JER5.DE vs. ECR1.DE
Compare and contrast key facts about JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE).
JER5.DE and ECR1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JER5.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). It was launched on Dec 5, 2018. ECR1.DE is a passively managed fund by Amundi that tracks the performance of the iBoxx® MSCI ESG EUR Corporates 0-1. It was launched on Mar 15, 2021. Both JER5.DE and ECR1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JER5.DE vs. ECR1.DE - Performance Comparison
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JER5.DE vs. ECR1.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 | -0.40% | 3.43% | 4.31% | 6.22% | -7.82% | -0.15% |
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 0.39% | 2.49% | 3.92% | 3.16% | -0.51% | -0.31% |
Returns By Period
In the year-to-date period, JER5.DE achieves a -0.40% return, which is significantly lower than ECR1.DE's 0.39% return.
JER5.DE
- 1D
- 0.45%
- 1M
- -1.16%
- YTD
- -0.40%
- 6M
- -0.04%
- 1Y
- 2.28%
- 3Y*
- 4.11%
- 5Y*
- 0.95%
- 10Y*
- —
ECR1.DE
- 1D
- 0.04%
- 1M
- 0.04%
- YTD
- 0.39%
- 6M
- 0.92%
- 1Y
- 2.18%
- 3Y*
- 3.14%
- 5Y*
- 1.79%
- 10Y*
- —
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JER5.DE vs. ECR1.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than ECR1.DE's 0.08% 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%.
Return for Risk
JER5.DE vs. ECR1.DE — Risk / Return Rank
JER5.DE
ECR1.DE
JER5.DE vs. ECR1.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 Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.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 | ECR1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 3.77 | -2.49 |
Sortino ratioReturn per unit of downside risk | 1.86 | 6.36 | -4.50 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.83 | -0.58 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 13.38 | -12.22 |
Martin ratioReturn relative to average drawdown | 5.51 | 73.41 | -67.90 |
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 | ECR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 3.77 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 2.80 | -2.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 2.81 | -2.45 |
Correlation
The correlation between JER5.DE and ECR1.DE is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JER5.DE vs. ECR1.DE - Dividend Comparison
Neither JER5.DE nor ECR1.DE has paid dividends to shareholders.
Drawdowns
JER5.DE vs. ECR1.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, which is greater than ECR1.DE's maximum drawdown of -1.49%. Use the drawdown chart below to compare losses from any high point for JER5.DE and ECR1.DE.
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Drawdown Indicators
| JER5.DE | ECR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -1.49% | -8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -0.16% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -1.49% | -8.68% |
Current DrawdownCurrent decline from peak | -1.33% | 0.00% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -0.28% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.03% | +0.39% |
Volatility
JER5.DE vs. ECR1.DE - Volatility Comparison
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) has a higher volatility of 1.13% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) at 0.15%. This indicates that JER5.DE's price experiences larger fluctuations and is considered to be riskier than ECR1.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 | ECR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 0.15% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 0.34% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.76% | 0.58% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.50% | 0.63% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.10% | 0.64% | +2.46% |