IUS6.DE vs. JREB.DE
IUS6.DE (iShares Euro Covered Bond UCITS ETF) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - IUS6.DE tracks the iBoxx® EUR Covered while JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, IUS6.DE returned -0.93%/yr vs 0.14%/yr for JREB.DE. A 0.71 correlation means they provide meaningful diversification when combined. IUS6.DE charges 0.20%/yr vs 0.04%/yr for JREB.DE.
Performance
IUS6.DE vs. JREB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS6.DE achieves a 0.30% return, which is significantly lower than JREB.DE's 0.57% return.
IUS6.DE
- 1D
- 0.12%
- 1M
- 0.04%
- YTD
- 0.30%
- 6M
- 0.23%
- 1Y
- 1.06%
- 3Y*
- 3.14%
- 5Y*
- -0.93%
- 10Y*
- -0.15%
JREB.DE
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.57%
- 6M
- 0.53%
- 1Y
- 2.34%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
IUS6.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS6.DE iShares Euro Covered Bond UCITS ETF | 0.30% | 2.11% | 2.85% | 5.72% | -13.52% | -2.13% | 1.63% | 2.67% | 0.39% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 4.24% | 7.63% | -13.23% | -1.04% | 2.29% | 6.17% | 0.12% |
Correlation
The correlation between IUS6.DE and JREB.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.71 |
The correlation between IUS6.DE and JREB.DE shifts across timeframes, from 0.65 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUS6.DE vs. JREB.DE — Risk / Return Rank
IUS6.DE
JREB.DE
IUS6.DE vs. JREB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Covered Bond UCITS ETF (IUS6.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.
| IUS6.DE | JREB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.13 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.71 | -0.36 |
| Martin ratioReturn relative to average drawdown | 0.97 | 2.52 | -1.55 |
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
| IUS6.DE | JREB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.63 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.03 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.23 | +0.10 |
Drawdowns
IUS6.DE vs. JREB.DE - Drawdown Comparison
The maximum IUS6.DE drawdown since its inception was -16.47%, roughly equal to the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for IUS6.DE and JREB.DE.
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Drawdown Indicators
| IUS6.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -17.22% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.22% | -2.83% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -2.22% | -2.83% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -15.57% | -17.22% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -16.47% | — | — |
Current DrawdownCurrent decline from peak | -6.35% | -0.76% | -5.59% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -5.02% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.80% | +0.01% |
Volatility
IUS6.DE vs. JREB.DE - Volatility Comparison
The current volatility for iShares Euro Covered Bond UCITS ETF (IUS6.DE) is 0.97%, while JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a volatility of 1.16%. This indicates that IUS6.DE experiences smaller price fluctuations and is considered to be less risky than JREB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS6.DE | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 1.16% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.14% | 2.85% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.58% | 3.17% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 4.39% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.17% | 4.96% | -1.79% |
IUS6.DE vs. JREB.DE - Expense Ratio Comparison
IUS6.DE has a 0.20% expense ratio, which is higher than JREB.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
IUS6.DE vs. JREB.DE - Dividend Comparison
IUS6.DE's dividend yield for the trailing twelve months is around 2.16%, while JREB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS6.DE iShares Euro Covered Bond UCITS ETF | 2.16% | 2.03% | 1.51% | 0.90% | 0.29% | 0.26% | 0.35% | 0.47% | 0.60% | 0.64% | 0.97% | 0.62% |
JREB.DE JPMorgan EUR 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
IUS6.DE and JREB.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for IUS6.DE.
IUS6.DE tracks iBoxx® EUR Covered, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IUS6.DE and 0.04% for JREB.DE.
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