SYBR.DE vs. JRUE.DE
SYBR.DE (SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF) and JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) are both Corporate Bonds funds. SYBR.DE is passively managed, while JRUE.DE is actively managed. Over the past 3 years, SYBR.DE returned 5.03%/yr vs 2.98%/yr for JRUE.DE. At a 0.13 correlation, their price movements are largely independent. SYBR.DE charges 0.12%/yr vs 0.04%/yr for JRUE.DE.
Performance
SYBR.DE vs. JRUE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SYBR.DE achieves a 3.35% return, which is significantly higher than JRUE.DE's -0.85% return.
SYBR.DE
- 1D
- 0.27%
- 1M
- 1.19%
- 6M
- 2.29%
- YTD
- 3.35%
- 1Y
- 6.06%
- 3Y*
- 5.03%
- 5Y*
- 2.39%
- 10Y*
- 2.48%
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
SYBR.DE vs. JRUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SYBR.DE SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF | 3.35% | -3.98% | 10.18% | 3.64% | -3.88% | 1.72% |
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 SYBR.DE and JRUE.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.13 |
The correlation between SYBR.DE and JRUE.DE shifts across timeframes, from 0.03 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SYBR.DE vs. JRUE.DE — Risk / Return Rank
SYBR.DE
JRUE.DE
SYBR.DE vs. JRUE.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 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.
| SYBR.DE | JRUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.00 | +0.92 |
| Martin ratioReturn relative to average drawdown | 5.62 | 2.54 | +3.08 |
Loading charts...
Drawdowns
SYBR.DE vs. JRUE.DE - Drawdown Comparison
The maximum SYBR.DE drawdown since its inception was -20.77%, smaller than the maximum JRUE.DE drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for SYBR.DE and JRUE.DE.
Loading charts...
Drawdown Indicators
| SYBR.DE | JRUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.77% | -23.48% | +2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -3.14% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -9.61% | -6.65% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -10.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.77% | — | — |
Current DrawdownCurrent decline from peak | -2.98% | -9.83% | +6.85% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -13.52% | +7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.24% | -0.16% |
Volatility
SYBR.DE vs. JRUE.DE - Volatility Comparison
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (SYBR.DE) has a higher volatility of 1.55% compared to JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) at 1.11%. This indicates that SYBR.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.
Loading charts...
Volatility by Period
| SYBR.DE | JRUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 1.11% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.68% | 3.31% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.31% | 4.46% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.04% | 7.80% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.51% | 7.80% | +2.71% |
SYBR.DE vs. JRUE.DE - Expense Ratio Comparison
SYBR.DE has a 0.12% 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
SYBR.DE vs. JRUE.DE - Dividend Comparison
SYBR.DE's dividend yield for the trailing twelve months is around 4.57%, while JRUE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | 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 | 4.57% | 5.03% | 4.52% | 3.92% | 2.62% | 2.24% | 2.89% | 3.01% | 2.78% | 3.41% | 1.21% |
Frequently Asked Questions
SYBR.DE and JRUE.DE have a correlation of 0.03, 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 0.12% for SYBR.DE.
They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.12% for SYBR.DE and 0.04% for JRUE.DE.
Find the right allocation for SYBR.DE and JRUE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer