JRUE.DE vs. VUCP.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and VUCP.DE (Vanguard USD Corporate Bond UCITS ETF Distributing) are both Corporate Bonds funds. JRUE.DE is actively managed, while VUCP.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 4.49%/yr for VUCP.DE. At a 0.44 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.09%/yr for VUCP.DE.
Performance
JRUE.DE vs. VUCP.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 VUCP.DE's 3.16% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
VUCP.DE
- 1D
- 0.46%
- 1M
- 0.97%
- 6M
- 1.92%
- YTD
- 3.16%
- 1Y
- 6.54%
- 3Y*
- 4.49%
- 5Y*
- 0.93%
- 10Y*
- —
JRUE.DE vs. VUCP.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% |
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 3.16% | -4.23% | 8.62% | 4.43% | -9.57% | 1.19% |
Correlation
The correlation between JRUE.DE and VUCP.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.44 |
Over the past year, the correlation between JRUE.DE and VUCP.DE has dropped to 0.22 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
JRUE.DE vs. VUCP.DE — Risk / Return Rank
JRUE.DE
VUCP.DE
JRUE.DE vs. VUCP.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 Bond UCITS ETF Distributing (VUCP.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 | VUCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.94 | -0.94 |
| Martin ratioReturn relative to average drawdown | 2.54 | 5.24 | -2.71 |
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Drawdowns
JRUE.DE vs. VUCP.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than VUCP.DE's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and VUCP.DE.
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Drawdown Indicators
| JRUE.DE | VUCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -14.52% | -8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.35% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -10.95% | +4.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.70% | — |
Current DrawdownCurrent decline from peak | -9.83% | -3.67% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -4.91% | -8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.24% | 0.00% |
Volatility
JRUE.DE vs. VUCP.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 Bond UCITS ETF Distributing (VUCP.DE) has a volatility of 1.83%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than VUCP.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 | VUCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.83% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 3.90% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 5.89% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 8.00% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 8.43% | -0.63% |
JRUE.DE vs. VUCP.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than VUCP.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. VUCP.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while VUCP.DE's dividend yield for the trailing twelve months is around 5.08%.
| 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% |
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 5.08% | 5.40% | 4.83% | 4.45% | 3.56% | 2.50% | 3.06% | 3.27% | 3.48% | 0.55% |
Frequently Asked Questions
JRUE.DE and VUCP.DE have a correlation of 0.22, 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 VUCP.DE.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.04% for JRUE.DE and 0.09% for VUCP.DE.
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