JER5.DE vs. JREU.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) 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 JREU.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, JER5.DE returned 1.05%/yr vs 12.66%/yr for JREU.DE. At 0.22, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.20%/yr for JREU.DE.
Performance
JER5.DE vs. JREU.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 JREU.DE's 1.52% 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*
- —
JREU.DE
- 1D
- 0.63%
- 1M
- 2.04%
- YTD
- 1.52%
- 6M
- 4.32%
- 1Y
- 25.07%
- 3Y*
- 17.80%
- 5Y*
- 12.66%
- 10Y*
- —
JER5.DE vs. JREU.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% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 1.52% | 3.77% | 32.09% | 24.03% | -14.67% | 42.44% | 8.56% | 34.56% | -6.24% |
Correlation
The correlation between JER5.DE and JREU.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.22 |
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Return for Risk
JER5.DE vs. JREU.DE — Risk / Return Rank
JER5.DE
JREU.DE
JER5.DE vs. JREU.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 US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.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 | JREU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.86 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.77 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.82 | -2.51 |
Martin ratioReturn relative to average drawdown | 5.55 | 13.20 | -7.65 |
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 | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.86 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.82 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.84 | -0.46 |
Drawdowns
JER5.DE vs. JREU.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for JER5.DE and JREU.DE.
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Drawdown Indicators
| JER5.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -34.39% | +24.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -6.81% | +4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | -23.38% | +13.21% |
Current DrawdownCurrent decline from peak | -0.91% | -0.45% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -4.60% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 1.97% | -1.50% |
Volatility
JER5.DE vs. JREU.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 US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a volatility of 4.15%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than JREU.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 | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 4.15% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 8.44% | -6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 13.57% | -11.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 15.35% | -12.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 17.35% | -14.24% |
JER5.DE vs. JREU.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than JREU.DE's 0.20% 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. JREU.DE - Dividend Comparison
Neither JER5.DE nor JREU.DE has paid dividends to shareholders.