JER5.DE vs. IE3E.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and IE3E.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc) are both European Corporate Bonds funds — JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG) while IE3E.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Both are passively managed. Over the past 3 years, JER5.DE returned 4.30%/yr vs 3.65%/yr for IE3E.DE. A 0.70 correlation means they provide meaningful diversification when combined. JER5.DE charges 0.04%/yr vs 0.12%/yr for IE3E.DE.
Performance
JER5.DE vs. IE3E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JER5.DE achieves a 0.02% return, which is significantly lower than IE3E.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*
- —
IE3E.DE
- 1D
- -0.12%
- 1M
- 0.17%
- YTD
- 0.05%
- 6M
- 0.43%
- 1Y
- 2.08%
- 3Y*
- 3.65%
- 5Y*
- —
- 10Y*
- —
JER5.DE vs. IE3E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.02% | 3.43% | 4.31% | 6.22% | -3.84% |
IE3E.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc | 0.05% | 3.04% | 4.31% | 4.16% | -1.80% |
Correlation
The correlation between JER5.DE and IE3E.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 30, 2022 | 0.70 |
Over the past year, the correlation between JER5.DE and IE3E.DE has dropped to 0.44 — well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
JER5.DE vs. IE3E.DE — Risk / Return Rank
JER5.DE
IE3E.DE
JER5.DE vs. IE3E.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 Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.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 | IE3E.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.50 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.25 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.24 | -0.94 |
Martin ratioReturn relative to average drawdown | 5.55 | 9.55 | -4.00 |
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 | IE3E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.50 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.55 | -1.17 |
Drawdowns
JER5.DE vs. IE3E.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, which is greater than IE3E.DE's maximum drawdown of -3.12%. Use the drawdown chart below to compare losses from any high point for JER5.DE and IE3E.DE.
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Drawdown Indicators
| JER5.DE | IE3E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -3.12% | -7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -0.98% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -0.42% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -0.56% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 0.23% | +0.24% |
Volatility
JER5.DE vs. IE3E.DE - Volatility Comparison
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) has a higher volatility of 1.17% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) at 0.79%. This indicates that JER5.DE's price experiences larger fluctuations and is considered to be riskier than IE3E.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 | IE3E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 0.79% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 1.28% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 1.40% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 1.59% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 1.59% | +1.52% |
JER5.DE vs. IE3E.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than IE3E.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. IE3E.DE - Dividend Comparison
Neither JER5.DE nor IE3E.DE has paid dividends to shareholders.