JRUB.DE vs. 36BE.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and 36BE.DE (iShares USD Corporate Bond ESG UCITS ETF Dist) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while 36BE.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI. Both are passively managed. Over the past 5 years, JRUB.DE returned 1.48%/yr vs 1.56%/yr for 36BE.DE. With a 0.96 correlation, they move nearly in lockstep. JRUB.DE charges 0.19%/yr vs 0.15%/yr for 36BE.DE.
Performance
JRUB.DE vs. 36BE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.DE achieves a 1.74% return, which is significantly higher than 36BE.DE's 1.37% return.
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
36BE.DE
- 1D
- 0.13%
- 1M
- 1.12%
- YTD
- 1.37%
- 6M
- 0.75%
- 1Y
- 3.56%
- 3Y*
- 2.22%
- 5Y*
- 1.56%
- 10Y*
- —
JRUB.DE vs. 36BE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | -4.02% |
36BE.DE iShares USD Corporate Bond ESG UCITS ETF Dist | 1.37% | -4.25% | 7.93% | 4.49% | -9.70% | 7.28% | -3.86% |
Correlation
The correlation between JRUB.DE and 36BE.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2020 | 0.96 |
The correlation between JRUB.DE and 36BE.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
JRUB.DE vs. 36BE.DE — Risk / Return Rank
JRUB.DE
36BE.DE
JRUB.DE vs. 36BE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) and iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.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.
| JRUB.DE | 36BE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.10 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.97 | +0.28 |
| Martin ratioReturn relative to average drawdown | 3.11 | 2.49 | +0.61 |
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
| JRUB.DE | 36BE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.57 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.19 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.03 | +0.28 |
Drawdowns
JRUB.DE vs. 36BE.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, which is greater than 36BE.DE's maximum drawdown of -12.76%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and 36BE.DE.
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Drawdown Indicators
| JRUB.DE | 36BE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -12.76% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.31% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -11.21% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -12.76% | -0.54% |
Current DrawdownCurrent decline from peak | -5.11% | -5.56% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.98% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.29% | -0.02% |
Volatility
JRUB.DE vs. 36BE.DE - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a higher volatility of 1.18% compared to iShares USD Corporate Bond ESG UCITS ETF Dist (36BE.DE) at 0.99%. This indicates that JRUB.DE's price experiences larger fluctuations and is considered to be riskier than 36BE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUB.DE | 36BE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 0.99% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 3.90% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 5.65% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 8.11% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 8.79% | +0.09% |
JRUB.DE vs. 36BE.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than 36BE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JRUB.DE vs. 36BE.DE - Dividend Comparison
JRUB.DE has not paid dividends to shareholders, while 36BE.DE's dividend yield for the trailing twelve months is around 4.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
36BE.DE iShares USD Corporate Bond ESG UCITS ETF Dist | 4.92% | 4.92% | 4.68% | 4.24% | 2.85% | 2.47% | 1.43% |
JRUB.DE JPMorgan USD 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
With a correlation of 0.98, JRUB.DE and 36BE.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, 36BE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36BE.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for JRUB.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while 36BE.DE tracks Bloomberg MSCI US Corporate Sustainable SRI. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JRUB.DE and 0.15% for 36BE.DE.
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