IS3F.DE vs. JRUB.DE
IS3F.DE (iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - IS3F.DE tracks the Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, IS3F.DE returned 6.02%/yr vs 0.70%/yr for JRUB.DE. A 0.54 correlation means they provide meaningful diversification when combined. IS3F.DE charges 0.25%/yr vs 0.19%/yr for JRUB.DE.
Performance
IS3F.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3F.DE achieves a 5.01% return, which is significantly higher than JRUB.DE's 2.93% return.
IS3F.DE
- 1D
- -0.23%
- 1M
- 1.13%
- 6M
- 3.17%
- YTD
- 5.01%
- 1Y
- 5.81%
- 3Y*
- 6.69%
- 5Y*
- 6.02%
- 10Y*
- 4.00%
JRUB.DE
- 1D
- -0.05%
- 1M
- 0.60%
- 6M
- 1.39%
- YTD
- 2.93%
- 1Y
- 5.96%
- 3Y*
- 4.10%
- 5Y*
- 0.70%
- 10Y*
- —
IS3F.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS3F.DE iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) | 5.01% | -6.28% | 14.29% | 7.35% | 6.51% | 9.83% | -8.41% | 13.49% | -1.79% |
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 IS3F.DE and JRUB.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.54 |
The correlation between IS3F.DE and JRUB.DE shifts across timeframes, from 0.54 (5 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS3F.DE vs. JRUB.DE — Risk / Return Rank
IS3F.DE
JRUB.DE
IS3F.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 UCITS ETF USD (Dist) (IS3F.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.
| IS3F.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.90 | +0.08 |
| Martin ratioReturn relative to average drawdown | 5.08 | 4.77 | +0.31 |
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Drawdowns
IS3F.DE vs. JRUB.DE - Drawdown Comparison
The maximum IS3F.DE drawdown since its inception was -27.25%, which is greater than JRUB.DE's maximum drawdown of -13.80%. Use the drawdown chart below to compare losses from any high point for IS3F.DE and JRUB.DE.
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Drawdown Indicators
| IS3F.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.25% | -13.80% | -13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -3.13% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -11.67% | -11.66% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -11.67% | -13.30% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -20.78% | — | — |
Current DrawdownCurrent decline from peak | -3.84% | -4.00% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -5.78% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.25% | -0.11% |
Volatility
IS3F.DE vs. JRUB.DE - Volatility Comparison
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) has a higher volatility of 1.74% compared to JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) at 1.43%. This indicates that IS3F.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
| IS3F.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 1.43% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 3.88% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.33% | 5.70% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.67% | 8.61% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.21% | 9.78% | -1.57% |
IS3F.DE vs. JRUB.DE - Expense Ratio Comparison
IS3F.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
IS3F.DE vs. JRUB.DE - Dividend Comparison
IS3F.DE's dividend yield for the trailing twelve months is around 4.27%, while JRUB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3F.DE iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) | 4.27% | 4.77% | 5.36% | 4.95% | 2.10% | 1.50% | 2.62% | 3.52% | 2.81% | 2.25% | 2.36% | 3.21% |
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
IS3F.DE and JRUB.DE have a correlation of 0.72, 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 IS3F.DE.
IS3F.DE tracks Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged 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 IS3F.DE and 0.19% for JRUB.DE.
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