JRUE.DE vs. SXRR.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) are both Corporate Bonds funds. JRUE.DE is actively managed, while SXRR.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 3.68%/yr for SXRR.DE. At a 0.01 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.12%/yr for SXRR.DE.
Performance
JRUE.DE vs. SXRR.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 SXRR.DE's 1.42% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.19%
- YTD
- 1.42%
- 1Y
- 2.61%
- 3Y*
- 3.68%
- 5Y*
- 2.44%
- 10Y*
- —
JRUE.DE vs. SXRR.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% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.18% |
Correlation
The correlation between JRUE.DE and SXRR.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.01 |
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Return for Risk
JRUE.DE vs. SXRR.DE — Risk / Return Rank
JRUE.DE
SXRR.DE
JRUE.DE vs. SXRR.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 $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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 | SXRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.85 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 11.00 | -10.00 |
| Martin ratioReturn relative to average drawdown | 2.54 | 34.86 | -32.32 |
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Drawdowns
JRUE.DE vs. SXRR.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than SXRR.DE's maximum drawdown of -14.20%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and SXRR.DE.
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Drawdown Indicators
| JRUE.DE | SXRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -14.20% | -9.28% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -0.24% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -1.36% | -5.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -2.72% | — |
Current DrawdownCurrent decline from peak | -9.83% | 0.00% | -9.83% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -1.22% | -12.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.07% | +1.17% |
Volatility
JRUE.DE vs. SXRR.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 $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) at 0.24%. This indicates that JRUE.DE's price experiences larger fluctuations and is considered to be riskier than SXRR.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 | SXRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 0.24% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 0.99% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 1.40% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 1.94% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 3.80% | +4.00% |
JRUE.DE vs. SXRR.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than SXRR.DE's 0.12% 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. SXRR.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while SXRR.DE's dividend yield for the trailing twelve months is around 4.72%.
| 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% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
Frequently Asked Questions
JRUE.DE and SXRR.DE have a correlation of -0.04, 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 0.12% for SXRR.DE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JRUE.DE and 0.12% for SXRR.DE.
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