JREB.DE vs. LCVB.DE
JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and LCVB.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist) are both European Corporate Bonds funds - JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG) while LCVB.DE tracks the iBoxx® MSCI ESG EUR Corporates 0-1. Both are passively managed. Over the past 5 years, JREB.DE returned 0.14%/yr vs -1.08%/yr for LCVB.DE. At a 0.44 correlation, their price movements are largely independent. JREB.DE charges 0.04%/yr vs 0.08%/yr for LCVB.DE.
Performance
JREB.DE vs. LCVB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREB.DE achieves a 0.57% return, which is significantly lower than LCVB.DE's 0.94% 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*
- —
LCVB.DE
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.94%
- 6M
- -0.40%
- 1Y
- 0.67%
- 3Y*
- 1.93%
- 5Y*
- -1.08%
- 10Y*
- -0.35%
JREB.DE vs. LCVB.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% |
LCVB.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist | 0.94% | 0.95% | 2.69% | 2.15% | -10.56% | -1.94% | 1.32% | 1.70% | 0.26% |
Correlation
The correlation between JREB.DE and LCVB.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.44 |
Over the past year, the correlation between JREB.DE and LCVB.DE has dropped to 0.21 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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. LCVB.DE — Risk / Return Rank
JREB.DE
LCVB.DE
JREB.DE vs. LCVB.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 Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.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 | LCVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.47 | +0.24 |
| Martin ratioReturn relative to average drawdown | 2.52 | 1.00 | +1.52 |
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 | LCVB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.44 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | -0.39 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.57 | -0.35 |
Drawdowns
JREB.DE vs. LCVB.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, which is greater than LCVB.DE's maximum drawdown of -14.50%. Use the drawdown chart below to compare losses from any high point for JREB.DE and LCVB.DE.
Loading charts...
Drawdown Indicators
| JREB.DE | LCVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -14.50% | -2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -1.44% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -2.83% | -1.44% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -13.73% | -3.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.50% | — |
Current DrawdownCurrent decline from peak | -0.76% | -6.79% | +6.03% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -3.13% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.68% | +0.12% |
Volatility
JREB.DE vs. LCVB.DE - Volatility Comparison
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a higher volatility of 1.16% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.DE) at 0.10%. This indicates that JREB.DE's price experiences larger fluctuations and is considered to be riskier than LCVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREB.DE | LCVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.10% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 1.51% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 1.55% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 2.75% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 2.54% | +2.42% |
JREB.DE vs. LCVB.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than LCVB.DE's 0.08% 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. LCVB.DE - Dividend Comparison
Neither JREB.DE nor LCVB.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LCVB.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.82% | 1.26% | 1.51% | 1.80% | 2.86% | 0.31% | 0.49% |
Frequently Asked Questions
JREB.DE and LCVB.DE have a correlation of 0.21, 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 0.08% for LCVB.DE.
JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG), while LCVB.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.04% for JREB.DE and 0.08% for LCVB.DE.
Find the right allocation for JREB.DE and LCVB.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