JRUB.DE vs. 5UOA.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and 5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while 5UOA.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 1.37%/yr for 5UOA.DE. With a 0.97 correlation, they move nearly in lockstep. JRUB.DE charges 0.19%/yr vs 0.15%/yr for 5UOA.DE.
Performance
JRUB.DE vs. 5UOA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUB.DE achieves a 1.74% return, which is significantly higher than 5UOA.DE's 1.02% 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*
- —
5UOA.DE
- 1D
- 0.04%
- 1M
- 1.01%
- YTD
- 1.02%
- 6M
- 0.66%
- 1Y
- 3.48%
- 3Y*
- 2.19%
- 5Y*
- 1.37%
- 10Y*
- —
JRUB.DE vs. 5UOA.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% | 1.06% |
5UOA.DE iShares USD Corporate Bond ESG UCITS ETF Acc | 1.02% | -4.01% | 7.93% | 4.48% | -9.70% | 6.44% | 2.37% |
Correlation
The correlation between JRUB.DE and 5UOA.DE is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2020 | 0.97 |
The correlation between JRUB.DE and 5UOA.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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
JRUB.DE vs. 5UOA.DE — Risk / Return Rank
JRUB.DE
5UOA.DE
JRUB.DE vs. 5UOA.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 Acc (5UOA.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 | 5UOA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.10 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.95 | +0.30 |
| Martin ratioReturn relative to average drawdown | 3.11 | 2.46 | +0.65 |
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
| JRUB.DE | 5UOA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.55 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.17 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.14 | +0.17 |
Drawdowns
JRUB.DE vs. 5UOA.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, which is greater than 5UOA.DE's maximum drawdown of -12.65%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and 5UOA.DE.
Loading charts...
Drawdown Indicators
| JRUB.DE | 5UOA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -12.65% | -1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.32% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -11.22% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -12.65% | -0.65% |
Current DrawdownCurrent decline from peak | -5.11% | -5.64% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.96% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.29% | -0.02% |
Volatility
JRUB.DE vs. 5UOA.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 Acc (5UOA.DE) at 1.10%. This indicates that JRUB.DE's price experiences larger fluctuations and is considered to be riskier than 5UOA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUB.DE | 5UOA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 1.10% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 3.94% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 5.70% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 8.13% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 8.18% | +0.70% |
JRUB.DE vs. 5UOA.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than 5UOA.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. 5UOA.DE - Dividend Comparison
Neither JRUB.DE nor 5UOA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, JRUB.DE and 5UOA.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, 5UOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5UOA.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 5UOA.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 5UOA.DE.
Find the right allocation for JRUB.DE and 5UOA.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