JRUE.DE vs. VAGY.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) are both Corporate Bonds funds. JRUE.DE is actively managed, while VAGY.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 4.67%/yr for VAGY.DE. At a correlation of -0.20, they often move in opposite directions. JRUE.DE charges 0.04%/yr vs 0.09%/yr for VAGY.DE.
Performance
JRUE.DE vs. VAGY.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 VAGY.DE's 3.99% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
VAGY.DE
- 1D
- 0.00%
- 1M
- 1.42%
- 6M
- 2.94%
- YTD
- 3.99%
- 1Y
- 5.55%
- 3Y*
- 4.67%
- 5Y*
- —
- 10Y*
- —
JRUE.DE vs. VAGY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | 0.31% | 5.85% |
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 3.99% | -5.79% | 11.38% | 0.66% |
Correlation
The correlation between JRUE.DE and VAGY.DE is -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.20 |
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Return for Risk
JRUE.DE vs. VAGY.DE — Risk / Return Rank
JRUE.DE
VAGY.DE
JRUE.DE vs. VAGY.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 Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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 | VAGY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.74 | -0.74 |
| Martin ratioReturn relative to average drawdown | 2.54 | 4.45 | -1.92 |
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Drawdowns
JRUE.DE vs. VAGY.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than VAGY.DE's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and VAGY.DE.
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Drawdown Indicators
| JRUE.DE | VAGY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -10.58% | -12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.20% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -10.58% | +3.93% |
Current DrawdownCurrent decline from peak | -9.83% | -4.20% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -3.68% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.25% | -0.01% |
Volatility
JRUE.DE vs. VAGY.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.11%, while Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a volatility of 1.41%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than VAGY.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 | VAGY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.41% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 3.82% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 5.54% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 6.41% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 6.41% | +1.39% |
JRUE.DE vs. VAGY.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than VAGY.DE's 0.09% 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. VAGY.DE - Dividend Comparison
Neither JRUE.DE nor VAGY.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUE.DE and VAGY.DE have a correlation of -0.27, 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 0.09% for VAGY.DE.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.04% for JRUE.DE and 0.09% for VAGY.DE.
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