JRUB.DE vs. CBU0.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and CBU0.DE (iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while CBU0.DE tracks the iBoxx® GBP Liquid Corporates Large Cap (EUR Hedged). Both are passively managed. Over the past 3 years, JRUB.DE returned 2.43%/yr vs 3.94%/yr for CBU0.DE. At a 0.39 correlation, their price movements are largely independent. JRUB.DE charges 0.19%/yr vs 0.25%/yr for CBU0.DE.
Performance
JRUB.DE vs. CBU0.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 CBU0.DE's -0.89% 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*
- —
CBU0.DE
- 1D
- 0.17%
- 1M
- 0.91%
- YTD
- -0.89%
- 6M
- -0.71%
- 1Y
- 2.45%
- 3Y*
- 3.94%
- 5Y*
- —
- 10Y*
- —
JRUB.DE vs. CBU0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 1.81% |
CBU0.DE iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc | -0.89% | 4.58% | -0.25% | 5.06% |
Correlation
The correlation between JRUB.DE and CBU0.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.39 |
Over the past year, the correlation between JRUB.DE and CBU0.DE has dropped to 0.09 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
JRUB.DE vs. CBU0.DE — Risk / Return Rank
JRUB.DE
CBU0.DE
JRUB.DE vs. CBU0.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 Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.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 | CBU0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.58 | +0.67 |
| Martin ratioReturn relative to average drawdown | 3.11 | 1.62 | +1.49 |
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 | CBU0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.48 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.45 | -0.14 |
Drawdowns
JRUB.DE vs. CBU0.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, which is greater than CBU0.DE's maximum drawdown of -6.02%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and CBU0.DE.
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Drawdown Indicators
| JRUB.DE | CBU0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -6.02% | -7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -4.20% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -4.20% | -7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | — | — |
Current DrawdownCurrent decline from peak | -5.11% | -2.03% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -1.65% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.52% | -0.25% |
Volatility
JRUB.DE vs. CBU0.DE - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.18%, while iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a volatility of 2.00%. This indicates that JRUB.DE experiences smaller price fluctuations and is considered to be less risky than CBU0.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 | CBU0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 2.00% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 4.39% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 5.11% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 5.81% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 5.81% | +3.07% |
JRUB.DE vs. CBU0.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is lower than CBU0.DE's 0.25% 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
JRUB.DE vs. CBU0.DE - Dividend Comparison
Neither JRUB.DE nor CBU0.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUB.DE and CBU0.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for CBU0.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while CBU0.DE tracks iBoxx® GBP Liquid Corporates Large Cap (EUR Hedged). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JRUB.DE and 0.25% for CBU0.DE.
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