JER5.DE vs. BBUS.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and BBUS.DE (JPMorgan BetaBuilders US Equity UCITS ETF (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 BBUS.DE is a Large Cap Blend Equities fund tracking the Morningstar US Target Market Exposure. Both are passively managed. Over the past 5 years, JER5.DE returned 1.05%/yr vs 12.01%/yr for BBUS.DE. At 0.22, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.05%/yr for BBUS.DE.
Performance
JER5.DE vs. BBUS.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 lower than BBUS.DE's 0.93% 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*
- —
BBUS.DE
- 1D
- 0.68%
- 1M
- 1.90%
- YTD
- 0.93%
- 6M
- 3.14%
- 1Y
- 24.60%
- 3Y*
- 17.81%
- 5Y*
- 12.01%
- 10Y*
- —
JER5.DE vs. BBUS.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% | 0.73% |
BBUS.DE JPMorgan BetaBuilders US Equity UCITS ETF (Acc) | 0.93% | 4.72% | 32.23% | 23.40% | -15.59% | 38.84% | 9.02% | 14.07% |
Correlation
The correlation between JER5.DE and BBUS.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.22 |
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Return for Risk
JER5.DE vs. BBUS.DE — Risk / Return Rank
JER5.DE
BBUS.DE
JER5.DE vs. BBUS.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 Equity UCITS ETF (Acc) (BBUS.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 | BBUS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.82 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.70 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.46 | -2.16 |
Martin ratioReturn relative to average drawdown | 5.55 | 11.46 | -5.91 |
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 | BBUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.82 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.77 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.81 | -0.43 |
Drawdowns
JER5.DE vs. BBUS.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum BBUS.DE drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for JER5.DE and BBUS.DE.
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Drawdown Indicators
| JER5.DE | BBUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -34.09% | +23.92% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -7.38% | +5.40% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -23.46% | +13.29% |
Current DrawdownCurrent decline from peak | -0.91% | -1.26% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -4.88% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.23% | -1.76% |
Volatility
JER5.DE vs. BBUS.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 Equity UCITS ETF (Acc) (BBUS.DE) has a volatility of 4.19%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than BBUS.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 | BBUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 4.19% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 8.72% | -7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 13.58% | -11.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 15.40% | -12.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 17.30% | -14.19% |
JER5.DE vs. BBUS.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than BBUS.DE's 0.05% 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. BBUS.DE - Dividend Comparison
Neither JER5.DE nor BBUS.DE has paid dividends to shareholders.