JRUE.DE vs. XGBE.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) are both Corporate Bonds funds. JRUE.DE is actively managed, while XGBE.DE is passively managed. Over the past 3 years, JRUE.DE returned 2.98%/yr vs 4.05%/yr for XGBE.DE. A 0.68 correlation means they provide meaningful diversification when combined. JRUE.DE charges 0.04%/yr vs 0.25%/yr for XGBE.DE.
Performance
JRUE.DE vs. XGBE.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 XGBE.DE's 0.47% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
XGBE.DE
- 1D
- 0.00%
- 1M
- -0.46%
- 6M
- 0.07%
- YTD
- 0.47%
- 1Y
- 1.45%
- 3Y*
- 4.05%
- 5Y*
- -1.09%
- 10Y*
- —
JRUE.DE vs. XGBE.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% |
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 0.47% | 2.73% | 3.40% | 7.52% | -16.38% | -0.75% |
Correlation
The correlation between JRUE.DE and XGBE.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.68 |
The correlation between JRUE.DE and XGBE.DE has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.
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Return for Risk
JRUE.DE vs. XGBE.DE — Risk / Return Rank
JRUE.DE
XGBE.DE
JRUE.DE vs. XGBE.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 EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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 | XGBE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.55 | +0.45 |
| Martin ratioReturn relative to average drawdown | 2.54 | 1.71 | +0.83 |
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Drawdowns
JRUE.DE vs. XGBE.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than XGBE.DE's maximum drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and XGBE.DE.
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Drawdown Indicators
| JRUE.DE | XGBE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -20.20% | -3.28% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.62% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -2.62% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.20% | — |
Current DrawdownCurrent decline from peak | -9.83% | -6.08% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -10.28% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.85% | +0.39% |
Volatility
JRUE.DE vs. XGBE.DE - Volatility Comparison
JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) has a higher volatility of 1.11% compared to Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) at 0.82%. This indicates that JRUE.DE's price experiences larger fluctuations and is considered to be riskier than XGBE.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 | XGBE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 0.82% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 2.74% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 3.27% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 5.05% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 5.03% | +2.77% |
JRUE.DE vs. XGBE.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than XGBE.DE's 0.25% 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. XGBE.DE - Dividend Comparison
Neither JRUE.DE nor XGBE.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUE.DE and XGBE.DE have a correlation of 0.68, 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 0.25% for XGBE.DE.
They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.04% for JRUE.DE and 0.25% for XGBE.DE.
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