JRUB.DE vs. UEF7.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and UEF7.DE (UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while UEF7.DE tracks the Bloomberg US Liquid Corporates 1-5. Both are passively managed. Over the past 5 years, JRUB.DE returned 1.48%/yr vs 3.04%/yr for UEF7.DE. A 0.76 correlation means they provide meaningful diversification when combined. JRUB.DE charges 0.19%/yr vs 0.16%/yr for UEF7.DE.
Performance
JRUB.DE vs. UEF7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.DE achieves a 1.74% return, which is significantly higher than UEF7.DE's 1.61% 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*
- —
UEF7.DE
- 1D
- 0.00%
- 1M
- 1.09%
- YTD
- 1.61%
- 6M
- 0.93%
- 1Y
- 2.76%
- 3Y*
- 2.52%
- 5Y*
- 3.04%
- 10Y*
- 2.31%
JRUB.DE vs. UEF7.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% |
UEF7.DE UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 1.61% | -4.75% | 10.53% | 2.47% | -0.50% | 7.33% | -4.28% | 10.28% | -0.62% |
Correlation
The correlation between JRUB.DE and UEF7.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.76 |
The correlation between JRUB.DE and UEF7.DE shifts across timeframes, from 0.73 (5 years) to 0.84 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JRUB.DE vs. UEF7.DE — Risk / Return Rank
JRUB.DE
UEF7.DE
JRUB.DE vs. UEF7.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.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 | UEF7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.75 | +0.50 |
| Martin ratioReturn relative to average drawdown | 3.11 | 1.88 | +1.22 |
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 | UEF7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.46 | +0.23 |
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 | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.42 | -0.11 |
Drawdowns
JRUB.DE vs. UEF7.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum UEF7.DE drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and UEF7.DE.
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Drawdown Indicators
| JRUB.DE | UEF7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -15.39% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.32% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -9.67% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -10.70% | -2.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.39% | — |
Current DrawdownCurrent decline from peak | -5.11% | -5.28% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -4.76% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.33% | -0.06% |
Volatility
JRUB.DE vs. UEF7.DE - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a higher volatility of 1.18% compared to UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UEF7.DE) at 0.79%. This indicates that JRUB.DE's price experiences larger fluctuations and is considered to be riskier than UEF7.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 | UEF7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 0.79% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 3.60% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 5.41% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 6.97% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 6.97% | +1.91% |
JRUB.DE vs. UEF7.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than UEF7.DE's 0.16% 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. UEF7.DE - Dividend Comparison
JRUB.DE has not paid dividends to shareholders, while UEF7.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 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UEF7.DE UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 4.65% | 5.78% | 4.66% | 3.27% | 1.45% | 1.52% | 2.84% | 2.76% | 2.24% | 2.19% | 1.99% | 0.87% |
Frequently Asked Questions
JRUB.DE and UEF7.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEF7.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEF7.DE is cheaper with a 0.16% expense ratio, compared with 0.19% for JRUB.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while UEF7.DE tracks Bloomberg US Liquid Corporates 1-5. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.19% for JRUB.DE and 0.16% for UEF7.DE.
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