JER5.DE vs. JREE.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (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 JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, JER5.DE returned 1.05%/yr vs 10.10%/yr for JREE.DE. At 0.28, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.25%/yr for JREE.DE.
Performance
JER5.DE vs. JREE.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 JREE.DE's 4.98% 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*
- —
JREE.DE
- 1D
- -0.45%
- 1M
- 3.19%
- YTD
- 4.98%
- 6M
- 10.25%
- 1Y
- 23.93%
- 3Y*
- 12.21%
- 5Y*
- 10.10%
- 10Y*
- —
JER5.DE vs. JREE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.02% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 2.43% | 0.19% |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 4.98% | 20.14% | 6.61% | 17.08% | -9.48% | 25.69% | -1.97% | 30.84% | -3.68% |
Correlation
The correlation between JER5.DE and JREE.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.28 |
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Return for Risk
JER5.DE vs. JREE.DE — Risk / Return Rank
JER5.DE
JREE.DE
JER5.DE vs. JREE.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 Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.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 | JREE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.95 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.77 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.59 | -1.29 |
Martin ratioReturn relative to average drawdown | 5.55 | 10.03 | -4.48 |
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 | JREE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.95 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.68 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.64 | -0.26 |
Drawdowns
JER5.DE vs. JREE.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum JREE.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for JER5.DE and JREE.DE.
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Drawdown Indicators
| JER5.DE | JREE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -35.62% | +25.45% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -9.97% | +7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -19.02% | +8.85% |
Current DrawdownCurrent decline from peak | -0.91% | -2.57% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -4.63% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.58% | -2.11% |
Volatility
JER5.DE vs. JREE.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 Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 6.64%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than JREE.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 | JREE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 6.64% | -5.47% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 9.93% | -8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 12.44% | -10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 14.59% | -12.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 16.73% | -13.62% |
JER5.DE vs. JREE.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than JREE.DE's 0.25% 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. JREE.DE - Dividend Comparison
Neither JER5.DE nor JREE.DE has paid dividends to shareholders.