TCBT.DE vs. JER5.DE

Last updated Apr 2, 2026

Compare and contrast key facts about VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE).

TCBT.DE and JER5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TCBT.DE is a passively managed fund by VanEck that tracks the performance of the iBoxx® SD-KPI EUR Liquid Corporates. It was launched on Mar 9, 2011. JER5.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). It was launched on Dec 5, 2018. Both TCBT.DE and JER5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

TCBT.DE vs. JER5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE). The values are adjusted to include any dividend payments, if applicable.

TCBT.DE vs. JER5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TCBT.DE VanEck iBoxx EUR Corporates UCITS ETF	-0.60%	2.42%	3.35%	8.23%	-13.49%	-1.27%	2.29%	6.99%	-0.06%
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF	-0.40%	3.43%	4.31%	6.22%	-7.82%	-0.27%	0.75%	2.43%	0.19%

Returns By Period

In the year-to-date period, TCBT.DE achieves a -0.60% return, which is significantly lower than JER5.DE's -0.40% return.

TCBT.DE

• 1D: 0.42%
• 1M: -1.45%
• YTD: -0.60%
• 6M: -0.61%
• 1Y: 1.93%
• 3Y*: 3.76%
• 5Y*: -0.45%
• 10Y*: —

JER5.DE

• 1D: 0.45%
• 1M: -1.16%
• YTD: -0.40%
• 6M: -0.04%
• 1Y: 2.28%
• 3Y*: 4.11%
• 5Y*: 0.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TCBT.DE vs. JER5.DE - Expense Ratio Comparison

TCBT.DE has a 0.15% expense ratio, which is higher than JER5.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%.

TCBT.DE

VanEck iBoxx EUR Corporates UCITS ETF

JER5.DE

JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF

Return for Risk

TCBT.DE vs. JER5.DE — Risk / Return Rank

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

TCBT.DE

TCBT.DE Risk / Return Rank: 24
TCBT.DE Sharpe Ratio Rank: 26
TCBT.DE Sortino Ratio Rank: 23
TCBT.DE Omega Ratio Rank: 23
TCBT.DE Calmar Ratio Rank: 24
TCBT.DE Martin Ratio Rank: 27

JER5.DE

JER5.DE Risk / Return Rank: 59
JER5.DE Sharpe Ratio Rank: 69
JER5.DE Sortino Ratio Rank: 70
JER5.DE Omega Ratio Rank: 65
JER5.DE Calmar Ratio Rank: 39
JER5.DE Martin Ratio Rank: 51

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.

TCBT.DE vs. JER5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.

	TCBT.DE	JER5.DE	Difference
Sharpe ratio Return per unit of total volatility	0.51	1.29	-0.78
Sortino ratio Return per unit of downside risk	0.73	1.86	-1.14
Omega ratio Gain probability vs. loss probability	1.10	1.25	-0.15
Calmar ratio Return relative to maximum drawdown	0.63	1.16	-0.53
Martin ratio Return relative to average drawdown	2.54	5.51	-2.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TCBT.DE vs. JER5.DE - Sharpe Ratio Comparison

The current TCBT.DE Sharpe Ratio is 0.51, which is lower than the JER5.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of TCBT.DE and JER5.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TCBT.DE	JER5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	1.29	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.38	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.36	-0.20

Correlation

The correlation between TCBT.DE and JER5.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TCBT.DE vs. JER5.DE - Dividend Comparison

TCBT.DE's dividend yield for the trailing twelve months is around 3.13%, while JER5.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
TCBT.DE VanEck iBoxx EUR Corporates UCITS ETF	3.13%	2.45%	2.39%	1.12%	1.39%	0.75%	1.00%	1.07%
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TCBT.DE vs. JER5.DE - Drawdown Comparison

The maximum TCBT.DE drawdown since its inception was -16.90%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for TCBT.DE and JER5.DE.

Drawdown Indicators

	TCBT.DE	JER5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-16.90%	-10.17%	-6.73%
Max Drawdown (1Y) Largest decline over 1 year	-3.39%	-1.98%	-1.41%
Max Drawdown (5Y) Largest decline over 5 years	-16.88%	-10.17%	-6.71%
Current Drawdown Current decline from peak	-3.02%	-1.33%	-1.69%
Average Drawdown Average peak-to-trough decline	-5.17%	-2.29%	-2.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.84%	0.42%	+0.42%

Volatility

TCBT.DE vs. JER5.DE - Volatility Comparison

VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) has a higher volatility of 2.23% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 1.13%. This indicates that TCBT.DE's price experiences larger fluctuations and is considered to be riskier than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCBT.DE	JER5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.23%	1.13%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	3.07%	1.43%	+1.64%
Volatility (1Y) Calculated over the trailing 1-year period	3.79%	1.76%	+2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.04%	2.50%	+2.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.33%	3.10%	+2.23%