JRUB.DE vs. XZBU.DE
Compare and contrast key facts about JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) and Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE).
JRUB.DE and XZBU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRUB.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). It was launched on Dec 5, 2018. XZBU.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Sep 3, 2020. Both JRUB.DE and XZBU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JRUB.DE vs. XZBU.DE - Performance Comparison
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JRUB.DE vs. XZBU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.03% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | -1.60% |
XZBU.DE Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C | 1.50% | -3.98% | 6.63% | 5.34% | -13.42% | 6.21% | -1.19% |
Returns By Period
In the year-to-date period, JRUB.DE achieves a 1.03% return, which is significantly lower than XZBU.DE's 1.50% return.
JRUB.DE
- 1D
- -0.32%
- 1M
- -0.70%
- YTD
- 1.03%
- 6M
- 1.52%
- 1Y
- -2.35%
- 3Y*
- 2.51%
- 5Y*
- 0.89%
- 10Y*
- —
XZBU.DE
- 1D
- 0.67%
- 1M
- -0.80%
- YTD
- 1.50%
- 6M
- 1.23%
- 1Y
- -1.50%
- 3Y*
- 2.15%
- 5Y*
- 0.37%
- 10Y*
- —
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JRUB.DE vs. XZBU.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is higher than XZBU.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%.
Return for Risk
JRUB.DE vs. XZBU.DE — Risk / Return Rank
JRUB.DE
XZBU.DE
JRUB.DE vs. XZBU.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 SRI PAB UCITS ETF 1C (XZBU.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 | XZBU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | -0.16 | -0.11 |
Sortino ratioReturn per unit of downside risk | -0.29 | -0.15 | -0.14 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.98 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.25 | 0.01 | -0.25 |
Martin ratioReturn relative to average drawdown | -0.55 | 0.02 | -0.57 |
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 | XZBU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | -0.16 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.04 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | -0.01 | +0.31 |
Correlation
The correlation between JRUB.DE and XZBU.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JRUB.DE vs. XZBU.DE - Dividend Comparison
Neither JRUB.DE nor XZBU.DE has paid dividends to shareholders.
Drawdowns
JRUB.DE vs. XZBU.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum XZBU.DE drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and XZBU.DE.
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Drawdown Indicators
| JRUB.DE | XZBU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -17.79% | +4.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -7.87% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | -17.79% | +4.49% |
Current DrawdownCurrent decline from peak | -5.78% | -6.83% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -7.99% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.37% | -0.15% |
Volatility
JRUB.DE vs. XZBU.DE - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.82%, while Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) has a volatility of 2.07%. This indicates that JRUB.DE experiences smaller price fluctuations and is considered to be less risky than XZBU.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 | XZBU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 2.07% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.00% | 4.46% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 9.11% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.73% | 9.19% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 9.05% | -0.09% |