SXRF.DE vs. JRUB.DE
SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - SXRF.DE tracks the Bloomberg US Intermediate Credit Index while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, SXRF.DE returned 2.29%/yr vs 0.70%/yr for JRUB.DE. A 0.78 correlation means they provide meaningful diversification when combined. SXRF.DE charges 0.15%/yr vs 0.19%/yr for JRUB.DE.
Performance
SXRF.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRF.DE achieves a 3.54% return, which is significantly higher than JRUB.DE's 2.93% return.
SXRF.DE
- 1D
- 0.24%
- 1M
- 1.36%
- 6M
- 2.20%
- YTD
- 3.54%
- 1Y
- 5.53%
- 3Y*
- 4.72%
- 5Y*
- 2.29%
- 10Y*
- —
JRUB.DE
- 1D
- -0.05%
- 1M
- 0.60%
- 6M
- 1.39%
- YTD
- 2.93%
- 1Y
- 5.96%
- 3Y*
- 4.10%
- 5Y*
- 0.70%
- 10Y*
- —
SXRF.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.54% | -4.30% | 10.07% | 2.89% | -3.43% | 7.01% | -2.85% | 12.53% | -0.23% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 2.93% | -4.07% | 7.98% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -12.18% |
Correlation
The correlation between SXRF.DE and JRUB.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.78 |
The correlation between SXRF.DE and JRUB.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
SXRF.DE vs. JRUB.DE — Risk / Return Rank
SXRF.DE
JRUB.DE
SXRF.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.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.
| SXRF.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.90 | -0.16 |
| Martin ratioReturn relative to average drawdown | 4.58 | 4.77 | -0.20 |
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Drawdowns
SXRF.DE vs. JRUB.DE - Drawdown Comparison
The maximum SXRF.DE drawdown since its inception was -20.60%, which is greater than JRUB.DE's maximum drawdown of -13.80%. Use the drawdown chart below to compare losses from any high point for SXRF.DE and JRUB.DE.
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Drawdown Indicators
| SXRF.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -13.80% | -6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -3.13% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -9.48% | -11.66% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -13.30% | +2.81% |
Current DrawdownCurrent decline from peak | -3.05% | -4.00% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -5.78% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.25% | -0.05% |
Volatility
SXRF.DE vs. JRUB.DE - Volatility Comparison
The current volatility for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) is 1.32%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.43%. This indicates that SXRF.DE experiences smaller price fluctuations and is considered to be less risky than JRUB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRF.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.43% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 3.88% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.48% | 5.70% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.11% | 8.61% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 9.78% | -0.74% |
SXRF.DE vs. JRUB.DE - Expense Ratio Comparison
SXRF.DE has a 0.15% expense ratio, which is lower than JRUB.DE's 0.19% 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
SXRF.DE vs. JRUB.DE - Dividend Comparison
SXRF.DE's dividend yield for the trailing twelve months is around 4.44%, while JRUB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD 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% | 0.00% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 4.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% |
Frequently Asked Questions
SXRF.DE and JRUB.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRF.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for JRUB.DE.
SXRF.DE tracks Bloomberg US Intermediate Credit Index, while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for SXRF.DE and 0.19% for JRUB.DE.
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