XDGE.DE vs. JRUB.DE
XDGE.DE (Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist)) and JRUB.DE (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds - XDGE.DE tracks the Bloomberg USD Liquid Investment Grade Corporate Index (EUR Hedged) while JRUB.DE tracks the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, XDGE.DE returned -2.70%/yr vs 0.70%/yr for JRUB.DE. A 0.53 correlation means they provide meaningful diversification when combined. XDGE.DE charges 0.21%/yr vs 0.19%/yr for JRUB.DE.
Performance
XDGE.DE vs. JRUB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDGE.DE achieves a -1.31% return, which is significantly lower than JRUB.DE's 2.93% return.
XDGE.DE
- 1D
- 0.10%
- 1M
- -1.07%
- 6M
- -1.40%
- YTD
- -1.31%
- 1Y
- 2.10%
- 3Y*
- 2.36%
- 5Y*
- -2.70%
- 10Y*
- 0.00%
JRUB.DE
- 1D
- -0.05%
- 1M
- 0.60%
- 6M
- 1.39%
- YTD
- 2.93%
- 1Y
- 5.96%
- 3Y*
- 4.10%
- 5Y*
- 0.70%
- 10Y*
- —
XDGE.DE vs. JRUB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDGE.DE Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) | -1.31% | 5.66% | -0.80% | 6.42% | -19.81% | -2.73% | 8.97% | 14.64% | 0.45% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 2.93% | -4.07% | 7.98% | 4.63% | -10.39% | 6.44% | -0.30% | 17.92% | -12.18% |
Correlation
The correlation between XDGE.DE and JRUB.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.53 |
Over the past year, the correlation between XDGE.DE and JRUB.DE has dropped to 0.29 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
XDGE.DE vs. JRUB.DE — Risk / Return Rank
XDGE.DE
JRUB.DE
XDGE.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.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.
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.
| XDGE.DE | JRUB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.19 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.90 | -1.33 |
| Martin ratioReturn relative to average drawdown | 1.32 | 4.77 | -3.45 |
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Drawdowns
XDGE.DE vs. JRUB.DE - Drawdown Comparison
The maximum XDGE.DE drawdown since its inception was -27.36%, which is greater than JRUB.DE's maximum drawdown of -13.80%. Use the drawdown chart below to compare losses from any high point for XDGE.DE and JRUB.DE.
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Drawdown Indicators
| XDGE.DE | JRUB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.36% | -13.80% | -13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.66% | -3.13% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -8.34% | -11.66% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -13.30% | -13.68% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | — | — |
Current DrawdownCurrent decline from peak | -14.36% | -4.00% | -10.36% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -5.78% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.25% | +0.33% |
Volatility
XDGE.DE vs. JRUB.DE - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.DE) is 1.22%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) has a volatility of 1.43%. This indicates that XDGE.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
| XDGE.DE | JRUB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 1.43% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 4.01% | 3.88% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.46% | 5.70% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.40% | 8.61% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.03% | 9.78% | -1.75% |
XDGE.DE vs. JRUB.DE - Expense Ratio Comparison
XDGE.DE has a 0.21% expense ratio, which is higher than JRUB.DE's 0.19% 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
XDGE.DE vs. JRUB.DE - Dividend Comparison
XDGE.DE's dividend yield for the trailing twelve months is around 4.63%, 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% |
XDGE.DE Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) | 4.63% | 4.71% | 5.47% | 3.79% | 7.81% | 3.10% | 4.79% | 2.91% | 2.56% | 1.70% |
Frequently Asked Questions
XDGE.DE and JRUB.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.DE is cheaper with a 0.19% expense ratio, compared with 0.21% for XDGE.DE.
XDGE.DE tracks Bloomberg USD Liquid Investment Grade Corporate Index (EUR Hedged), while JRUB.DE tracks JP Morgan USD Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.21% for XDGE.DE and 0.19% for JRUB.DE.
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