LDCE.DE vs. JER5.DE
LDCE.DE (PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - LDCE.DE tracks the PIMCO Low Duration Euro Corporate Bond while JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, LDCE.DE returned 1.27%/yr vs 1.14%/yr for JER5.DE. A 0.64 correlation means they provide meaningful diversification when combined. LDCE.DE charges 0.49%/yr vs 0.04%/yr for JER5.DE.
Performance
LDCE.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LDCE.DE achieves a 0.33% return, which is significantly lower than JER5.DE's 0.48% return.
LDCE.DE
- 1D
- 0.27%
- 1M
- 0.57%
- YTD
- 0.33%
- 6M
- 0.13%
- 1Y
- 2.14%
- 3Y*
- 4.78%
- 5Y*
- 1.27%
- 10Y*
- 1.27%
JER5.DE
- 1D
- 0.06%
- 1M
- 0.62%
- YTD
- 0.48%
- 6M
- 0.41%
- 1Y
- 2.07%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
LDCE.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LDCE.DE PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist | 0.33% | 4.19% | 4.68% | 6.54% | -8.43% | 0.32% | 1.14% | 2.80% | 0.13% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 2.43% | 0.19% |
Correlation
The correlation between LDCE.DE and JER5.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.64 |
Over the past year, the correlation between LDCE.DE and JER5.DE has dropped to 0.42 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
LDCE.DE vs. JER5.DE — Risk / Return Rank
LDCE.DE
JER5.DE
LDCE.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
| LDCE.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.04 | -0.23 |
| Martin ratioReturn relative to average drawdown | 2.69 | 3.74 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDCE.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.05 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.44 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.39 | +0.21 |
Drawdowns
LDCE.DE vs. JER5.DE - Drawdown Comparison
The maximum LDCE.DE drawdown since its inception was -11.07%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for LDCE.DE and JER5.DE.
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Drawdown Indicators
| LDCE.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.07% | -10.17% | -0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -1.98% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -2.63% | -1.98% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -11.07% | -10.17% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -11.07% | — | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.46% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -2.25% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.55% | +0.24% |
Volatility
LDCE.DE vs. JER5.DE - Volatility Comparison
PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE) has a higher volatility of 1.19% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that LDCE.DE's price experiences larger fluctuations and is considered to be riskier than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDCE.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 0.58% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 1.73% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 1.96% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.88% | 2.55% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 3.10% | -0.65% |
LDCE.DE vs. JER5.DE - Expense Ratio Comparison
LDCE.DE has a 0.49% expense ratio, which is higher than JER5.DE's 0.04% expense ratio.
Dividends
LDCE.DE vs. JER5.DE - Dividend Comparison
LDCE.DE's dividend yield for the trailing twelve months is around 3.37%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LDCE.DE PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist | 3.37% | 3.22% | 2.73% | 1.72% | 0.94% | 0.51% | 0.51% | 0.63% | 0.65% | 0.71% | 0.95% | 0.93% |
Frequently Asked Questions
LDCE.DE and JER5.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.49% for LDCE.DE.
LDCE.DE tracks PIMCO Low Duration Euro Corporate Bond, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). They also come from different issuers: PIMCO and JPMorgan. Their fees differ too: 0.49% for LDCE.DE and 0.04% for JER5.DE.
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