XDCC.DE vs. JRUE.DE
XDCC.DE (Xtrackers USD Corporate Bond UCITS ETF) and JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) are both Corporate Bonds funds. XDCC.DE is passively managed, while JRUE.DE is actively managed. Over the past 3 years, XDCC.DE returned 4.50%/yr vs 3.40%/yr for JRUE.DE. A 0.75 correlation means they provide meaningful diversification when combined. XDCC.DE charges 0.12%/yr vs 0.04%/yr for JRUE.DE.
Performance
XDCC.DE vs. JRUE.DE - Performance Comparison
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Different Trading Currencies
XDCC.DE is traded in USD, while JRUE.DE is traded in EUR. To make them comparable, the JRUE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDCC.DE achieves a -0.53% return, which is significantly higher than JRUE.DE's -3.52% return.
XDCC.DE
- 1D
- 0.00%
- 1M
- -1.17%
- 6M
- -0.64%
- YTD
- -0.53%
- 1Y
- 4.03%
- 3Y*
- 4.50%
- 5Y*
- -0.55%
- 10Y*
- —
JRUE.DE
- 1D
- 0.21%
- 1M
- -1.31%
- 6M
- -2.13%
- YTD
- -3.52%
- 1Y
- 1.18%
- 3Y*
- 3.40%
- 5Y*
- —
- 10Y*
- —
XDCC.DE vs. JRUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDCC.DE Xtrackers USD Corporate Bond UCITS ETF | -0.53% | 8.20% | 1.13% | 9.22% | -17.61% | -1.10% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -3.52% | 19.44% | -5.43% | 9.08% | -22.14% | -3.92% |
Correlation
The correlation between XDCC.DE and JRUE.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.75 |
The correlation between XDCC.DE and JRUE.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
XDCC.DE vs. JRUE.DE — Risk / Return Rank
XDCC.DE
JRUE.DE
XDCC.DE vs. JRUE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.
| XDCC.DE | JRUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.03 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.17 | +1.03 |
| Martin ratioReturn relative to average drawdown | 3.24 | 0.37 | +2.87 |
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Drawdowns
XDCC.DE vs. JRUE.DE - Drawdown Comparison
The maximum XDCC.DE drawdown since its inception was -25.01%, smaller than the maximum JRUE.DE drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for XDCC.DE and JRUE.DE.
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Drawdown Indicators
| XDCC.DE | JRUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.01% | -35.07% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -6.74% | +3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -7.83% | -13.10% | +5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | — | — |
Current DrawdownCurrent decline from peak | -3.85% | -11.08% | +7.23% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -18.04% | +8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 3.17% | -1.92% |
Volatility
XDCC.DE vs. JRUE.DE - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) is 1.32%, while JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) has a volatility of 1.89%. This indicates that XDCC.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDCC.DE | JRUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.89% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 4.17% | 6.24% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.54% | 8.66% | -3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.37% | 12.50% | -4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.14% | 12.50% | -0.36% |
XDCC.DE vs. JRUE.DE - Expense Ratio Comparison
XDCC.DE has a 0.12% 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
XDCC.DE vs. JRUE.DE - Dividend Comparison
Neither XDCC.DE nor JRUE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDCC.DE and JRUE.DE have a correlation of 0.67, 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 0.12% for XDCC.DE.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.12% for XDCC.DE and 0.04% for JRUE.DE.
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