JRUB.DE vs. XGBE.DE
JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) are both Corporate Bonds funds - JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG) while XGBE.DE tracks the Bloomberg MSCI EUR Corporate and Agency Green Bond Index. Both are passively managed. Over the past 5 years, JRUB.DE returned 0.71%/yr vs -1.10%/yr for XGBE.DE. At a 0.43 correlation, their price movements are largely independent. JRUB.DE charges 0.19%/yr vs 0.25%/yr for XGBE.DE.
Performance
JRUB.DE vs. XGBE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUB.DE achieves a 2.98% return, which is significantly higher than XGBE.DE's 0.40% 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*
- —
XGBE.DE
- 1D
- -0.07%
- 1M
- -0.57%
- 6M
- 0.04%
- YTD
- 0.40%
- 1Y
- 1.27%
- 3Y*
- 4.03%
- 5Y*
- -1.10%
- 10Y*
- —
JRUB.DE vs. XGBE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 2.98% | -4.07% | 7.98% | 4.63% | -10.39% | 5.82% |
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 0.40% | 2.73% | 3.40% | 7.52% | -16.38% | -0.21% |
Correlation
The correlation between JRUB.DE and XGBE.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021 | 0.43 |
Over the past year, the correlation between JRUB.DE and XGBE.DE has dropped to 0.20 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRUB.DE vs. XGBE.DE — Risk / Return Rank
JRUB.DE
XGBE.DE
JRUB.DE vs. XGBE.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 EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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 | XGBE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.07 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 0.48 | +1.90 |
| Martin ratioReturn relative to average drawdown | 6.00 | 1.49 | +4.51 |
Loading charts...
Drawdowns
JRUB.DE vs. XGBE.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.80%, smaller than the maximum XGBE.DE drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and XGBE.DE.
Loading charts...
Drawdown Indicators
| JRUB.DE | XGBE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.80% | -20.20% | +6.40% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -2.62% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -11.66% | -2.62% | -9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -20.20% | +6.90% |
Current DrawdownCurrent decline from peak | -3.96% | -6.15% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -10.28% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.85% | +0.39% |
Volatility
JRUB.DE vs. XGBE.DE - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a higher volatility of 1.80% compared to Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) at 0.81%. This indicates that JRUB.DE's price experiences larger fluctuations and is considered to be riskier than XGBE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUB.DE | XGBE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 0.81% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 2.74% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 3.27% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 5.05% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.78% | 5.02% | +4.76% |
JRUB.DE vs. XGBE.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is lower than XGBE.DE's 0.25% expense ratio. Despite the difference, 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. XGBE.DE - Dividend Comparison
Neither JRUB.DE nor XGBE.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUB.DE and XGBE.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XGBE.DE.
JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.19% for JRUB.DE and 0.25% for XGBE.DE.
Find the right allocation for JRUB.DE and XGBE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer