JER5.DE vs. ERNA.L
Compare and contrast key facts about JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L).
JER5.DE and ERNA.L 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. ERNA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Jun 29, 2018. Both JER5.DE and ERNA.L 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. ERNA.L - Performance Comparison
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JER5.DE vs. ERNA.L - 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 | -0.40% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 2.43% | 0.19% |
ERNA.L iShares USD Ultrashort Bond UCITS ETF USD (Acc) | 2.37% | -7.68% | 12.63% | 2.33% | 7.74% | 7.60% | -7.07% | 5.52% | -0.80% |
Different Trading Currencies
JER5.DE is traded in EUR, while ERNA.L is traded in USD. To make them comparable, the ERNA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JER5.DE achieves a -0.40% return, which is significantly lower than ERNA.L's 2.37% 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*
- —
ERNA.L
- 1D
- -0.17%
- 1M
- 1.29%
- YTD
- 2.37%
- 6M
- 3.40%
- 1Y
- -2.66%
- 3Y*
- 2.98%
- 5Y*
- 4.00%
- 10Y*
- —
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JER5.DE vs. ERNA.L - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than ERNA.L's 0.09% 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. ERNA.L — Risk / Return Rank
JER5.DE
ERNA.L
JER5.DE vs. ERNA.L - 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 USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L). 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 | ERNA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | -0.36 | +1.64 |
Sortino ratioReturn per unit of downside risk | 1.86 | -0.42 | +2.29 |
Omega ratioGain probability vs. loss probability | 1.25 | 0.95 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.38 | +1.54 |
Martin ratioReturn relative to average drawdown | 5.51 | -0.64 | +6.15 |
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 | ERNA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | -0.36 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.53 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.43 | -0.07 |
Correlation
The correlation between JER5.DE and ERNA.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
JER5.DE vs. ERNA.L - Dividend Comparison
Neither JER5.DE nor ERNA.L has paid dividends to shareholders.
Drawdowns
JER5.DE vs. ERNA.L - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum ERNA.L drawdown of -11.70%. Use the drawdown chart below to compare losses from any high point for JER5.DE and ERNA.L.
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Drawdown Indicators
| JER5.DE | ERNA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -8.63% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -0.38% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -0.81% | -9.36% |
Current DrawdownCurrent decline from peak | -1.33% | -0.06% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -0.10% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.05% | +0.37% |
Volatility
JER5.DE vs. ERNA.L - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 1.13%, while iShares USD Ultrashort Bond UCITS ETF USD (Acc) (ERNA.L) has a volatility of 1.97%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than ERNA.L 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 | ERNA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.97% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 4.13% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.76% | 7.44% | -5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.50% | 7.61% | -5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.10% | 7.38% | -4.28% |