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JRUE.DE vs. SYBR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUE.DE vs. SYBR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SYBR.DE's 3.35% return.


JRUE.DE

1D
0.17%
1M
-0.76%
6M
-0.95%
YTD
-0.85%
1Y
3.03%
3Y*
2.98%
5Y*
10Y*

SYBR.DE

1D
0.27%
1M
1.19%
6M
2.29%
YTD
3.35%
1Y
6.06%
3Y*
5.03%
5Y*
2.39%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUE.DE vs. SYBR.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
3.35%-3.98%10.18%3.64%-3.88%1.72%

Correlation

The correlation between JRUE.DE and SYBR.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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.13

The correlation between JRUE.DE and SYBR.DE shifts across timeframes, from 0.03 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JRUE.DE vs. SYBR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUE.DE
JRUE.DE Risk / Return Rank: 2323
Overall Rank
JRUE.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JRUE.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
JRUE.DE Omega Ratio Rank: 2121
Omega Ratio Rank
JRUE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
JRUE.DE Martin Ratio Rank: 2424
Martin Ratio Rank

SYBR.DE
SYBR.DE Risk / Return Rank: 4040
Overall Rank
SYBR.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SYBR.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SYBR.DE Omega Ratio Rank: 3636
Omega Ratio Rank
SYBR.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SYBR.DE Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRUE.DE vs. SYBR.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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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.DESYBR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.12

1.21

-0.08

Calmar ratioReturn relative to maximum drawdown

1.00

1.92

-0.92

Martin ratioReturn relative to average drawdown

2.54

5.62

-3.08

JRUE.DE vs. SYBR.DE - Sharpe Ratio Comparison

The current JRUE.DE Sharpe Ratio is 0.70, which is lower than the SYBR.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of JRUE.DE and SYBR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JRUE.DE vs. SYBR.DE - Drawdown Comparison

The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than SYBR.DE's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and SYBR.DE.


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Drawdown Indicators


JRUE.DESYBR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-20.77%

-2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-3.14%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-9.61%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-20.77%

Current Drawdown

Current decline from peak

-9.83%

-2.98%

-6.85%

Average Drawdown

Average peak-to-trough decline

-13.52%

-5.91%

-7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.08%

+0.16%

Volatility

JRUE.DE vs. SYBR.DE - Volatility Comparison

The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.11%, while SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) has a volatility of 1.55%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than SYBR.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.DESYBR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.55%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

3.68%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

5.31%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.80%

7.04%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.80%

10.51%

-2.71%

JRUE.DE vs. SYBR.DE - Expense Ratio Comparison

JRUE.DE has a 0.04% expense ratio, which is lower than SYBR.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. SYBR.DE - Dividend Comparison

JRUE.DE has not paid dividends to shareholders, while SYBR.DE's dividend yield for the trailing twelve months is around 4.57%.


PositionTTM2025202420232022202120202019201820172016
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%
SYBR.DE
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.57%5.03%4.52%3.92%2.62%2.24%2.89%3.01%2.78%3.41%1.21%

Frequently Asked Questions


JRUE.DE and SYBR.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 0.12% for SYBR.DE.

They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.04% for JRUE.DE and 0.12% for SYBR.DE.

Portfolio Optimizer

Find the right allocation for JRUE.DE and SYBR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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