JREB.DE vs. IUS6.DE
JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and IUS6.DE (iShares Euro Covered Bond UCITS ETF) are both European Corporate Bonds funds - JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG) while IUS6.DE tracks the iBoxx® EUR Covered. Both are passively managed. Over the past 5 years, JREB.DE returned 0.14%/yr vs -0.93%/yr for IUS6.DE. A 0.71 correlation means they provide meaningful diversification when combined. JREB.DE charges 0.04%/yr vs 0.20%/yr for IUS6.DE.
Performance
JREB.DE vs. IUS6.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREB.DE achieves a 0.57% return, which is significantly higher than IUS6.DE's 0.30% 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*
- —
IUS6.DE
- 1D
- 0.12%
- 1M
- 0.04%
- YTD
- 0.30%
- 6M
- 0.23%
- 1Y
- 1.06%
- 3Y*
- 3.14%
- 5Y*
- -0.93%
- 10Y*
- -0.15%
JREB.DE vs. IUS6.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% |
IUS6.DE iShares Euro Covered Bond UCITS ETF | 0.30% | 2.11% | 2.85% | 5.72% | -13.52% | -2.13% | 1.63% | 2.67% | 0.39% |
Correlation
The correlation between JREB.DE and IUS6.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.71 |
The correlation between JREB.DE and IUS6.DE shifts across timeframes, from 0.65 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JREB.DE vs. IUS6.DE — Risk / Return Rank
JREB.DE
IUS6.DE
JREB.DE vs. IUS6.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 Euro Covered Bond UCITS ETF (IUS6.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 | IUS6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.05 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.35 | +0.36 |
| Martin ratioReturn relative to average drawdown | 2.52 | 0.97 | +1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JREB.DE | IUS6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.30 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.24 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.32 | -0.10 |
Drawdowns
JREB.DE vs. IUS6.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, roughly equal to the maximum IUS6.DE drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for JREB.DE and IUS6.DE.
Loading charts...
Drawdown Indicators
| JREB.DE | IUS6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -16.47% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -2.22% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -2.83% | -2.22% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -15.57% | -1.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.47% | — |
Current DrawdownCurrent decline from peak | -0.76% | -6.35% | +5.59% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -3.71% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.81% | -0.01% |
Volatility
JREB.DE vs. IUS6.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 Euro Covered Bond UCITS ETF (IUS6.DE) at 0.97%. This indicates that JREB.DE's price experiences larger fluctuations and is considered to be riskier than IUS6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREB.DE | IUS6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.97% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 2.14% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 2.58% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 3.84% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 3.17% | +1.79% |
JREB.DE vs. IUS6.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than IUS6.DE's 0.20% 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. IUS6.DE - Dividend Comparison
JREB.DE has not paid dividends to shareholders, while IUS6.DE's dividend yield for the trailing twelve months is around 2.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS6.DE iShares Euro Covered Bond UCITS ETF | 2.16% | 2.03% | 1.51% | 0.90% | 0.29% | 0.26% | 0.35% | 0.47% | 0.60% | 0.64% | 0.97% | 0.62% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREB.DE and IUS6.DE have a correlation of 0.65, 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 0.20% for IUS6.DE.
JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG), while IUS6.DE tracks iBoxx® EUR Covered. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JREB.DE and 0.20% for IUS6.DE.
Find the right allocation for JREB.DE and IUS6.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer