UEF6.DE vs. JER5.DE
UEF6.DE (UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - UEF6.DE tracks the Bloomberg Euro Area Liquid Corporates 1-5 while JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, UEF6.DE returned 1.05%/yr vs 1.14%/yr for JER5.DE. A 0.70 correlation means they provide meaningful diversification when combined. UEF6.DE charges 0.16%/yr vs 0.04%/yr for JER5.DE.
Performance
UEF6.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEF6.DE achieves a 0.36% return, which is significantly lower than JER5.DE's 0.48% return.
UEF6.DE
- 1D
- 0.08%
- 1M
- 0.30%
- YTD
- 0.36%
- 6M
- 0.40%
- 1Y
- 1.91%
- 3Y*
- 4.48%
- 5Y*
- 1.05%
- 10Y*
- 1.03%
JER5.DE
- 1D
- 0.06%
- 1M
- 0.62%
- YTD
- 0.48%
- 6M
- 0.41%
- 1Y
- 2.07%
- 3Y*
- 4.31%
- 5Y*
- 1.14%
- 10Y*
- —
UEF6.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UEF6.DE UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist | 0.36% | 3.55% | 4.56% | 5.92% | -8.23% | -0.11% | 0.80% | 3.06% | 0.21% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.48% | 3.43% | 4.31% | 6.22% | -7.82% | -0.27% | 0.75% | 2.43% | 0.19% |
Correlation
The correlation between UEF6.DE and JER5.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.70 |
The correlation between UEF6.DE and JER5.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
UEF6.DE vs. JER5.DE — Risk / Return Rank
UEF6.DE
JER5.DE
UEF6.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.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.
| UEF6.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.04 | -0.06 |
| Martin ratioReturn relative to average drawdown | 3.52 | 3.74 | -0.22 |
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
| UEF6.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.05 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.44 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.39 | +0.02 |
Drawdowns
UEF6.DE vs. JER5.DE - Drawdown Comparison
The maximum UEF6.DE drawdown since its inception was -10.90%, 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 UEF6.DE and JER5.DE.
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Drawdown Indicators
| UEF6.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.90% | -10.17% | -0.73% |
Max Drawdown (1Y)Largest decline over 1 year | -1.94% | -1.98% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -1.94% | -1.98% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -10.90% | -10.17% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -10.90% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.46% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -2.25% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 0.55% | -0.01% |
Volatility
UEF6.DE vs. JER5.DE - Volatility Comparison
UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist (UEF6.DE) has a higher volatility of 0.69% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.58%. This indicates that UEF6.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.
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Volatility by Period
| UEF6.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.58% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.72% | 1.73% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 1.96% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.92% | 2.55% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.02% | 3.10% | -0.08% |
UEF6.DE vs. JER5.DE - Expense Ratio Comparison
UEF6.DE has a 0.16% 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%.
Dividends
UEF6.DE vs. JER5.DE - Dividend Comparison
UEF6.DE's dividend yield for the trailing twelve months is around 3.29%, while JER5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
UEF6.DE UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist | 3.29% | 3.56% | 2.52% | 1.53% | 0.44% | 0.54% | 0.56% | 0.60% | 0.69% | 0.46% | 0.72% | 0.74% |
Frequently Asked Questions
UEF6.DE and JER5.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.16% for UEF6.DE.
UEF6.DE tracks Bloomberg Euro Area Liquid Corporates 1-5, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.16% for UEF6.DE and 0.04% for JER5.DE.
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