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PSFE.DE vs. JREB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSFE.DE vs. JREB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Corporate Bond UCITS ETF Dist (PSFE.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with PSFE.DE at 0.57% and JREB.DE at 0.57%.


PSFE.DE

1D
0.11%
1M
0.29%
YTD
0.57%
6M
0.52%
1Y
2.18%
3Y*
4.54%
5Y*
0.02%
10Y*

JREB.DE

1D
0.06%
1M
0.26%
YTD
0.57%
6M
0.53%
1Y
2.34%
3Y*
4.65%
5Y*
0.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSFE.DE vs. JREB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PSFE.DE
Invesco Euro Corporate Bond UCITS ETF Dist
0.57%3.04%4.16%7.18%-13.28%-0.82%2.40%6.18%0.27%
JREB.DE
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
0.57%3.18%4.24%7.63%-13.23%-1.04%2.29%6.17%0.12%

Correlation

The correlation between PSFE.DE and JREB.DE is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.95

The correlation between PSFE.DE and JREB.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

PSFE.DE vs. JREB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSFE.DE
PSFE.DE Risk / Return Rank: 1919
Overall Rank
PSFE.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PSFE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
PSFE.DE Omega Ratio Rank: 1919
Omega Ratio Rank
PSFE.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
PSFE.DE Martin Ratio Rank: 2020
Martin Ratio Rank

JREB.DE
JREB.DE Risk / Return Rank: 2020
Overall Rank
JREB.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JREB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
JREB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
JREB.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
JREB.DE Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSFE.DE vs. JREB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Corporate Bond UCITS ETF Dist (PSFE.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.


PSFE.DEJREB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.68

0.71

-0.03

Martin ratioReturn relative to average drawdown

2.30

2.52

-0.22

PSFE.DE vs. JREB.DE - Sharpe Ratio Comparison

The current PSFE.DE Sharpe Ratio is 0.59, which is comparable to the JREB.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PSFE.DE and JREB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PSFE.DEJREB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.63

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.03

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.23

-0.08

Drawdowns

PSFE.DE vs. JREB.DE - Drawdown Comparison

The maximum PSFE.DE drawdown since its inception was -17.18%, roughly equal to the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for PSFE.DE and JREB.DE.


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Drawdown Indicators


PSFE.DEJREB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-17.22%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.83%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-2.83%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-17.22%

+0.04%

Current Drawdown

Current decline from peak

-1.40%

-0.76%

-0.64%

Average Drawdown

Average peak-to-trough decline

-4.73%

-5.02%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.80%

0.00%

Volatility

PSFE.DE vs. JREB.DE - Volatility Comparison

Invesco Euro Corporate Bond UCITS ETF Dist (PSFE.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) have volatilities of 1.19% and 1.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSFE.DEJREB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.16%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.85%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

3.17%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

4.39%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

4.96%

-0.31%

PSFE.DE vs. JREB.DE - Expense Ratio Comparison

PSFE.DE has a 0.10% expense ratio, which is higher than JREB.DE's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PSFE.DE vs. JREB.DE - Dividend Comparison

PSFE.DE's dividend yield for the trailing twelve months is around 3.29%, while JREB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
JREB.DE
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSFE.DE
Invesco Euro Corporate Bond UCITS ETF Dist
3.29%3.32%3.50%2.97%1.00%0.54%0.77%0.71%0.58%

Frequently Asked Questions


With a correlation of 0.93, PSFE.DE and JREB.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, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.10% for PSFE.DE.

PSFE.DE tracks Bloomberg Euro Corporate Bond, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.10% for PSFE.DE and 0.04% for JREB.DE.

Portfolio Optimizer

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