JREB.DE vs. ECR3.DE
Compare and contrast key facts about JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) and Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE).
JREB.DE and ECR3.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREB.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). It was launched on Dec 5, 2018. ECR3.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg MSCI Euro Corporate ESG BB+ Sustainability SRI 0-3 Year. It was launched on Sep 3, 2019. Both JREB.DE and ECR3.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JREB.DE vs. ECR3.DE - Performance Comparison
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JREB.DE vs. ECR3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | -0.55% | 3.18% | 4.24% | 7.63% | -13.23% | -1.04% | 2.29% | -0.22% |
ECR3.DE Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF | -0.04% | 2.97% | 4.19% | 4.18% | -3.69% | -0.14% | 0.37% | 0.00% |
Returns By Period
In the year-to-date period, JREB.DE achieves a -0.55% return, which is significantly lower than ECR3.DE's -0.04% return.
JREB.DE
- 1D
- 0.52%
- 1M
- -1.48%
- YTD
- -0.55%
- 6M
- -0.34%
- 1Y
- 2.43%
- 3Y*
- 4.29%
- 5Y*
- -0.13%
- 10Y*
- —
ECR3.DE
- 1D
- 0.30%
- 1M
- -0.51%
- YTD
- -0.04%
- 6M
- 0.44%
- 1Y
- 2.11%
- 3Y*
- 3.57%
- 5Y*
- 1.44%
- 10Y*
- —
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JREB.DE vs. ECR3.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than ECR3.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%.
Return for Risk
JREB.DE vs. ECR3.DE — Risk / Return Rank
JREB.DE
ECR3.DE
JREB.DE vs. ECR3.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 Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.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 | ECR3.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 2.11 | -1.22 |
Sortino ratioReturn per unit of downside risk | 1.23 | 3.08 | -1.86 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.48 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.45 | -1.56 |
Martin ratioReturn relative to average drawdown | 4.08 | 11.72 | -7.64 |
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 | ECR3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.11 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 1.05 | -1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.76 | -0.56 |
Correlation
The correlation between JREB.DE and ECR3.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JREB.DE vs. ECR3.DE - Dividend Comparison
Neither JREB.DE nor ECR3.DE has paid dividends to shareholders.
Drawdowns
JREB.DE vs. ECR3.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, which is greater than ECR3.DE's maximum drawdown of -5.04%. Use the drawdown chart below to compare losses from any high point for JREB.DE and ECR3.DE.
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Drawdown Indicators
| JREB.DE | ECR3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -5.04% | -12.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -0.88% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -5.04% | -12.18% |
Current DrawdownCurrent decline from peak | -1.87% | -0.53% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -1.08% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 0.18% | +0.44% |
Volatility
JREB.DE vs. ECR3.DE - Volatility Comparison
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a higher volatility of 1.82% compared to Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) at 0.59%. This indicates that JREB.DE's price experiences larger fluctuations and is considered to be riskier than ECR3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREB.DE | ECR3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 0.59% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 0.68% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 1.00% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 1.36% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 1.74% | +3.22% |