JER5.DE vs. SPPS.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) are both European Corporate Bonds funds — JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG) while SPPS.DE tracks the Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. Both are passively managed. Over the past 3 years, JER5.DE returned 4.30%/yr vs 3.70%/yr for SPPS.DE. A 0.54 correlation means they provide meaningful diversification when combined. JER5.DE charges 0.04%/yr vs 0.12%/yr for SPPS.DE.
Performance
JER5.DE vs. SPPS.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 SPPS.DE's 0.62% 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*
- —
SPPS.DE
- 1D
- 0.31%
- 1M
- 0.51%
- YTD
- 0.62%
- 6M
- 0.81%
- 1Y
- 2.88%
- 3Y*
- 3.70%
- 5Y*
- —
- 10Y*
- —
JER5.DE vs. SPPS.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% | -3.49% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 0.62% | 2.96% | 4.20% | 4.07% | -1.54% |
Correlation
The correlation between JER5.DE and SPPS.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.54 |
The correlation between JER5.DE and SPPS.DE shifts across timeframes, from 0.41 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JER5.DE vs. SPPS.DE — Risk / Return Rank
JER5.DE
SPPS.DE
JER5.DE vs. SPPS.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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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 | SPPS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.74 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.60 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.22 | -0.91 |
Martin ratioReturn relative to average drawdown | 5.55 | 9.94 | -4.39 |
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 | SPPS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.74 | -0.46 |
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 | 1.16 | -0.78 |
Drawdowns
JER5.DE vs. SPPS.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for JER5.DE and SPPS.DE.
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Drawdown Indicators
| JER5.DE | SPPS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -2.70% | -7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -1.18% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -0.16% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -0.45% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 0.26% | +0.21% |
Volatility
JER5.DE vs. SPPS.DE - Volatility Comparison
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) has a higher volatility of 1.17% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 1.02%. This indicates that JER5.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.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 | SPPS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.02% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 1.42% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 1.68% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 2.22% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 2.22% | +0.89% |
JER5.DE vs. SPPS.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than SPPS.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. SPPS.DE - Dividend Comparison
Neither JER5.DE nor SPPS.DE has paid dividends to shareholders.