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JER5.DE vs. IG35.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JER5.DE vs. IG35.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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.DE). The values are adjusted to include any dividend payments, if applicable.

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

JER5.DE vs. IG35.DE - Yearly Performance Comparison


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JER5.DE
JER5.DE Risk / Return Rank: 2828
Overall Rank
JER5.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JER5.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
JER5.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JER5.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
JER5.DE Martin Ratio Rank: 2727
Martin Ratio Rank

IG35.DE
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. 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.DEIG35.DEDifference
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

JER5.DE vs. IG35.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JER5.DEIG35.DEDifference

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.DEIG35.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.46%

-1.08%

+0.62%

Average Drawdown

Average peak-to-trough decline

-2.25%

-1.38%

-0.87%

Ulcer Index

Depth 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.DEIG35.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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