JREB.DE vs. SUA0.DE
JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and SUA0.DE (iShares EUR Corporate Bond ESG UCITS ETF EUR Acc) are both European Corporate Bonds funds - JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG) while SUA0.DE tracks the Bloomberg MSCI Euro Corporate Sustainable and SRI. Both are passively managed. Over the past 3 years, JREB.DE returned 4.65%/yr vs 4.49%/yr for SUA0.DE. With a 0.95 correlation, they move nearly in lockstep. JREB.DE charges 0.04%/yr vs 0.15%/yr for SUA0.DE.
Performance
JREB.DE vs. SUA0.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 higher than SUA0.DE's 0.43% 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*
- —
SUA0.DE
- 1D
- 0.10%
- 1M
- 0.23%
- YTD
- 0.43%
- 6M
- 0.46%
- 1Y
- 2.02%
- 3Y*
- 4.49%
- 5Y*
- —
- 10Y*
- —
JREB.DE vs. SUA0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 4.24% | 7.63% | -5.63% |
SUA0.DE iShares EUR Corporate Bond ESG UCITS ETF EUR Acc | 0.43% | 3.04% | 4.19% | 7.35% | -5.92% |
Correlation
The correlation between JREB.DE and SUA0.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 2, 2022 | 0.95 |
The correlation between JREB.DE and SUA0.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
JREB.DE vs. SUA0.DE — Risk / Return Rank
JREB.DE
SUA0.DE
JREB.DE vs. SUA0.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 Corporate Bond ESG UCITS ETF EUR Acc (SUA0.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 | SUA0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.10 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.65 | +0.06 |
| Martin ratioReturn relative to average drawdown | 2.52 | 2.19 | +0.32 |
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 | SUA0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.55 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.46 | -0.23 |
Drawdowns
JREB.DE vs. SUA0.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, which is greater than SUA0.DE's maximum drawdown of -9.07%. Use the drawdown chart below to compare losses from any high point for JREB.DE and SUA0.DE.
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Drawdown Indicators
| JREB.DE | SUA0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -9.07% | -8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -2.58% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -2.83% | -2.58% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.74% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -2.20% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.77% | +0.03% |
Volatility
JREB.DE vs. SUA0.DE - Volatility Comparison
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) and iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) have volatilities of 1.16% and 1.19%, 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 | SUA0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.19% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 2.57% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 3.07% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 4.57% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 4.57% | +0.39% |
JREB.DE vs. SUA0.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than SUA0.DE's 0.15% 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. SUA0.DE - Dividend Comparison
Neither JREB.DE nor SUA0.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, JREB.DE and SUA0.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 0.15% for SUA0.DE.
JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG), while SUA0.DE tracks Bloomberg MSCI Euro Corporate Sustainable and SRI. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JREB.DE and 0.15% for SUA0.DE.
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