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JER5.DE vs. D5BG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JER5.DE vs. D5BG.DE

Last updated Apr 16, 2026

JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) are both European Corporate Bonds funds — JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG) while D5BG.DE tracks the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 5 years, JER5.DE returned 1.05%/yr vs -0.05%/yr for D5BG.DE. A 0.80 correlation means they provide meaningful diversification when combined. JER5.DE charges 0.04%/yr vs 0.12%/yr for D5BG.DE.

Performance

JER5.DE vs. D5BG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE). The values are adjusted to include any dividend payments, if applicable.

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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 D5BG.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*
—

D5BG.DE

1D
-0.06%
1M
0.40%
YTD
-0.05%
6M
-0.47%
1Y
2.55%
3Y*
4.46%
5Y*
-0.05%
10Y*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JER5.DE vs. D5BG.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
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%2.43%0.19%
D5BG.DE
Xtrackers II EUR Corporate Bond UCITS ETF 1C		-0.05%3.14%4.22%7.44%-12.98%-1.39%2.51%6.25%0.17%

Correlation

The correlation between JER5.DE and D5BG.DE is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.80

The correlation between JER5.DE and D5BG.DE shifts across timeframes, from 0.61 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF

Xtrackers II EUR Corporate Bond UCITS ETF 1C

Often compared with JER5.DE:
JER5.DE vs. ERNA.LJER5.DE vs. ECR3.DEJER5.DE vs. SUA0.DEJER5.DE vs. ECR1.DEJER5.DE vs. IE1A.DEJER5.DE vs. SYBQ.DEJER5.DE vs. LCVB.DE
Often compared with D5BG.DE:
D5BG.DE vs. 4UBF.DED5BG.DE vs. ECRP.LD5BG.DE vs. IEAA.LD5BG.DE vs. AGGU.LD5BG.DE vs. SXR8.DED5BG.DE vs. EUN5.DED5BG.DE vs. AYE2.DE

Return for Risk

JER5.DE vs. D5BG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JER5.DE
JER5.DE Risk / Return Rank: 2626
Overall Rank
JER5.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JER5.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
JER5.DE Omega Ratio Rank: 2929
Omega Ratio Rank
JER5.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
JER5.DE Martin Ratio Rank: 2525
Martin Ratio Rank
D5BG.DE
D5BG.DE Risk / Return Rank: 1818
Overall Rank
D5BG.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
D5BG.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
D5BG.DE Omega Ratio Rank: 1919
Omega Ratio Rank
D5BG.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
D5BG.DE Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JER5.DE vs. D5BG.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.DED5BG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.87

+0.41

Sortino ratio

Return per unit of downside risk

1.95

1.29

+0.66

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.31

1.02

+0.29

Martin ratio

Return relative to average drawdown

5.55

4.13

+1.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JER5.DE vs. D5BG.DE - Sharpe Ratio Comparison

The current JER5.DE Sharpe Ratio is 1.28, which is higher than the D5BG.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of JER5.DE and D5BG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

JER5.DED5BG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.87

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.01

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.19

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.47

-0.10

Drawdowns

JER5.DE vs. D5BG.DE - Drawdown Comparison

The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum D5BG.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for JER5.DE and D5BG.DE.

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Drawdown Indicators

JER5.DED5BG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.17%

-17.22%

+7.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-2.68%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-10.17%

-17.22%

+7.05%

Max Drawdown (10Y)

Largest decline over 10 years

—

-17.22%

—

Current Drawdown

Current decline from peak

-0.91%

-1.59%

+0.68%

Average Drawdown

Average peak-to-trough decline

-2.28%

-2.89%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.66%

-0.19%

Volatility

JER5.DE vs. D5BG.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) has a volatility of 1.80%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than D5BG.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.DED5BG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.80%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

2.39%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

2.95%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.52%

4.45%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.11%

4.62%

-1.51%

JER5.DE vs. D5BG.DE - Expense Ratio Comparison

JER5.DE has a 0.04% expense ratio, which is lower than D5BG.DE's 0.12% 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. D5BG.DE - Dividend Comparison

Neither JER5.DE nor D5BG.DE has paid dividends to shareholders.

Tickers have no history of dividend payments