JRUE.DE vs. QDVY.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and QDVY.DE (iShares USD Floating Rate Bond UCITS ETF) are both Corporate Bonds funds. JRUE.DE is actively managed, while QDVY.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 4.93%/yr for QDVY.DE. At a correlation of -0.32, they often move in opposite directions. JRUE.DE charges 0.04%/yr vs 0.10%/yr for QDVY.DE.
Performance
JRUE.DE vs. QDVY.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 QDVY.DE's 5.04% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
QDVY.DE
- 1D
- 0.00%
- 1M
- 1.61%
- 6M
- 4.07%
- YTD
- 5.04%
- 1Y
- 6.21%
- 3Y*
- 4.93%
- 5Y*
- 4.99%
- 10Y*
- —
JRUE.DE vs. QDVY.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% |
QDVY.DE iShares USD Floating Rate Bond UCITS ETF | 5.04% | -6.57% | 12.71% | 2.90% | 7.46% | 2.35% |
Correlation
The correlation between JRUE.DE and QDVY.DE is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | -0.32 |
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Return for Risk
JRUE.DE vs. QDVY.DE — Risk / Return Rank
JRUE.DE
QDVY.DE
JRUE.DE vs. QDVY.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 USD Floating Rate Bond UCITS ETF (QDVY.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 | QDVY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.92 | -0.92 |
| Martin ratioReturn relative to average drawdown | 2.54 | 4.65 | -2.11 |
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Drawdowns
JRUE.DE vs. QDVY.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than QDVY.DE's maximum drawdown of -19.19%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and QDVY.DE.
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Drawdown Indicators
| JRUE.DE | QDVY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -19.19% | -4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.21% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -11.29% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.29% | — |
Current DrawdownCurrent decline from peak | -9.83% | -4.24% | -5.59% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -7.35% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.33% | -0.09% |
Volatility
JRUE.DE vs. QDVY.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.11%, while iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a volatility of 1.87%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than QDVY.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 | QDVY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.87% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 4.36% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 6.14% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 7.84% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 9.01% | -1.21% |
JRUE.DE vs. QDVY.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than QDVY.DE's 0.10% 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. QDVY.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while QDVY.DE's dividend yield for the trailing twelve months is around 4.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QDVY.DE iShares USD Floating Rate Bond UCITS ETF | 4.61% | 5.18% | 5.89% | 5.61% | 1.50% | 0.57% | 1.75% | 2.94% | 2.20% | 0.47% |
Frequently Asked Questions
JRUE.DE and QDVY.DE have a correlation of -0.37, 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 0.10% for QDVY.DE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JRUE.DE and 0.10% for QDVY.DE.
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