JER5.DE vs. 4UBF.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and 4UBF.DE (UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc) are both European Corporate Bonds funds - JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG) while 4UBF.DE tracks the Bloomberg MSCI Euro Area Liquid Corporates Sustainable. Both are passively managed. Over the past 5 years, JER5.DE returned 1.25%/yr vs -0.09%/yr for 4UBF.DE. Their correlation of 0.83 suggests significant overlap in exposure. JER5.DE charges 0.04%/yr vs 0.13%/yr for 4UBF.DE.
Performance
JER5.DE vs. 4UBF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JER5.DE achieves a 0.92% return, which is significantly lower than 4UBF.DE's 1.38% return.
JER5.DE
- 1D
- 0.05%
- 1M
- 0.42%
- YTD
- 0.92%
- 6M
- 1.12%
- 1Y
- 2.28%
- 3Y*
- 4.47%
- 5Y*
- 1.25%
- 10Y*
- —
4UBF.DE
- 1D
- 0.00%
- 1M
- 0.56%
- YTD
- 1.38%
- 6M
- 1.46%
- 1Y
- 2.46%
- 3Y*
- 5.09%
- 5Y*
- -0.09%
- 10Y*
- —
JER5.DE vs. 4UBF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.92% | 3.43% | 4.31% | 6.23% | -7.82% | -0.28% |
4UBF.DE UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc | 1.38% | 3.23% | 4.51% | 8.22% | -15.67% | -0.31% |
Correlation
The correlation between JER5.DE and 4UBF.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2021 | 0.83 |
Over the past year, the correlation between JER5.DE and 4UBF.DE has dropped to 0.62 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
JER5.DE vs. 4UBF.DE — Risk / Return Rank
JER5.DE
4UBF.DE
JER5.DE vs. 4UBF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.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.
| JER5.DE | 4UBF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.12 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.86 | +0.29 |
| Martin ratioReturn relative to average drawdown | 4.06 | 2.79 | +1.27 |
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Drawdowns
JER5.DE vs. 4UBF.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum 4UBF.DE drawdown of -19.99%. Use the drawdown chart below to compare losses from any high point for JER5.DE and 4UBF.DE.
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Drawdown Indicators
| JER5.DE | 4UBF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -19.99% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -2.88% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -1.98% | -2.88% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -19.99% | +9.82% |
Current DrawdownCurrent decline from peak | -0.03% | -2.18% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -2.23% | -8.47% | +6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.88% | -0.32% |
Volatility
JER5.DE vs. 4UBF.DE - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 0.48%, while UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) has a volatility of 0.79%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than 4UBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JER5.DE | 4UBF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 0.79% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 3.03% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.98% | 3.68% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 5.09% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.08% | 5.00% | -1.92% |
JER5.DE vs. 4UBF.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than 4UBF.DE's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JER5.DE vs. 4UBF.DE - Dividend Comparison
Neither JER5.DE nor 4UBF.DE has paid dividends to shareholders.
Frequently Asked Questions
JER5.DE and 4UBF.DE have a correlation of 0.62, 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 0.13% for 4UBF.DE.
JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while 4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.04% for JER5.DE and 0.13% for 4UBF.DE.
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