JRUE.DE vs. XDGE.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and XDGE.DE (Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist)) are both Corporate Bonds funds. JRUE.DE is actively managed, while XDGE.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.76%/yr vs 2.36%/yr for XDGE.DE. With a 0.96 correlation, they move nearly in lockstep. JRUE.DE charges 0.04%/yr vs 0.21%/yr for XDGE.DE.
Performance
JRUE.DE vs. XDGE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.90% return, which is significantly higher than XDGE.DE's -1.31% return.
JRUE.DE
- 1D
- 0.25%
- 1M
- -0.76%
- 6M
- -0.75%
- YTD
- -0.90%
- 1Y
- 2.59%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
XDGE.DE
- 1D
- 0.10%
- 1M
- -1.07%
- 6M
- -1.40%
- YTD
- -1.31%
- 1Y
- 2.10%
- 3Y*
- 2.36%
- 5Y*
- -2.70%
- 10Y*
- 0.00%
JRUE.DE vs. XDGE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.90% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
XDGE.DE Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) | -1.31% | 5.66% | -0.80% | 6.42% | -19.81% | -1.36% |
Correlation
The correlation between JRUE.DE and XDGE.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.96 |
The correlation between JRUE.DE and XDGE.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRUE.DE vs. XDGE.DE — Risk / Return Rank
JRUE.DE
XDGE.DE
JRUE.DE vs. XDGE.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 Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.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 | XDGE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.07 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.57 | +0.25 |
| Martin ratioReturn relative to average drawdown | 2.07 | 1.32 | +0.75 |
Loading charts...
Drawdowns
JRUE.DE vs. XDGE.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, smaller than the maximum XDGE.DE drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and XDGE.DE.
Loading charts...
Drawdown Indicators
| JRUE.DE | XDGE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -27.36% | +3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.66% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -6.63% | -8.34% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.36% | — |
Current DrawdownCurrent decline from peak | -9.88% | -14.36% | +4.48% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -9.16% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.58% | -0.33% |
Volatility
JRUE.DE vs. XDGE.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.13%, while Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.DE) has a volatility of 1.22%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than XDGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUE.DE | XDGE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.22% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 4.01% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 5.46% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 8.40% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 8.03% | -0.23% |
JRUE.DE vs. XDGE.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than XDGE.DE's 0.21% 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. XDGE.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while XDGE.DE's dividend yield for the trailing twelve months is around 4.63%.
| 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% |
XDGE.DE Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) | 4.63% | 4.71% | 5.47% | 3.79% | 7.81% | 3.10% | 4.79% | 2.91% | 2.56% | 1.70% |
Frequently Asked Questions
With a correlation of 0.91, JRUE.DE and XDGE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.21% for XDGE.DE.
They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.04% for JRUE.DE and 0.21% for XDGE.DE.
Find the right allocation for JRUE.DE and XDGE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer