JRUD.DE vs. JER5.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both exchange-traded funds - JRUD.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG), while JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 1.14%/yr for JER5.DE. At a 0.23 correlation, their price movements are largely independent. JRUD.DE charges 0.20%/yr vs 0.04%/yr for JER5.DE.
Performance
JRUD.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUD.DE achieves a 10.50% return, which is significantly higher than JER5.DE's 0.48% return.
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
JER5.DE
- 1D
- 0.06%
- 1M
- 0.25%
- YTD
- 0.48%
- 6M
- 0.48%
- 1Y
- 2.20%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
JRUD.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 32.10% | 23.94% | -14.78% | 42.20% | 8.45% | -0.59% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | -0.15% |
Correlation
The correlation between JRUD.DE and JER5.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.23 |
The correlation between JRUD.DE and JER5.DE shifts across timeframes, from 0.20 (5 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JRUD.DE vs. JER5.DE — Risk / Return Rank
JRUD.DE
JER5.DE
JRUD.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
| JRUD.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 1.04 | +2.51 |
| Martin ratioReturn relative to average drawdown | 13.27 | 3.74 | +9.53 |
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
| JRUD.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.05 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.44 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.39 | +0.44 |
Drawdowns
JRUD.DE vs. JER5.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and JER5.DE.
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Drawdown Indicators
| JRUD.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -10.17% | -23.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -1.98% | -4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -1.98% | -21.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -10.17% | -13.25% |
Current DrawdownCurrent decline from peak | -0.48% | -0.46% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -2.25% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 0.55% | +1.29% |
Volatility
JRUD.DE vs. JER5.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) has a higher volatility of 2.56% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that JRUD.DE's price experiences larger fluctuations and is considered to be riskier than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUD.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 0.58% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 1.73% | +5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 1.96% | +9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 2.55% | +12.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 3.10% | +14.66% |
JRUD.DE vs. JER5.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is higher than JER5.DE's 0.04% 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
JRUD.DE vs. JER5.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.58% | 0.57% | 0.44% | 0.78% | 0.88% | 0.65% |
Frequently Asked Questions
JRUD.DE and JER5.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for JRUD.DE.
JRUD.DE is categorized as Large Cap Blend Equities, while JER5.DE is European Corporate Bonds. JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Their fees differ too: 0.20% for JRUD.DE and 0.04% for JER5.DE.
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