JER5.DE vs. BBTR.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and BBTR.DE (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) are both exchange-traded funds — JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while BBTR.DE is a Government Bonds fund tracking the J.P. Morgan Government Bond US Index. Both are passively managed. Over the past 5 years, JER5.DE returned 1.05%/yr vs -0.13%/yr for BBTR.DE. At 0.26, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.07%/yr for BBTR.DE.
Performance
JER5.DE vs. BBTR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JER5.DE achieves a 0.02% return, which is significantly higher than BBTR.DE's -0.05% return.
JER5.DE
- 1D
- 0.06%
- 1M
- 0.34%
- YTD
- 0.02%
- 6M
- -0.01%
- 1Y
- 2.38%
- 3Y*
- 4.30%
- 5Y*
- 1.05%
- 10Y*
- —
BBTR.DE
- 1D
- -0.08%
- 1M
- -2.55%
- YTD
- -0.05%
- 6M
- -1.25%
- 1Y
- -0.14%
- 3Y*
- 0.17%
- 5Y*
- -0.13%
- 10Y*
- —
JER5.DE vs. BBTR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.02% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 0.41% |
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | -0.05% | -5.45% | 6.15% | 0.23% | -7.48% | 5.70% | -3.71% | 7.39% |
Correlation
The correlation between JER5.DE and BBTR.DE is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.26 |
Over the past year, the correlation between JER5.DE and BBTR.DE has dropped to 0.04 — well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
JER5.DE vs. BBTR.DE — Risk / Return Rank
JER5.DE
BBTR.DE
JER5.DE vs. BBTR.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 JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.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.
| JER5.DE | BBTR.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | -0.02 | +1.30 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.01 | +1.94 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.17 | +1.13 |
Martin ratioReturn relative to average drawdown | 5.55 | 0.36 | +5.19 |
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
| JER5.DE | BBTR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | -0.02 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.02 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.03 | +0.35 |
Drawdowns
JER5.DE vs. BBTR.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum BBTR.DE drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for JER5.DE and BBTR.DE.
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Drawdown Indicators
| JER5.DE | BBTR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -17.63% | +7.46% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -4.62% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -13.20% | +3.03% |
Current DrawdownCurrent decline from peak | -0.91% | -14.28% | +13.37% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -10.24% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.22% | -1.75% |
Volatility
JER5.DE vs. BBTR.DE - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 1.17%, while JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) has a volatility of 1.97%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than BBTR.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 | BBTR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.97% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 3.99% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 6.51% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 8.23% | -5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 8.14% | -5.03% |
JER5.DE vs. BBTR.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than BBTR.DE's 0.07% 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. BBTR.DE - Dividend Comparison
Neither JER5.DE nor BBTR.DE has paid dividends to shareholders.