JER5.DE vs. EFRN.DE

Last updated Apr 3, 2026

Compare and contrast key facts about JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE).

JER5.DE and EFRN.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. EFRN.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. It was launched on Jun 27, 2018. Both JER5.DE and EFRN.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. EFRN.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 iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF	-0.52%	3.43%	4.31%	6.22%	-7.82%	-0.27%	0.75%	2.43%	0.19%
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)	0.40%	2.94%	4.31%	3.97%	-0.03%	-0.22%	-0.04%	1.18%	-0.18%

Returns By Period

In the year-to-date period, JER5.DE achieves a -0.52% return, which is significantly lower than EFRN.DE's 0.40% return.

JER5.DE

• 1D: -0.12%
• 1M: -0.95%
• YTD: -0.52%
• 6M: -0.25%
• 1Y: 2.18%
• 3Y*: 4.02%
• 5Y*: 0.92%
• 10Y*: —

EFRN.DE

• 1D: 0.03%
• 1M: -0.06%
• YTD: 0.40%
• 6M: 1.10%
• 1Y: 2.54%
• 3Y*: 3.77%
• 5Y*: 2.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

JER5.DE has a 0.04% expense ratio, which is lower than EFRN.DE's 0.10% 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%.

EFRN.DE

iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)

JER5.DE

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

Return for Risk

JER5.DE vs. EFRN.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: 54
JER5.DE Sharpe Ratio Rank: 66
JER5.DE Sortino Ratio Rank: 67
JER5.DE Omega Ratio Rank: 61
JER5.DE Calmar Ratio Rank: 33
JER5.DE Martin Ratio Rank: 43

EFRN.DE

EFRN.DE Risk / Return Rank: 95
EFRN.DE Sharpe Ratio Rank: 92
EFRN.DE Sortino Ratio Rank: 95
EFRN.DE Omega Ratio Rank: 95
EFRN.DE Calmar Ratio Rank: 97
EFRN.DE Martin Ratio Rank: 98

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. EFRN.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 iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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	EFRN.DE	Difference
Sharpe ratio Return per unit of total volatility	1.23	2.20	-0.97
Sortino ratio Return per unit of downside risk	1.78	3.23	-1.45
Omega ratio Gain probability vs. loss probability	1.24	1.49	-0.25
Calmar ratio Return relative to maximum drawdown	1.10	5.59	-4.48
Martin ratio Return relative to average drawdown	5.11	30.16	-25.05
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. EFRN.DE - Sharpe Ratio Comparison

The current JER5.DE Sharpe Ratio is 1.23, which is lower than the EFRN.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of JER5.DE and EFRN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JER5.DE	EFRN.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	2.20	-0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	2.28	-1.91
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	1.10	-0.74

Correlation

The correlation between JER5.DE and EFRN.DE is 0.07, 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. EFRN.DE - Dividend Comparison

JER5.DE has not paid dividends to shareholders, while EFRN.DE's dividend yield for the trailing twelve months is around 2.86%.

	TTM	2025	2024	2023	2022	2021	2020
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)	2.86%	2.88%	4.22%	2.93%	0.00%	0.00%	0.00%

Drawdowns

JER5.DE vs. EFRN.DE - Drawdown Comparison

The maximum JER5.DE drawdown since its inception was -10.17%, which is greater than EFRN.DE's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for JER5.DE and EFRN.DE.

Drawdown Indicators

	JER5.DE	EFRN.DE	Difference
Max Drawdown Largest peak-to-trough decline	-10.17%	-5.68%	-4.49%
Max Drawdown (1Y) Largest decline over 1 year	-1.98%	-0.48%	-1.50%
Max Drawdown (5Y) Largest decline over 5 years	-10.17%	-1.15%	-9.02%
Current Drawdown Current decline from peak	-1.45%	-0.06%	-1.39%
Average Drawdown Average peak-to-trough decline	-2.29%	-0.33%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.43%	0.08%	+0.35%

Volatility

JER5.DE vs. EFRN.DE - Volatility Comparison

JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) has a higher volatility of 1.08% compared to iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) at 0.39%. This indicates that JER5.DE's price experiences larger fluctuations and is considered to be riskier than EFRN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JER5.DE	EFRN.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.08%	0.39%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	1.43%	0.79%	+0.64%
Volatility (1Y) Calculated over the trailing 1-year period	1.77%	1.15%	+0.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.50%	0.98%	+1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.10%	1.35%	+1.75%