JREB.DE vs. SYBD.DE
JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and SYBD.DE (SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF) are both European Corporate Bonds funds - JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG) while SYBD.DE tracks the Bloomberg Euro Corporate Bond 0-3. Both are passively managed. Over the past 5 years, JREB.DE returned 0.14%/yr vs 1.59%/yr for SYBD.DE. At a 0.48 correlation, their price movements are largely independent. JREB.DE charges 0.04%/yr vs 0.20%/yr for SYBD.DE.
Performance
JREB.DE vs. SYBD.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 SYBD.DE's 0.52% 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*
- —
SYBD.DE
- 1D
- 0.02%
- 1M
- 0.10%
- YTD
- 0.52%
- 6M
- 0.64%
- 1Y
- 1.91%
- 3Y*
- 3.69%
- 5Y*
- 1.59%
- 10Y*
- 0.86%
JREB.DE vs. SYBD.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% |
SYBD.DE SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF | 0.52% | 2.96% | 4.34% | 4.07% | -3.54% | -0.12% | 0.15% | 0.94% | -0.12% |
Correlation
The correlation between JREB.DE and SYBD.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.48 |
The correlation between JREB.DE and SYBD.DE shifts across timeframes, from 0.42 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JREB.DE vs. SYBD.DE — Risk / Return Rank
JREB.DE
SYBD.DE
JREB.DE vs. SYBD.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.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 | SYBD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.00 | -1.30 |
| Martin ratioReturn relative to average drawdown | 2.52 | 7.77 | -5.25 |
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 | SYBD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.86 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.72 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.32 | -0.10 |
Drawdowns
JREB.DE vs. SYBD.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, which is greater than SYBD.DE's maximum drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for JREB.DE and SYBD.DE.
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Drawdown Indicators
| JREB.DE | SYBD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -8.72% | -8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -0.92% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -2.83% | -1.76% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -4.96% | -12.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.72% | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.27% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -0.72% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.24% | +0.56% |
Volatility
JREB.DE vs. SYBD.DE - Volatility Comparison
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) has a higher volatility of 1.16% compared to SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SYBD.DE) at 0.91%. This indicates that JREB.DE's price experiences larger fluctuations and is considered to be riskier than SYBD.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 | SYBD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.91% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 2.04% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 2.16% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 2.19% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 3.08% | +1.88% |
JREB.DE vs. SYBD.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than SYBD.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. SYBD.DE - Dividend Comparison
JREB.DE has not paid dividends to shareholders, while SYBD.DE's dividend yield for the trailing twelve months is around 2.96%.
| 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% |
SYBD.DE SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF | 2.96% | 3.05% | 2.59% | 1.27% | 0.19% | 0.30% | 0.24% | 0.25% | 0.11% | 0.28% | 0.50% | 0.72% |
Frequently Asked Questions
JREB.DE and SYBD.DE have a correlation of 0.42, 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 SYBD.DE.
JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG), while SYBD.DE tracks Bloomberg Euro Corporate Bond 0-3. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.04% for JREB.DE and 0.20% for SYBD.DE.
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