VUCP.DE vs. JRUB.DE
VUCP.DE (Vanguard USD Corporate Bond UCITS ETF Distributing) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - VUCP.DE tracks the Bloomberg US Corp Bond TR USD while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, VUCP.DE returned 1.65%/yr vs 1.48%/yr for JRUB.DE. Their correlation of 0.94 suggests significant overlap in exposure. VUCP.DE charges 0.09%/yr vs 0.19%/yr for JRUB.DE.
Performance
VUCP.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with VUCP.DE at 1.74% and JRUB.DE at 1.74%.
VUCP.DE
- 1D
- 0.12%
- 1M
- 1.25%
- YTD
- 1.74%
- 6M
- 1.22%
- 1Y
- 4.19%
- 3Y*
- 2.61%
- 5Y*
- 1.65%
- 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*
- —
VUCP.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 1.74% | -4.23% | 8.63% | 4.43% | -9.56% | 7.07% | -0.54% | 17.45% | -0.91% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 7.97% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -0.77% |
Correlation
The correlation between VUCP.DE and JRUB.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.94 |
The correlation between VUCP.DE and JRUB.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
VUCP.DE vs. JRUB.DE — Risk / Return Rank
VUCP.DE
JRUB.DE
VUCP.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.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.
| VUCP.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.25 | -0.09 |
| Martin ratioReturn relative to average drawdown | 3.03 | 3.11 | -0.08 |
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
| VUCP.DE | JRUB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.69 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.17 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.31 | 0.00 |
Drawdowns
VUCP.DE vs. JRUB.DE - Drawdown Comparison
The maximum VUCP.DE drawdown since its inception was -14.51%, which is greater than JRUB.DE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for VUCP.DE and JRUB.DE.
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Drawdown Indicators
| VUCP.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.51% | -13.79% | -0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -3.13% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -10.94% | -11.65% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -12.70% | -13.30% | +0.60% |
Current DrawdownCurrent decline from peak | -4.99% | -5.11% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -5.36% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 1.27% | +0.02% |
Volatility
VUCP.DE vs. JRUB.DE - Volatility Comparison
The current volatility for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) is 0.96%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.18%. This indicates that VUCP.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
| VUCP.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 1.18% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 3.89% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.79% | 5.68% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.02% | 8.67% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.42% | 8.88% | -0.46% |
VUCP.DE vs. JRUB.DE - Expense Ratio Comparison
VUCP.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
VUCP.DE vs. JRUB.DE - Dividend Comparison
VUCP.DE's dividend yield for the trailing twelve months is around 5.15%, while JRUB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond 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% |
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 5.15% | 5.41% | 4.83% | 4.45% | 3.56% | 2.50% | 3.06% | 3.27% | 3.48% | 3.36% |
Frequently Asked Questions
With a correlation of 0.93, VUCP.DE and JRUB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VUCP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUCP.DE is cheaper with a 0.09% expense ratio, compared with 0.19% for JRUB.DE.
VUCP.DE tracks Bloomberg US Corp Bond TR USD, 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 VUCP.DE and 0.19% for JRUB.DE.
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