VECA.DE vs. JREB.DE
VECA.DE (Vanguard EUR Corporate Bond UCITS ETF Accumulating) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - VECA.DE tracks the Bloomberg Euro Corp TR EUR while JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, VECA.DE returned 0.09%/yr vs 0.14%/yr for JREB.DE. Their correlation of 0.89 suggests significant overlap in exposure. VECA.DE charges 0.09%/yr vs 0.04%/yr for JREB.DE.
Performance
VECA.DE vs. JREB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VECA.DE achieves a 0.53% return, which is significantly lower than JREB.DE's 0.57% return.
VECA.DE
- 1D
- 0.10%
- 1M
- 0.30%
- YTD
- 0.53%
- 6M
- 0.60%
- 1Y
- 2.10%
- 3Y*
- 4.55%
- 5Y*
- 0.09%
- 10Y*
- —
JREB.DE
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.57%
- 6M
- 0.53%
- 1Y
- 2.34%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
VECA.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VECA.DE Vanguard EUR Corporate Bond UCITS ETF Accumulating | 0.53% | 2.98% | 4.38% | 7.53% | -13.48% | -1.05% | 2.50% | 4.88% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 4.24% | 7.63% | -13.23% | -1.04% | 2.29% | 3.99% |
Correlation
The correlation between VECA.DE and JREB.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.89 |
The correlation between VECA.DE and JREB.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
VECA.DE vs. JREB.DE — Risk / Return Rank
VECA.DE
JREB.DE
VECA.DE vs. JREB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.
| VECA.DE | JREB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.71 | -0.02 |
| Martin ratioReturn relative to average drawdown | 2.35 | 2.52 | -0.17 |
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
| VECA.DE | JREB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.63 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.03 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.23 | -0.03 |
Drawdowns
VECA.DE vs. JREB.DE - Drawdown Comparison
The maximum VECA.DE drawdown since its inception was -17.21%, roughly equal to the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for VECA.DE and JREB.DE.
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Drawdown Indicators
| VECA.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.21% | -17.22% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -2.83% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -2.63% | -2.83% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -17.21% | -17.22% | +0.01% |
Current DrawdownCurrent decline from peak | -0.99% | -0.76% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -5.02% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 0.80% | -0.03% |
Volatility
VECA.DE vs. JREB.DE - Volatility Comparison
Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) have volatilities of 1.20% and 1.16%, 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
| VECA.DE | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 1.16% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 2.85% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.22% | 3.17% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.48% | 4.39% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.72% | 4.96% | -0.24% |
VECA.DE vs. JREB.DE - Expense Ratio Comparison
VECA.DE has a 0.09% expense ratio, which is higher than JREB.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
VECA.DE vs. JREB.DE - Dividend Comparison
Neither VECA.DE nor JREB.DE has paid dividends to shareholders.
Frequently Asked Questions
VECA.DE and JREB.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.09% for VECA.DE.
VECA.DE tracks Bloomberg Euro Corp TR EUR, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.09% for VECA.DE and 0.04% for JREB.DE.
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