JER5.DE vs. JEGA.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JEGA.DE (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds — JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while JEGA.DE is a Derivative Income fund actively managed by JPMorgan. JER5.DE is passively managed, while JEGA.DE is actively managed. Over the past year, JER5.DE returned 2.38% vs 0.15% for JEGA.DE. At 0.18, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.35%/yr for JEGA.DE.
Performance
JER5.DE vs. JEGA.DE - Performance Comparison
Loading graphics...
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with JER5.DE at 0.02% and JEGA.DE at 0.02%.
JER5.DE
- 1D
- 0.06%
- 1M
- 0.34%
- YTD
- 0.02%
- 6M
- -0.01%
- 1Y
- 2.38%
- 3Y*
- 4.30%
- 5Y*
- 1.05%
- 10Y*
- —
JEGA.DE
- 1D
- -0.41%
- 1M
- -4.14%
- YTD
- 0.02%
- 6M
- 1.11%
- 1Y
- 0.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JER5.DE vs. JEGA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.02% | 3.43% | 4.31% | 1.14% |
JEGA.DE JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 0.02% | -0.34% | 14.24% | -1.96% |
Correlation
The correlation between JER5.DE and JEGA.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JER5.DE vs. JEGA.DE — Risk / Return Rank
JER5.DE
JEGA.DE
JER5.DE vs. JEGA.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 JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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 | JEGA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.02 | +1.26 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.08 | +1.87 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.01 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.27 | +1.03 |
Martin ratioReturn relative to average drawdown | 5.55 | 0.58 | +4.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JER5.DE | JEGA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.02 | +1.26 |
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 | 0.49 | -0.11 |
Drawdowns
JER5.DE vs. JEGA.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum JEGA.DE drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for JER5.DE and JEGA.DE.
Loading graphics...
Drawdown Indicators
| JER5.DE | JEGA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -12.37% | +2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -5.61% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -7.61% | +6.70% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -4.13% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.64% | -2.17% |
Volatility
JER5.DE vs. JEGA.DE - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 1.17%, while JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.DE) has a volatility of 3.07%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than JEGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JER5.DE | JEGA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 3.07% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 5.74% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 8.42% | -6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 9.81% | -7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 9.81% | -6.70% |
JER5.DE vs. JEGA.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than JEGA.DE's 0.35% expense ratio.
Dividends
JER5.DE vs. JEGA.DE - Dividend Comparison
Neither JER5.DE nor JEGA.DE has paid dividends to shareholders.