JRUB.DE vs. JPCT.DE

Last updated Jun 5, 2026

JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) are both exchange-traded funds - JRUB.DE is a Corporate Bonds fund tracking the JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity. Both are passively managed. Over the past 5 years, JRUB.DE returned 1.48%/yr vs 11.53%/yr for JPCT.DE. At a 0.21 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.

Performance

JRUB.DE vs. JPCT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) and JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JRUB.DE achieves a 1.74% return, which is significantly lower than JPCT.DE's 7.39% 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*: —

JPCT.DE

• 1D: 0.24%
• 1M: 3.19%
• YTD: 7.39%
• 6M: 7.37%
• 1Y: 18.55%
• 3Y*: 15.09%
• 5Y*: 11.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUB.DE vs. JPCT.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%	-1.91%
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)	7.39%	6.84%	24.37%	19.66%	-14.19%	34.64%	2.14%

Correlation

The correlation between JRUB.DE and JPCT.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020	0.21

The correlation between JRUB.DE and JPCT.DE shifts across timeframes, from 0.21 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

JRUB.DE vs. JPCT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUB.DE

JRUB.DE Risk / Return Rank: 23
JRUB.DE Sharpe Ratio Rank: 21
JRUB.DE Sortino Ratio Rank: 21
JRUB.DE Omega Ratio Rank: 20
JRUB.DE Calmar Ratio Rank: 27
JRUB.DE Martin Ratio Rank: 24

JPCT.DE

JPCT.DE Risk / Return Rank: 47
JPCT.DE Sharpe Ratio Rank: 46
JPCT.DE Sortino Ratio Rank: 47
JPCT.DE Omega Ratio Rank: 47
JPCT.DE Calmar Ratio Rank: 44
JPCT.DE Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRUB.DE vs. JPCT.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 JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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	JPCT.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.69	1.59	-0.90
Sortino ratio: Return per unit of downside risk	1.04	2.29	-1.25
Omega ratio: Gain probability vs. loss probability	1.12	1.30	-0.17
Calmar ratio: Return relative to maximum drawdown	1.25	2.11	-0.86
Martin ratio: Return relative to average drawdown	3.11	8.45	-5.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JRUB.DE vs. JPCT.DE - Sharpe Ratio Comparison

The current JRUB.DE Sharpe Ratio is 0.69, which is lower than the JPCT.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of JRUB.DE and JPCT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JRUB.DE	JPCT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	1.59	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.81	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.96	-0.65

Drawdowns

JRUB.DE vs. JPCT.DE - Drawdown Comparison

The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum JPCT.DE drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and JPCT.DE.

Drawdown Indicators

	JRUB.DE	JPCT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-22.18%	+8.39%
Max Drawdown (1Y) Largest decline over 1 year	-3.13%	-8.78%	+5.65%
Max Drawdown (3Y) Largest decline over 3 years	-11.65%	-22.18%	+10.53%
Max Drawdown (5Y) Largest decline over 5 years	-13.30%	-22.18%	+8.88%
Current Drawdown Current decline from peak	-5.11%	-0.17%	-4.94%
Average Drawdown Average peak-to-trough decline	-5.36%	-4.13%	-1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.27%	2.20%	-0.93%

Volatility

JRUB.DE vs. JPCT.DE - Volatility Comparison

The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.18%, while JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a volatility of 2.80%. This indicates that JRUB.DE experiences smaller price fluctuations and is considered to be less risky than JPCT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JRUB.DE	JPCT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.18%	2.80%	-1.62%
Volatility (6M) Calculated over the trailing 6-month period	3.89%	8.42%	-4.53%
Volatility (1Y) Calculated over the trailing 1-year period	5.68%	11.67%	-5.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.67%	14.13%	-5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.88%	13.89%	-5.01%

JRUB.DE vs. JPCT.DE - Expense Ratio Comparison

Both JRUB.DE and JPCT.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

JRUB.DE vs. JPCT.DE - Dividend Comparison

Neither JRUB.DE nor JPCT.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JRUB.DE and JPCT.DE in my portfolio?

JRUB.DE and JPCT.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JRUB.DE or JPCT.DE?

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JRUB.DE or JPCT.DE?

JRUB.DE and JPCT.DE have the same expense ratio: 0.19% per year.

What is the main difference between JRUB.DE and JPCT.DE?

JRUB.DE is categorized as Corporate Bonds, while JPCT.DE is Global Equities. JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity.