JRUB.DE vs. XDCC.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and XDCC.DE (Xtrackers USD Corporate Bond UCITS ETF) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while XDCC.DE tracks the Bloomberg USD Liquid Investment Grade Corporate. Both are passively managed. Over the past 5 years, JRUB.DE returned 1.48%/yr vs 1.04%/yr for XDCC.DE. Their correlation of 0.85 suggests significant overlap in exposure. JRUB.DE charges 0.19%/yr vs 0.12%/yr for XDCC.DE.
Performance
JRUB.DE vs. XDCC.DE - Performance Comparison
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Different Trading Currencies
JRUB.DE is traded in EUR, while XDCC.DE is traded in USD. To make them comparable, the XDCC.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRUB.DE achieves a 1.74% return, which is significantly higher than XDCC.DE's 1.52% 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*
- —
XDCC.DE
- 1D
- 0.01%
- 1M
- 1.21%
- YTD
- 1.52%
- 6M
- 0.88%
- 1Y
- 4.28%
- 3Y*
- 2.38%
- 5Y*
- 1.04%
- 10Y*
- —
JRUB.DE vs. XDCC.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% | -1.60% |
XDCC.DE Xtrackers USD Corporate Bond UCITS ETF | 1.52% | -4.13% | 7.24% | 5.94% | -12.83% | 31.26% | -5.01% |
Correlation
The correlation between JRUB.DE and XDCC.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.85 |
The correlation between JRUB.DE and XDCC.DE shifts across timeframes, from 0.74 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JRUB.DE vs. XDCC.DE — Risk / Return Rank
JRUB.DE
XDCC.DE
JRUB.DE vs. XDCC.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 Xtrackers USD Corporate Bond UCITS ETF (XDCC.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 | XDCC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.10 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.89 | +0.37 |
| Martin ratioReturn relative to average drawdown | 3.11 | 2.56 | +0.55 |
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 | XDCC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.56 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.11 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.24 | +0.07 |
Drawdowns
JRUB.DE vs. XDCC.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum XDCC.DE drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and XDCC.DE.
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Drawdown Indicators
| JRUB.DE | XDCC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -16.41% | +2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -4.37% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | -12.63% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -16.41% | +3.11% |
Current DrawdownCurrent decline from peak | -5.11% | -5.45% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -6.94% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.52% | -0.25% |
Volatility
JRUB.DE vs. XDCC.DE - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.18%, while Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a volatility of 1.72%. This indicates that JRUB.DE experiences smaller price fluctuations and is considered to be less risky than XDCC.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 | XDCC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 1.72% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 5.22% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 6.87% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 9.52% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 13.35% | -4.47% |
JRUB.DE vs. XDCC.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than XDCC.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. XDCC.DE - Dividend Comparison
Neither JRUB.DE nor XDCC.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUB.DE and XDCC.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDCC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDCC.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 XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.19% for JRUB.DE and 0.12% for XDCC.DE.
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