VAGY.DE vs. JRUE.DE
VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) and JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) are both Corporate Bonds funds. VAGY.DE is passively managed, while JRUE.DE is actively managed. Over the past 3 years, VAGY.DE returned 4.63%/yr vs 2.76%/yr for JRUE.DE. At a correlation of -0.20, they often move in opposite directions. VAGY.DE charges 0.09%/yr vs 0.04%/yr for JRUE.DE.
Performance
VAGY.DE vs. JRUE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VAGY.DE achieves a 4.07% return, which is significantly higher than JRUE.DE's -0.90% return.
VAGY.DE
- 1D
- 0.00%
- 1M
- 1.51%
- 6M
- 2.64%
- YTD
- 4.07%
- 1Y
- 5.32%
- 3Y*
- 4.63%
- 5Y*
- —
- 10Y*
- —
JRUE.DE
- 1D
- 0.25%
- 1M
- -0.76%
- 6M
- -0.75%
- YTD
- -0.90%
- 1Y
- 2.59%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
VAGY.DE vs. JRUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 4.07% | -5.79% | 11.38% | 0.66% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.90% | 5.79% | 0.31% | 5.85% |
Correlation
The correlation between VAGY.DE and JRUE.DE is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.20 |
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Return for Risk
VAGY.DE vs. JRUE.DE — Risk / Return Rank
VAGY.DE
JRUE.DE
VAGY.DE vs. JRUE.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 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.
| VAGY.DE | JRUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.10 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.82 | +0.85 |
| Martin ratioReturn relative to average drawdown | 4.29 | 2.07 | +2.23 |
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Drawdowns
VAGY.DE vs. JRUE.DE - Drawdown Comparison
The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum JRUE.DE drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and JRUE.DE.
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Drawdown Indicators
| VAGY.DE | JRUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.58% | -23.48% | +12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -3.14% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -6.63% | -3.95% |
Current DrawdownCurrent decline from peak | -4.13% | -9.88% | +5.75% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -13.51% | +9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.25% | 0.00% |
Volatility
VAGY.DE vs. JRUE.DE - Volatility Comparison
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) and JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) have volatilities of 1.12% and 1.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAGY.DE | JRUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 1.13% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 3.27% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.45% | 4.47% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.40% | 7.80% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.40% | 7.80% | -1.40% |
VAGY.DE vs. JRUE.DE - Expense Ratio Comparison
VAGY.DE has a 0.09% 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
VAGY.DE vs. JRUE.DE - Dividend Comparison
Neither VAGY.DE nor JRUE.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGY.DE and JRUE.DE have a correlation of -0.28, 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 0.09% for VAGY.DE.
They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.09% for VAGY.DE and 0.04% for JRUE.DE.
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