JER5.DE vs. JPSC.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity 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 JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure. Both are passively managed. Over the past 3 years, JER5.DE returned 4.30%/yr vs 13.91%/yr for JPSC.DE. At 0.24, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.14%/yr for JPSC.DE.
Performance
JER5.DE vs. JPSC.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 JPSC.DE's 6.45% 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*
- —
JPSC.DE
- 1D
- -0.76%
- 1M
- 3.97%
- YTD
- 6.45%
- 6M
- 7.64%
- 1Y
- 32.83%
- 3Y*
- 13.91%
- 5Y*
- —
- 10Y*
- —
JER5.DE vs. JPSC.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% | -3.03% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 6.45% | 0.02% | 20.04% | 16.16% | -14.38% |
Correlation
The correlation between JER5.DE and JPSC.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.24 |
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Return for Risk
JER5.DE vs. JPSC.DE — Risk / Return Rank
JER5.DE
JPSC.DE
JER5.DE vs. JPSC.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 BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.90 | -0.62 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.77 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 5.47 | -4.16 |
Martin ratioReturn relative to average drawdown | 5.55 | 14.81 | -9.26 |
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 | JPSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.90 | -0.62 |
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 | 0.35 | +0.02 |
Drawdowns
JER5.DE vs. JPSC.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum JPSC.DE drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for JER5.DE and JPSC.DE.
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Drawdown Indicators
| JER5.DE | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -30.63% | +20.46% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -6.36% | +4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -1.65% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -8.48% | +6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.35% | -1.88% |
Volatility
JER5.DE vs. JPSC.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 BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 4.69%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 4.69% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 11.17% | -9.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 17.45% | -15.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 19.11% | -16.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 19.11% | -16.00% |
JER5.DE vs. JPSC.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than JPSC.DE's 0.14% 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. JPSC.DE - Dividend Comparison
Neither JER5.DE nor JPSC.DE has paid dividends to shareholders.