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SPPU.DE vs. JRUE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPU.DE vs. JRUE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) and JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPPU.DE achieves a 2.45% return, which is significantly higher than JRUE.DE's -0.85% return.


SPPU.DE

1D
0.00%
1M
0.28%
6M
1.22%
YTD
2.45%
1Y
5.89%
3Y*
3.91%
5Y*
0.43%
10Y*

JRUE.DE

1D
0.17%
1M
-0.76%
6M
-0.95%
YTD
-0.85%
1Y
3.03%
3Y*
2.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPU.DE vs. JRUE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPPU.DE
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
2.45%-4.22%7.66%4.50%-10.58%1.22%
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%

Correlation

The correlation between SPPU.DE and JRUE.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

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

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.49

The correlation between SPPU.DE and JRUE.DE shifts across timeframes, from 0.33 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPPU.DE vs. JRUE.DE — Risk / Return Rank

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

SPPU.DE
SPPU.DE Risk / Return Rank: 3535
Overall Rank
SPPU.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SPPU.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
SPPU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SPPU.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
SPPU.DE Martin Ratio Rank: 3636
Martin Ratio Rank

JRUE.DE
JRUE.DE Risk / Return Rank: 2323
Overall Rank
JRUE.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JRUE.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
JRUE.DE Omega Ratio Rank: 2121
Omega Ratio Rank
JRUE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
JRUE.DE Martin Ratio Rank: 2424
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.

SPPU.DE vs. JRUE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) and JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.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.


SPPU.DEJRUE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.19

1.12

+0.06

Calmar ratioReturn relative to maximum drawdown

1.78

1.00

+0.78

Martin ratioReturn relative to average drawdown

4.64

2.54

+2.11

SPPU.DE vs. JRUE.DE - Sharpe Ratio Comparison

The current SPPU.DE Sharpe Ratio is 1.02, which is higher than the JRUE.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SPPU.DE and JRUE.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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Drawdowns

SPPU.DE vs. JRUE.DE - Drawdown Comparison

The maximum SPPU.DE drawdown since its inception was -13.50%, smaller than the maximum JRUE.DE drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for SPPU.DE and JRUE.DE.


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Drawdown Indicators


SPPU.DEJRUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.50%

-23.48%

+9.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.14%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-6.65%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

Current Drawdown

Current decline from peak

-4.41%

-9.83%

+5.42%

Average Drawdown

Average peak-to-trough decline

-6.12%

-13.52%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.24%

+0.03%

Volatility

SPPU.DE vs. JRUE.DE - Volatility Comparison

SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) has a higher volatility of 1.80% compared to JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) at 1.11%. This indicates that SPPU.DE's price experiences larger fluctuations and is considered to be riskier than JRUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPU.DEJRUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

1.11%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

3.31%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

4.46%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.39%

7.80%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

7.80%

+0.45%

SPPU.DE vs. JRUE.DE - Expense Ratio Comparison

SPPU.DE has a 0.15% expense ratio, which is higher than JRUE.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

SPPU.DE vs. JRUE.DE - Dividend Comparison

Neither SPPU.DE nor JRUE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPU.DE and JRUE.DE have a correlation of 0.33, 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 0.15% for SPPU.DE.

They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.15% for SPPU.DE and 0.04% for JRUE.DE.

Portfolio Optimizer

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