JER5.DE vs. IBCS.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and IBCS.DE (iShares Euro Corporate Bond Large Cap UCITS ETF) are both European Corporate Bonds funds - JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG) while IBCS.DE tracks the iBoxx® EUR Liquid Corporates Large Cap. Both are passively managed. Over the past 5 years, JER5.DE returned 1.25%/yr vs -0.10%/yr for IBCS.DE. A 0.78 correlation means they provide meaningful diversification when combined. JER5.DE charges 0.04%/yr vs 0.20%/yr for IBCS.DE.
Performance
JER5.DE vs. IBCS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JER5.DE achieves a 0.92% return, which is significantly lower than IBCS.DE's 1.40% return.
JER5.DE
- 1D
- 0.05%
- 1M
- 0.42%
- YTD
- 0.92%
- 6M
- 1.12%
- 1Y
- 2.28%
- 3Y*
- 4.47%
- 5Y*
- 1.25%
- 10Y*
- —
IBCS.DE
- 1D
- 0.10%
- 1M
- 0.70%
- YTD
- 1.40%
- 6M
- 1.59%
- 1Y
- 2.39%
- 3Y*
- 4.46%
- 5Y*
- -0.10%
- 10Y*
- 0.79%
JER5.DE vs. IBCS.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 | 0.92% | 3.43% | 4.31% | 6.23% | -7.82% | -0.26% | 0.74% | 2.43% | 0.24% |
IBCS.DE iShares Euro Corporate Bond Large Cap UCITS ETF | 1.40% | 2.83% | 3.66% | 7.36% | -14.02% | -1.42% | 2.71% | 6.17% | 0.30% |
Correlation
The correlation between JER5.DE and IBCS.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.78 |
The correlation between JER5.DE and IBCS.DE shifts across timeframes, from 0.72 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JER5.DE vs. IBCS.DE — Risk / Return Rank
JER5.DE
IBCS.DE
JER5.DE vs. IBCS.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 Euro Corporate Bond Large Cap UCITS ETF (IBCS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JER5.DE | IBCS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.86 | +0.29 |
| Martin ratioReturn relative to average drawdown | 4.06 | 2.92 | +1.14 |
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Drawdowns
JER5.DE vs. IBCS.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum IBCS.DE drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for JER5.DE and IBCS.DE.
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Drawdown Indicators
| JER5.DE | IBCS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -17.87% | +7.70% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -2.78% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -1.98% | -2.78% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -17.87% | +7.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.87% | — |
Current DrawdownCurrent decline from peak | -0.03% | -2.06% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -2.23% | -2.98% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 0.82% | -0.26% |
Volatility
JER5.DE vs. IBCS.DE - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 0.48%, while iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) has a volatility of 0.83%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than IBCS.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 | IBCS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 0.83% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 2.94% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.98% | 3.38% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 4.74% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.08% | 4.47% | -1.39% |
JER5.DE vs. IBCS.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than IBCS.DE's 0.20% 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. IBCS.DE - Dividend Comparison
JER5.DE has not paid dividends to shareholders, while IBCS.DE's dividend yield for the trailing twelve months is around 3.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBCS.DE iShares Euro Corporate Bond Large Cap UCITS ETF | 3.11% | 3.03% | 2.74% | 2.31% | 1.05% | 0.73% | 0.85% | 0.99% | 1.10% | 1.09% | 1.27% | 1.57% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JER5.DE and IBCS.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for IBCS.DE.
JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JER5.DE and 0.20% for IBCS.DE.
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