VAGY.DE vs. JRUB.DE
VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - VAGY.DE tracks the Bloomberg Global Aggregate Corporate USD 1-3 while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 3 years, VAGY.DE returned 2.52%/yr vs 2.43%/yr for JRUB.DE. A 0.65 correlation means they provide meaningful diversification when combined. VAGY.DE charges 0.09%/yr vs 0.19%/yr for JRUB.DE.
Performance
VAGY.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VAGY.DE achieves a 2.12% return, which is significantly higher than JRUB.DE's 1.74% return.
VAGY.DE
- 1D
- -0.00%
- 1M
- 1.29%
- YTD
- 2.12%
- 6M
- 1.51%
- 1Y
- 2.75%
- 3Y*
- 2.52%
- 5Y*
- —
- 10Y*
- —
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
VAGY.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 2.12% | -5.79% | 11.38% | 0.78% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 3.25% |
Correlation
The correlation between VAGY.DE and JRUB.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.65 |
The correlation between VAGY.DE and JRUB.DE shifts across timeframes, from 0.64 (3 years) to 0.78 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VAGY.DE vs. JRUB.DE — Risk / Return Rank
VAGY.DE
JRUB.DE
VAGY.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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.
| VAGY.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.12 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.25 | -0.46 |
| Martin ratioReturn relative to average drawdown | 1.82 | 3.11 | -1.28 |
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
| VAGY.DE | JRUB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.69 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.31 | +0.06 |
Drawdowns
VAGY.DE vs. JRUB.DE - Drawdown Comparison
The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum JRUB.DE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and JRUB.DE.
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Drawdown Indicators
| VAGY.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.58% | -13.79% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -3.13% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -11.65% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.30% | — |
Current DrawdownCurrent decline from peak | -5.93% | -5.11% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -5.36% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.27% | +0.12% |
Volatility
VAGY.DE vs. JRUB.DE - Volatility Comparison
The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) is 1.09%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.18%. This indicates that VAGY.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
| VAGY.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 1.18% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 3.89% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 5.68% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 8.67% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.46% | 8.88% | -2.42% |
VAGY.DE vs. JRUB.DE - Expense Ratio Comparison
VAGY.DE has a 0.09% 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
VAGY.DE vs. JRUB.DE - Dividend Comparison
Neither VAGY.DE nor JRUB.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGY.DE and JRUB.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGY.DE is cheaper with a 0.09% expense ratio, compared with 0.19% for JRUB.DE.
VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3, while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.09% for VAGY.DE and 0.19% for JRUB.DE.
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