JRUE.DE vs. VUSC.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and VUSC.DE (Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing) are both Corporate Bonds funds. JRUE.DE is actively managed, while VUSC.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 4.73%/yr for VUSC.DE. At a correlation of -0.20, they often move in opposite directions. JRUE.DE charges 0.04%/yr vs 0.09%/yr for VUSC.DE.
Performance
JRUE.DE vs. VUSC.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 VUSC.DE's 4.13% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
VUSC.DE
- 1D
- 0.12%
- 1M
- 1.55%
- 6M
- 3.08%
- YTD
- 4.13%
- 1Y
- 5.71%
- 3Y*
- 4.73%
- 5Y*
- 3.35%
- 10Y*
- —
JRUE.DE vs. VUSC.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% |
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing | 4.13% | -5.83% | 11.48% | 1.85% | 2.14% | 1.90% |
Correlation
The correlation between JRUE.DE and VUSC.DE is -0.25, 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 | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | -0.20 |
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Return for Risk
JRUE.DE vs. VUSC.DE — Risk / Return Rank
JRUE.DE
VUSC.DE
JRUE.DE vs. VUSC.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 Bond UCITS ETF Distributing (VUSC.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 | VUSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.74 | -0.74 |
| Martin ratioReturn relative to average drawdown | 2.54 | 4.52 | -1.99 |
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Drawdowns
JRUE.DE vs. VUSC.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than VUSC.DE's maximum drawdown of -11.52%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and VUSC.DE.
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Drawdown Indicators
| JRUE.DE | VUSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -11.52% | -11.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.26% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -10.56% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.52% | — |
Current DrawdownCurrent decline from peak | -9.83% | -4.10% | -5.73% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -4.32% | -9.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.26% | -0.02% |
Volatility
JRUE.DE vs. VUSC.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 Bond UCITS ETF Distributing (VUSC.DE) has a volatility of 1.35%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than VUSC.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 | VUSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.35% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 3.70% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 5.48% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 7.01% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 6.64% | +1.16% |
JRUE.DE vs. VUSC.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than VUSC.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. VUSC.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while VUSC.DE's dividend yield for the trailing twelve months is around 4.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing | 4.46% | 5.05% | 4.78% | 4.15% | 1.99% | 1.01% | 2.15% | 2.83% | 1.76% |
Frequently Asked Questions
JRUE.DE and VUSC.DE have a correlation of -0.25, 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 VUSC.DE.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.04% for JRUE.DE and 0.09% for VUSC.DE.
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