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JREA.DE vs. IBDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREA.DE vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JREA.DE is traded in EUR, while IBDR is traded in USD. To make them comparable, the IBDR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JREA.DE achieves a 30.23% return, which is significantly higher than IBDR's 3.51% return.


JREA.DE

1D
-1.51%
1M
4.07%
YTD
30.23%
6M
30.94%
1Y
49.01%
3Y*
20.04%
5Y*
10Y*

IBDR

1D
0.84%
1M
2.31%
YTD
3.51%
6M
2.99%
1Y
3.69%
3Y*
2.58%
5Y*
2.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREA.DE vs. IBDR - Yearly Performance Comparison


2026 (YTD)2025202420232022
JREA.DE
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
30.23%14.97%15.52%0.94%-9.63%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
3.51%-7.47%11.91%2.79%-0.06%

Correlation

The correlation between JREA.DE and IBDR is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2022

0.01

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Return for Risk

JREA.DE vs. IBDR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREA.DE
JREA.DE Risk / Return Rank: 8888
Overall Rank
JREA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JREA.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
JREA.DE Omega Ratio Rank: 8787
Omega Ratio Rank
JREA.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
JREA.DE Martin Ratio Rank: 8888
Martin Ratio Rank

IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JREA.DE vs. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.


JREA.DEIBDRDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.53

1.11

+0.42

Calmar ratioReturn relative to maximum drawdown

5.19

0.99

+4.20

Martin ratioReturn relative to average drawdown

18.76

2.34

+16.42

JREA.DE vs. IBDR - Sharpe Ratio Comparison

The current JREA.DE Sharpe Ratio is 2.94, which is higher than the IBDR Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of JREA.DE and IBDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JREA.DEIBDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

0.59

+2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.34

+0.33

Drawdowns

JREA.DE vs. IBDR - Drawdown Comparison

The maximum JREA.DE drawdown since its inception was -20.14%, which is greater than IBDR's maximum drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for JREA.DE and IBDR.


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Drawdown Indicators


JREA.DEIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-15.35%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-3.74%

-5.90%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-11.03%

-9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-11.03%

Current Drawdown

Current decline from peak

-2.73%

-5.17%

+2.44%

Average Drawdown

Average peak-to-trough decline

-6.28%

-4.75%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

1.58%

+1.09%

Volatility

JREA.DE vs. IBDR - Volatility Comparison

JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) has a higher volatility of 7.19% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 1.40%. This indicates that JREA.DE's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREA.DEIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

1.40%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

4.35%

+9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

6.24%

+10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

7.42%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

7.85%

+9.01%

JREA.DE vs. IBDR - Expense Ratio Comparison

JREA.DE has a 0.30% expense ratio, which is higher than IBDR's 0.10% expense ratio.


Dividends

JREA.DE vs. IBDR - Dividend Comparison

JREA.DE has not paid dividends to shareholders, while IBDR's dividend yield for the trailing twelve months is around 4.13%.


PositionTTM2025202420232022202120202019201820172016
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.13%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%
JREA.DE
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JREA.DE and IBDR have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDR is cheaper with a 0.10% expense ratio, compared with 0.30% for JREA.DE.

JREA.DE is categorized as Asia Pacific Equities, while IBDR is Corporate Bonds. JREA.DE tracks JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG), while IBDR tracks Barclays December 2026 Maturity Corporate Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for JREA.DE and 0.10% for IBDR.

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