JRUB.DE vs. SYBR.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and SYBR.DE (SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while SYBR.DE tracks the Bloomberg US Intermediate Corporate Bond. Both are passively managed. Over the past 5 years, JRUB.DE returned 1.48%/yr vs 3.21%/yr for SYBR.DE. Their correlation of 0.85 suggests significant overlap in exposure. JRUB.DE charges 0.19%/yr vs 0.12%/yr for SYBR.DE.
Performance
JRUB.DE vs. SYBR.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JRUB.DE having a 1.74% return and SYBR.DE slightly lower at 1.66%.
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
SYBR.DE
- 1D
- 0.07%
- 1M
- 1.02%
- YTD
- 1.66%
- 6M
- 1.07%
- 1Y
- 3.55%
- 3Y*
- 2.96%
- 5Y*
- 3.21%
- 10Y*
- 2.95%
JRUB.DE vs. SYBR.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 | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -0.77% |
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 1.66% | -3.96% | 10.21% | 5.72% | -3.89% | 7.04% | -1.81% | 14.86% | -0.55% |
Correlation
The correlation between JRUB.DE and SYBR.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.85 |
The correlation between JRUB.DE and SYBR.DE has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
JRUB.DE vs. SYBR.DE — Risk / Return Rank
JRUB.DE
SYBR.DE
JRUB.DE vs. SYBR.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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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 | SYBR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.02 | +0.23 |
| Martin ratioReturn relative to average drawdown | 3.11 | 2.82 | +0.29 |
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 | SYBR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.61 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.43 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.40 | -0.09 |
Drawdowns
JRUB.DE vs. SYBR.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum SYBR.DE drawdown of -15.02%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and SYBR.DE.
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Drawdown Indicators
| JRUB.DE | SYBR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -15.02% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.14% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -9.61% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -9.61% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.02% | — |
Current DrawdownCurrent decline from peak | -5.11% | -4.54% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -4.16% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.14% | +0.13% |
Volatility
JRUB.DE vs. SYBR.DE - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a higher volatility of 1.18% compared to SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) at 0.76%. This indicates that JRUB.DE's price experiences larger fluctuations and is considered to be riskier than SYBR.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 | SYBR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 0.76% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 3.61% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 5.26% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 7.41% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 7.32% | +1.56% |
JRUB.DE vs. SYBR.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than SYBR.DE's 0.12% 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. SYBR.DE - Dividend Comparison
JRUB.DE has not paid dividends to shareholders, while SYBR.DE's dividend yield for the trailing twelve months is around 4.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 4.65% | 5.03% | 4.55% | 5.85% | 2.62% | 2.24% | 2.89% | 3.01% | 2.78% | 3.41% | 1.21% |
Frequently Asked Questions
With a correlation of 0.90, JRUB.DE and SYBR.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, SYBR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBR.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for JRUB.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while SYBR.DE tracks Bloomberg US Intermediate Corporate Bond. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.19% for JRUB.DE and 0.12% for SYBR.DE.
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