JER5.DE vs. IG35.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds - JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG) while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. A 0.63 correlation means they provide meaningful diversification when combined. JER5.DE charges 0.04%/yr vs 0.12%/yr for IG35.DE.
Performance
JER5.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JER5.DE achieves a 0.48% return, which is significantly lower than IG35.DE's 0.90% return.
JER5.DE
- 1D
- 0.06%
- 1M
- 0.25%
- YTD
- 0.48%
- 6M
- 0.48%
- 1Y
- 2.20%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
IG35.DE
- 1D
- 0.25%
- 1M
- 0.47%
- YTD
- 0.90%
- 6M
- 0.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JER5.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 0.20% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.90% | -0.54% |
Correlation
The correlation between JER5.DE and IG35.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.63 |
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Return for Risk
JER5.DE vs. IG35.DE — Risk / Return Rank
JER5.DE
IG35.DE
JER5.DE vs. IG35.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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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 | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | — | — |
| Martin ratioReturn relative to average drawdown | 3.74 | — | — |
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 | IG35.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.11 | +0.29 |
Drawdowns
JER5.DE vs. IG35.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for JER5.DE and IG35.DE.
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Drawdown Indicators
| JER5.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -4.08% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -1.98% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -1.08% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -1.38% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | — | — |
Volatility
JER5.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| JER5.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.73% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 5.22% | -3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 5.22% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.10% | 5.22% | -2.12% |
JER5.DE vs. IG35.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than IG35.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. IG35.DE - Dividend Comparison
Neither JER5.DE nor IG35.DE has paid dividends to shareholders.
Frequently Asked Questions
JER5.DE and IG35.DE have a correlation of 0.63, 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 0.12% for IG35.DE.
JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JER5.DE and 0.12% for IG35.DE.
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