JRUE.DE vs. IS0Y.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) are both Corporate Bonds funds. JRUE.DE is actively managed, while IS0Y.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 5.12%/yr for IS0Y.DE. At a 0.17 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.25%/yr for IS0Y.DE.
Performance
JRUE.DE vs. IS0Y.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.85% return, which is significantly lower than IS0Y.DE's 1.40% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
IS0Y.DE
- 1D
- -0.03%
- 1M
- 0.10%
- 6M
- 1.43%
- YTD
- 1.40%
- 1Y
- 3.01%
- 3Y*
- 5.12%
- 5Y*
- 2.73%
- 10Y*
- 1.59%
JRUE.DE vs. IS0Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.40% | 4.15% | 6.61% | 5.08% | -2.70% | -0.40% |
Correlation
The correlation between JRUE.DE and IS0Y.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.17 |
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Return for Risk
JRUE.DE vs. IS0Y.DE — Risk / Return Rank
JRUE.DE
IS0Y.DE
JRUE.DE vs. IS0Y.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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 | IS0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.95 | -1.95 |
| Martin ratioReturn relative to average drawdown | 2.54 | 11.20 | -8.66 |
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Drawdowns
JRUE.DE vs. IS0Y.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than IS0Y.DE's maximum drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and IS0Y.DE.
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Drawdown Indicators
| JRUE.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -13.95% | -9.53% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -1.02% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -2.07% | -4.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.95% | — |
Current DrawdownCurrent decline from peak | -9.83% | -0.13% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -1.32% | -12.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.27% | +0.97% |
Volatility
JRUE.DE vs. IS0Y.DE - Volatility Comparison
JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) has a higher volatility of 1.11% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) at 0.54%. This indicates that JRUE.DE's price experiences larger fluctuations and is considered to be riskier than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUE.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 0.54% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 1.73% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 2.20% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 2.85% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 3.69% | +4.11% |
JRUE.DE vs. IS0Y.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than IS0Y.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. IS0Y.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUE.DE and IS0Y.DE have a correlation of 0.11, 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 IS0Y.DE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JRUE.DE and 0.25% for IS0Y.DE.
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