JREB.DE vs. D5BG.DE
JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) are both European Corporate Bonds funds - JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG) while D5BG.DE tracks the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 5 years, JREB.DE returned 0.14%/yr vs 0.10%/yr for D5BG.DE. Their correlation of 0.91 suggests significant overlap in exposure. JREB.DE charges 0.04%/yr vs 0.12%/yr for D5BG.DE.
Performance
JREB.DE vs. D5BG.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JREB.DE having a 0.57% return and D5BG.DE slightly higher at 0.58%.
JREB.DE
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.57%
- 6M
- 0.53%
- 1Y
- 2.34%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
JREB.DE vs. D5BG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 4.24% | 7.63% | -13.23% | -1.04% | 2.29% | 6.17% | 0.12% |
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | 0.17% |
Correlation
The correlation between JREB.DE and D5BG.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.91 |
The correlation between JREB.DE and D5BG.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
JREB.DE vs. D5BG.DE — Risk / Return Rank
JREB.DE
D5BG.DE
JREB.DE vs. D5BG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.
| JREB.DE | D5BG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.74 | -0.03 |
| Martin ratioReturn relative to average drawdown | 2.52 | 2.53 | -0.01 |
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
| JREB.DE | D5BG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.63 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.02 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.48 | -0.25 |
Drawdowns
JREB.DE vs. D5BG.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, roughly equal to the maximum D5BG.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for JREB.DE and D5BG.DE.
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Drawdown Indicators
| JREB.DE | D5BG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -17.22% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -2.68% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -2.83% | -2.68% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -17.22% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.22% | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.97% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -2.88% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.78% | +0.02% |
Volatility
JREB.DE vs. D5BG.DE - Volatility Comparison
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) have volatilities of 1.16% and 1.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREB.DE | D5BG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.16% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 2.72% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 3.13% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 4.49% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 4.64% | +0.32% |
JREB.DE vs. D5BG.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than D5BG.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
JREB.DE vs. D5BG.DE - Dividend Comparison
Neither JREB.DE nor D5BG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, JREB.DE and D5BG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.12% for D5BG.DE.
JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG), while D5BG.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.04% for JREB.DE and 0.12% for D5BG.DE.
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