JRUB.DE vs. IS3F.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and IS3F.DE (iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while IS3F.DE tracks the Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index. Both are passively managed. Over the past 5 years, JRUB.DE returned 0.71%/yr vs 6.07%/yr for IS3F.DE. A 0.54 correlation means they provide meaningful diversification when combined. JRUB.DE charges 0.19%/yr vs 0.25%/yr for IS3F.DE.
Performance
JRUB.DE vs. IS3F.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.DE achieves a 2.98% return, which is significantly lower than IS3F.DE's 5.25% return.
JRUB.DE
- 1D
- 0.10%
- 1M
- 0.78%
- 6M
- 1.30%
- YTD
- 2.98%
- 1Y
- 7.48%
- 3Y*
- 4.36%
- 5Y*
- 0.71%
- 10Y*
- —
IS3F.DE
- 1D
- 0.02%
- 1M
- 1.37%
- 6M
- 3.40%
- YTD
- 5.25%
- 1Y
- 7.34%
- 3Y*
- 6.84%
- 5Y*
- 6.07%
- 10Y*
- 4.07%
JRUB.DE vs. IS3F.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 2.98% | -4.07% | 7.98% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -12.18% |
IS3F.DE iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) | 5.25% | -6.28% | 14.29% | 7.35% | 6.51% | 9.83% | -8.41% | 13.49% | -1.79% |
Correlation
The correlation between JRUB.DE and IS3F.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.54 |
The correlation between JRUB.DE and IS3F.DE shifts across timeframes, from 0.54 (5 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JRUB.DE vs. IS3F.DE — Risk / Return Rank
JRUB.DE
IS3F.DE
JRUB.DE vs. IS3F.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 $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRUB.DE | IS3F.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.50 | -0.12 |
| Martin ratioReturn relative to average drawdown | 6.00 | 6.38 | -0.38 |
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Drawdowns
JRUB.DE vs. IS3F.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.80%, smaller than the maximum IS3F.DE drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and IS3F.DE.
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Drawdown Indicators
| JRUB.DE | IS3F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.80% | -27.25% | +13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -2.93% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -11.67% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -11.67% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.78% | — |
Current DrawdownCurrent decline from peak | -3.96% | -3.62% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -8.16% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.14% | +0.10% |
Volatility
JRUB.DE vs. IS3F.DE - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.80%, while iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) has a volatility of 1.99%. This indicates that JRUB.DE experiences smaller price fluctuations and is considered to be less risky than IS3F.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 | IS3F.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.99% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 4.57% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 6.38% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 7.67% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.78% | 8.21% | +1.57% |
JRUB.DE vs. IS3F.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is lower than IS3F.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. IS3F.DE - Dividend Comparison
JRUB.DE has not paid dividends to shareholders, while IS3F.DE's dividend yield for the trailing twelve months is around 4.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3F.DE iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) | 4.26% | 4.77% | 5.36% | 4.95% | 2.10% | 1.50% | 2.62% | 3.52% | 2.81% | 2.25% | 2.36% | 3.21% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUB.DE and IS3F.DE have a correlation of 0.72, 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 IS3F.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while IS3F.DE tracks Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JRUB.DE and 0.25% for IS3F.DE.
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