SYBR.DE vs. JRUB.DE
SYBR.DE (SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - SYBR.DE tracks the Bloomberg US Intermediate Corporate Bond while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, SYBR.DE returned 3.21%/yr vs 1.48%/yr for JRUB.DE. Their correlation of 0.85 suggests significant overlap in exposure. SYBR.DE charges 0.12%/yr vs 0.19%/yr for JRUB.DE.
Performance
SYBR.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SYBR.DE having a 1.66% return and JRUB.DE slightly higher at 1.74%.
SYBR.DE
- 1D
- 0.07%
- 1M
- 1.02%
- YTD
- 1.66%
- 6M
- 1.07%
- 1Y
- 3.55%
- 3Y*
- 2.96%
- 5Y*
- 3.21%
- 10Y*
- 2.95%
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
SYBR.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 1.66% | -3.96% | 10.21% | 5.72% | -3.89% | 7.04% | -1.81% | 14.86% | -0.55% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -0.77% |
Correlation
The correlation between SYBR.DE and JRUB.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.85 |
The correlation between SYBR.DE and JRUB.DE has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
SYBR.DE vs. JRUB.DE — Risk / Return Rank
SYBR.DE
JRUB.DE
SYBR.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.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.
| SYBR.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.25 | -0.23 |
| Martin ratioReturn relative to average drawdown | 2.82 | 3.11 | -0.29 |
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
| SYBR.DE | JRUB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.17 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Drawdowns
SYBR.DE vs. JRUB.DE - Drawdown Comparison
The maximum SYBR.DE drawdown since its inception was -15.02%, which is greater than JRUB.DE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for SYBR.DE and JRUB.DE.
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Drawdown Indicators
| SYBR.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -13.79% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.13% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -9.61% | -11.65% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -9.61% | -13.30% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -15.02% | — | — |
Current DrawdownCurrent decline from peak | -4.54% | -5.11% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -5.36% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.27% | -0.13% |
Volatility
SYBR.DE vs. JRUB.DE - Volatility Comparison
The current volatility for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) is 0.76%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.18%. This indicates that SYBR.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
| SYBR.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 1.18% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 3.61% | 3.89% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.26% | 5.68% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.41% | 8.67% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.32% | 8.88% | -1.56% |
SYBR.DE vs. JRUB.DE - Expense Ratio Comparison
SYBR.DE has a 0.12% 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
SYBR.DE vs. JRUB.DE - Dividend Comparison
SYBR.DE's dividend yield for the trailing twelve months is around 4.65%, while JRUB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 4.65% | 5.03% | 4.55% | 5.85% | 2.62% | 2.24% | 2.89% | 3.01% | 2.78% | 3.41% | 1.21% |
Frequently Asked Questions
With a correlation of 0.90, SYBR.DE and JRUB.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, SYBR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYBR.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for JRUB.DE.
SYBR.DE tracks Bloomberg US Intermediate Corporate Bond, while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.12% for SYBR.DE and 0.19% for JRUB.DE.
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