VUCP.DE vs. JRUE.DE
VUCP.DE (Vanguard USD Corporate Bond UCITS ETF Distributing) and JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) are both Corporate Bonds funds. VUCP.DE is passively managed, while JRUE.DE is actively managed. Over the past 3 years, VUCP.DE returned 4.49%/yr vs 2.98%/yr for JRUE.DE. At a 0.44 correlation, their price movements are largely independent. VUCP.DE charges 0.09%/yr vs 0.04%/yr for JRUE.DE.
Performance
VUCP.DE vs. JRUE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUCP.DE achieves a 3.16% return, which is significantly higher than JRUE.DE's -0.85% return.
VUCP.DE
- 1D
- 0.46%
- 1M
- 0.97%
- 6M
- 1.92%
- YTD
- 3.16%
- 1Y
- 6.54%
- 3Y*
- 4.49%
- 5Y*
- 0.93%
- 10Y*
- —
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
VUCP.DE vs. JRUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 3.16% | -4.23% | 8.62% | 4.43% | -9.57% | 1.19% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | 0.31% | 5.74% | -17.61% | -1.64% |
Correlation
The correlation between VUCP.DE and JRUE.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.44 |
Over the past year, the correlation between VUCP.DE and JRUE.DE has dropped to 0.22 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
VUCP.DE vs. JRUE.DE — Risk / Return Rank
VUCP.DE
JRUE.DE
VUCP.DE vs. JRUE.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 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.
| VUCP.DE | JRUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.00 | +0.94 |
| Martin ratioReturn relative to average drawdown | 5.24 | 2.54 | +2.71 |
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Drawdowns
VUCP.DE vs. JRUE.DE - Drawdown Comparison
The maximum VUCP.DE drawdown since its inception was -14.52%, smaller than the maximum JRUE.DE drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for VUCP.DE and JRUE.DE.
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Drawdown Indicators
| VUCP.DE | JRUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.52% | -23.48% | +8.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -3.14% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -10.95% | -6.65% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -12.70% | — | — |
Current DrawdownCurrent decline from peak | -3.67% | -9.83% | +6.16% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -13.52% | +8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.24% | 0.00% |
Volatility
VUCP.DE vs. JRUE.DE - Volatility Comparison
Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) has a higher volatility of 1.83% compared to JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) at 1.11%. This indicates that VUCP.DE's price experiences larger fluctuations and is considered to be riskier than JRUE.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 | JRUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 1.11% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 3.31% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 4.46% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.00% | 7.80% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.43% | 7.80% | +0.63% |
VUCP.DE vs. JRUE.DE - Expense Ratio Comparison
VUCP.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
VUCP.DE vs. JRUE.DE - Dividend Comparison
VUCP.DE's dividend yield for the trailing twelve months is around 5.08%, while JRUE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | 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 | 5.08% | 5.40% | 4.83% | 4.45% | 3.56% | 2.50% | 3.06% | 3.27% | 3.48% | 0.55% |
Frequently Asked Questions
VUCP.DE and JRUE.DE have a correlation of 0.22, 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 VUCP.DE.
They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.09% for VUCP.DE and 0.04% for JRUE.DE.
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