JRUE.DE vs. OM3F.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and OM3F.DE (iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist)) are both Corporate Bonds funds. JRUE.DE is actively managed, while OM3F.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.76%/yr vs 4.18%/yr for OM3F.DE. A 0.63 correlation means they provide meaningful diversification when combined. JRUE.DE charges 0.04%/yr vs 0.15%/yr for OM3F.DE.
Performance
JRUE.DE vs. OM3F.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.90% return, which is significantly lower than OM3F.DE's 0.34% return.
JRUE.DE
- 1D
- 0.25%
- 1M
- -0.76%
- 6M
- -0.75%
- YTD
- -0.90%
- 1Y
- 2.59%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
OM3F.DE
- 1D
- 0.00%
- 1M
- -0.64%
- 6M
- -0.08%
- YTD
- 0.34%
- 1Y
- 1.13%
- 3Y*
- 4.18%
- 5Y*
- -0.16%
- 10Y*
- —
JRUE.DE vs. OM3F.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.90% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 0.34% | 3.04% | 4.13% | 7.20% | -13.24% | -0.55% |
Correlation
The correlation between JRUE.DE and OM3F.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 | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.63 |
The correlation between JRUE.DE and OM3F.DE has been stable across timeframes, ranging from 0.58 to 0.63 - 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. OM3F.DE — Risk / Return Rank
JRUE.DE
OM3F.DE
JRUE.DE vs. OM3F.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 ESG SRI UCITS ETF EUR (Dist) (OM3F.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 | OM3F.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.06 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.41 | +0.40 |
| Martin ratioReturn relative to average drawdown | 2.07 | 1.35 | +0.72 |
Loading charts...
Drawdowns
JRUE.DE vs. OM3F.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than OM3F.DE's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and OM3F.DE.
Loading charts...
Drawdown Indicators
| JRUE.DE | OM3F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -16.89% | -6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.71% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -6.63% | -2.71% | -3.92% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.89% | — |
Current DrawdownCurrent decline from peak | -9.88% | -1.35% | -8.53% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -4.72% | -8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 0.84% | +0.41% |
Volatility
JRUE.DE vs. OM3F.DE - Volatility Comparison
JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) has a higher volatility of 1.13% compared to iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) at 0.83%. This indicates that JRUE.DE's price experiences larger fluctuations and is considered to be riskier than OM3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUE.DE | OM3F.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 0.83% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 3.14% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 3.64% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 4.82% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 5.39% | +2.41% |
JRUE.DE vs. OM3F.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than OM3F.DE's 0.15% 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. OM3F.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while OM3F.DE's dividend yield for the trailing twelve months is around 3.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 3.28% | 3.23% | 3.19% | 2.52% | 0.82% | 0.47% | 0.57% | 0.77% | 0.30% |
Frequently Asked Questions
JRUE.DE and OM3F.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 0.15% for OM3F.DE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JRUE.DE and 0.15% for OM3F.DE.
Find the right allocation for JRUE.DE and OM3F.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