JRUB.DE vs. SXRF.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while SXRF.DE tracks the Bloomberg US Intermediate Credit Index. Both are passively managed. Over the past 5 years, JRUB.DE returned 0.70%/yr vs 2.29%/yr for SXRF.DE. A 0.78 correlation means they provide meaningful diversification when combined. JRUB.DE charges 0.19%/yr vs 0.15%/yr for SXRF.DE.
Performance
JRUB.DE vs. SXRF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.DE achieves a 2.93% return, which is significantly lower than SXRF.DE's 3.54% return.
JRUB.DE
- 1D
- -0.05%
- 1M
- 0.60%
- 6M
- 1.39%
- YTD
- 2.93%
- 1Y
- 5.96%
- 3Y*
- 4.10%
- 5Y*
- 0.70%
- 10Y*
- —
SXRF.DE
- 1D
- 0.24%
- 1M
- 1.36%
- 6M
- 2.20%
- YTD
- 3.54%
- 1Y
- 5.53%
- 3Y*
- 4.72%
- 5Y*
- 2.29%
- 10Y*
- —
JRUB.DE vs. SXRF.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 | 2.93% | -4.07% | 7.98% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -12.18% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.54% | -4.30% | 10.07% | 2.89% | -3.43% | 7.01% | -2.85% | 12.53% | -0.23% |
Correlation
The correlation between JRUB.DE and SXRF.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.78 |
The correlation between JRUB.DE and SXRF.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
JRUB.DE vs. SXRF.DE — Risk / Return Rank
JRUB.DE
SXRF.DE
JRUB.DE vs. SXRF.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 $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.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 | SXRF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.74 | +0.16 |
| Martin ratioReturn relative to average drawdown | 4.77 | 4.58 | +0.20 |
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Drawdowns
JRUB.DE vs. SXRF.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.80%, smaller than the maximum SXRF.DE drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and SXRF.DE.
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Drawdown Indicators
| JRUB.DE | SXRF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.80% | -20.60% | +6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.17% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -9.48% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -10.49% | -2.81% |
Current DrawdownCurrent decline from peak | -4.00% | -3.05% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -6.46% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.20% | +0.05% |
Volatility
JRUB.DE vs. SXRF.DE - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a higher volatility of 1.43% compared to iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) at 1.32%. This indicates that JRUB.DE's price experiences larger fluctuations and is considered to be riskier than SXRF.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 | SXRF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.32% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.88% | 3.64% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.70% | 5.48% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.61% | 7.11% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.78% | 9.04% | +0.74% |
JRUB.DE vs. SXRF.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than SXRF.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. SXRF.DE - Dividend Comparison
JRUB.DE has not paid dividends to shareholders, while SXRF.DE's dividend yield for the trailing twelve months is around 4.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 4.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% |
Frequently Asked Questions
JRUB.DE and SXRF.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRF.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 SXRF.DE tracks Bloomberg US Intermediate Credit Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JRUB.DE and 0.15% for SXRF.DE.
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