JREB.DE vs. EFRN.DE
JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds - JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG) while EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, JREB.DE returned 0.14%/yr vs 2.35%/yr for EFRN.DE. At a 0.07 correlation, their price movements are largely independent. JREB.DE charges 0.04%/yr vs 0.10%/yr for EFRN.DE.
Performance
JREB.DE vs. EFRN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREB.DE achieves a 0.57% return, which is significantly lower than EFRN.DE's 0.87% return.
JREB.DE
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.57%
- 6M
- 0.53%
- 1Y
- 2.34%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.17%
- YTD
- 0.87%
- 6M
- 1.29%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 10Y*
- —
JREB.DE vs. EFRN.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% |
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 0.87% | 2.94% | 4.31% | 3.97% | -0.03% | -0.22% | -0.04% | 1.18% | -0.18% |
Correlation
The correlation between JREB.DE and EFRN.DE is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.07 |
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Return for Risk
JREB.DE vs. EFRN.DE — Risk / Return Rank
JREB.DE
EFRN.DE
JREB.DE vs. EFRN.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 iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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 | EFRN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.55 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 8.25 | -7.54 |
| Martin ratioReturn relative to average drawdown | 2.52 | 32.61 | -30.09 |
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 | EFRN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 2.58 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 2.35 | -2.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 1.12 | -0.90 |
Drawdowns
JREB.DE vs. EFRN.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, which is greater than EFRN.DE's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for JREB.DE and EFRN.DE.
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Drawdown Indicators
| JREB.DE | EFRN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -5.68% | -11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -0.31% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -2.83% | -0.48% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -1.13% | -16.09% |
Current DrawdownCurrent decline from peak | -0.76% | -0.01% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -0.33% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.08% | +0.72% |
Volatility
JREB.DE vs. EFRN.DE - Volatility Comparison
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a higher volatility of 1.16% compared to iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) at 0.34%. This indicates that JREB.DE's price experiences larger fluctuations and is considered to be riskier than EFRN.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 | EFRN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.34% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 0.80% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 0.98% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 0.99% | +3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 1.35% | +3.61% |
JREB.DE vs. EFRN.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than EFRN.DE's 0.10% 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. EFRN.DE - Dividend Comparison
JREB.DE has not paid dividends to shareholders, while EFRN.DE's dividend yield for the trailing twelve months is around 2.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.50% | 2.88% | 4.22% | 2.93% | 0.00% | 0.00% | 0.00% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREB.DE and EFRN.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.10% for EFRN.DE.
JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG), while EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JREB.DE and 0.10% for EFRN.DE.
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