JRUB.DE vs. PRAP.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and PRAP.DE (Amundi Core USD Corporate Bond UCITS ETF (Acc)) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while PRAP.DE tracks the Bloomberg US Corporate Liquid Issuer Index. Both are passively managed. Over the past 5 years, JRUB.DE returned 0.71%/yr vs 0.56%/yr for PRAP.DE. Their correlation of 0.91 suggests significant overlap in exposure. JRUB.DE charges 0.19%/yr vs 0.07%/yr for PRAP.DE.
Performance
JRUB.DE vs. PRAP.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 higher than PRAP.DE's 2.28% 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*
- —
PRAP.DE
- 1D
- -0.05%
- 1M
- 0.32%
- 6M
- 0.53%
- YTD
- 2.28%
- 1Y
- 7.05%
- 3Y*
- 4.12%
- 5Y*
- 0.56%
- 10Y*
- —
JRUB.DE vs. PRAP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 2.98% | -4.07% | 7.98% | 4.63% | -10.39% | 6.44% | -2.23% |
PRAP.DE Amundi Core USD Corporate Bond UCITS ETF (Acc) | 2.28% | -3.96% | 7.69% | 4.70% | -10.24% | 6.82% | -11.43% |
Correlation
The correlation between JRUB.DE and PRAP.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.91 |
The correlation between JRUB.DE and PRAP.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
JRUB.DE vs. PRAP.DE — Risk / Return Rank
JRUB.DE
PRAP.DE
JRUB.DE vs. PRAP.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 Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.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 | PRAP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.94 | +0.44 |
| Martin ratioReturn relative to average drawdown | 6.00 | 4.95 | +1.05 |
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Drawdowns
JRUB.DE vs. PRAP.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.80%, smaller than the maximum PRAP.DE drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and PRAP.DE.
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Drawdown Indicators
| JRUB.DE | PRAP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.80% | -18.71% | +4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.62% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -11.80% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -13.30% | 0.00% |
Current DrawdownCurrent decline from peak | -3.96% | -6.50% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -10.13% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.42% | -0.18% |
Volatility
JRUB.DE vs. PRAP.DE - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) and Amundi Core USD Corporate Bond UCITS ETF (Acc) (PRAP.DE) have volatilities of 1.80% and 1.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUB.DE | PRAP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.85% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 4.14% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 6.15% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 8.34% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.78% | 9.55% | +0.23% |
JRUB.DE vs. PRAP.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than PRAP.DE's 0.07% 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. PRAP.DE - Dividend Comparison
Neither JRUB.DE nor PRAP.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, JRUB.DE and PRAP.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, PRAP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAP.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for JRUB.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while PRAP.DE tracks Bloomberg US Corporate Liquid Issuer Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.19% for JRUB.DE and 0.07% for PRAP.DE.
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