JRUE.DE vs. SXRF.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) are both Corporate Bonds funds. JRUE.DE is actively managed, while SXRF.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.76%/yr vs 4.72%/yr for SXRF.DE. At a 0.09 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.15%/yr for SXRF.DE.
Performance
JRUE.DE vs. SXRF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.90% return, which is significantly lower than SXRF.DE's 3.54% return.
JRUE.DE
- 1D
- 0.25%
- 1M
- -0.76%
- 6M
- -0.75%
- YTD
- -0.90%
- 1Y
- 2.59%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
SXRF.DE
- 1D
- 0.24%
- 1M
- 1.36%
- 6M
- 2.20%
- YTD
- 3.54%
- 1Y
- 5.53%
- 3Y*
- 4.72%
- 5Y*
- 2.29%
- 10Y*
- —
JRUE.DE vs. SXRF.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% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.54% | -4.30% | 10.07% | 2.89% | -3.43% | 1.76% |
Correlation
The correlation between JRUE.DE and SXRF.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.09 |
The correlation between JRUE.DE and SXRF.DE shifts across timeframes, from -0.03 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JRUE.DE vs. SXRF.DE — Risk / Return Rank
JRUE.DE
SXRF.DE
JRUE.DE vs. SXRF.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 $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.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 | SXRF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.74 | -0.92 |
| Martin ratioReturn relative to average drawdown | 2.07 | 4.58 | -2.51 |
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Drawdowns
JRUE.DE vs. SXRF.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than SXRF.DE's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and SXRF.DE.
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Drawdown Indicators
| JRUE.DE | SXRF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -20.60% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.17% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -6.63% | -9.48% | +2.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.49% | — |
Current DrawdownCurrent decline from peak | -9.88% | -3.05% | -6.83% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -6.46% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.20% | +0.05% |
Volatility
JRUE.DE vs. SXRF.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 $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) has a volatility of 1.32%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than SXRF.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 | SXRF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.32% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 3.64% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 5.48% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 7.11% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 9.04% | -1.24% |
JRUE.DE vs. SXRF.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than SXRF.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. SXRF.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while SXRF.DE's dividend yield for the trailing twelve months is around 4.44%.
| 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% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 4.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% |
Frequently Asked Questions
JRUE.DE and SXRF.DE have a correlation of -0.03, 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 SXRF.DE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JRUE.DE and 0.15% for SXRF.DE.
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