which is significantly lower than JER5.DE's 0.48% return.
IS3B.DE
- 1D
- 0.11%
- 1M
- 0.21%
- YTD
- 0.39%
- 6M
- 0.28%
- 1Y
- 2.26%
- 3Y*
- 5.22%
- 5Y*
- 0.42%
- 10Y*
- 1.25%
JER5.DE
- 1D
- 0.06%
- 1M
- 0.25%
- YTD
- 0.48%
- 6M
- 0.48%
- 1Y
- 2.20%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
IS3B.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS3B.DE iShares Euro Corporate Bond Financials UCITS ETF | 0.39% | 3.53% | 5.28% | 7.82% | -13.13% | -0.74% | 2.27% | 6.10% | 0.17% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 2.43% | 0.19% |
Correlation
The correlation between IS3B.DE and JER5.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.81 |
The correlation between IS3B.DE and JER5.DE shifts across timeframes, from 0.64 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IS3B.DE vs. JER5.DE — Risk / Return Rank
IS3B.DE
JER5.DE
IS3B.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Corporate Bond Financials UCITS ETF (IS3B.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.
| IS3B.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.04 | -0.31 |
| Martin ratioReturn relative to average drawdown | 2.62 | 3.74 | -1.12 |
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
| IS3B.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.05 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.44 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Drawdowns
IS3B.DE vs. JER5.DE - Drawdown Comparison
The maximum IS3B.DE drawdown since its inception was -17.06%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for IS3B.DE and JER5.DE.
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Drawdown Indicators
| IS3B.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.06% | -10.17% | -6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -1.98% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -1.98% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.06% | -10.17% | -6.89% |
Max Drawdown (10Y)Largest decline over 10 years | -17.06% | — | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.46% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -2.25% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.55% | +0.21% |
Volatility
IS3B.DE vs. JER5.DE - Volatility Comparison
iShares Euro Corporate Bond Financials UCITS ETF (IS3B.DE) has a higher volatility of 1.03% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that IS3B.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
| IS3B.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 0.58% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 1.73% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 1.96% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.18% | 2.55% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.35% | 3.10% | +1.25% |
IS3B.DE vs. JER5.DE - Expense Ratio Comparison
IS3B.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
IS3B.DE vs. JER5.DE - Dividend Comparison
IS3B.DE's dividend yield for the trailing twelve months is around 3.19%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3B.DE iShares Euro Corporate Bond Financials UCITS ETF | 3.19% | 3.08% | 2.95% | 2.42% | 1.00% | 0.75% | 0.97% | 1.09% | 1.10% | 1.12% | 1.52% | 1.70% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr 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
IS3B.DE and JER5.DE have a correlation of 0.64, 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 IS3B.DE.
IS3B.DE tracks Bloomberg Euro Aggregate Financial, 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 IS3B.DE and 0.04% for JER5.DE.
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