JRUE.DE vs. CBU0.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and CBU0.DE (iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc) are both Corporate Bonds funds. JRUE.DE is actively managed, while CBU0.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.76%/yr vs 3.91%/yr for CBU0.DE. A 0.68 correlation means they provide meaningful diversification when combined. JRUE.DE charges 0.04%/yr vs 0.25%/yr for CBU0.DE.
Performance
JRUE.DE vs. CBU0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.90% return, which is significantly higher than CBU0.DE's -1.09% return.
JRUE.DE
- 1D
- 0.25%
- 1M
- -0.76%
- 6M
- -0.75%
- YTD
- -0.90%
- 1Y
- 2.59%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
CBU0.DE
- 1D
- 0.00%
- 1M
- -1.09%
- 6M
- -1.99%
- YTD
- -1.09%
- 1Y
- 1.88%
- 3Y*
- 3.91%
- 5Y*
- —
- 10Y*
- —
JRUE.DE vs. CBU0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.90% | 5.79% | 0.31% | 3.30% |
CBU0.DE iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc | -1.09% | 4.57% | -0.38% | 4.77% |
Correlation
The correlation between JRUE.DE and CBU0.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2023 | 0.68 |
The correlation between JRUE.DE and CBU0.DE has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
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
JRUE.DE vs. CBU0.DE — Risk / Return Rank
JRUE.DE
CBU0.DE
JRUE.DE vs. CBU0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) and iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.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.
| JRUE.DE | CBU0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.07 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.43 | +0.39 |
| Martin ratioReturn relative to average drawdown | 2.07 | 1.14 | +0.93 |
Loading charts...
Drawdowns
JRUE.DE vs. CBU0.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than CBU0.DE's maximum drawdown of -6.16%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and CBU0.DE.
Loading charts...
Drawdown Indicators
| JRUE.DE | CBU0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -6.16% | -17.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -4.32% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.63% | -4.32% | -2.31% |
Current DrawdownCurrent decline from peak | -9.88% | -2.34% | -7.54% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -1.68% | -11.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.65% | -0.40% |
Volatility
JRUE.DE vs. CBU0.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.13%, while iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a volatility of 1.50%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than CBU0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUE.DE | CBU0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.50% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 4.70% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 5.34% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 5.89% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 5.89% | +1.91% |
JRUE.DE vs. CBU0.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than CBU0.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
JRUE.DE vs. CBU0.DE - Dividend Comparison
Neither JRUE.DE nor CBU0.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUE.DE and CBU0.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.25% for CBU0.DE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JRUE.DE and 0.25% for CBU0.DE.
Find the right allocation for JRUE.DE and CBU0.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