XDGU.DE vs. JRUB.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.DE) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE).

XDGU.DE and JRUB.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDGU.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Sep 30, 2015. JRUB.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan USD Corporate Bond Research Enhanced Index (ESG). It was launched on Dec 5, 2018. Both XDGU.DE and JRUB.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XDGU.DE vs. JRUB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.DE) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE). The values are adjusted to include any dividend payments, if applicable.

XDGU.DE vs. JRUB.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XDGU.DE Xtrackers USD Corporate Bonds UCITS ETF 1D	0.99%	-4.06%	6.36%	5.11%	-12.72%	5.72%	0.25%	20.55%	-1.07%
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF	1.76%	-4.07%	7.97%	4.63%	-10.39%	6.44%	-0.30%	17.92%	-0.77%

Returns By Period

In the year-to-date period, XDGU.DE achieves a 0.99% return, which is significantly lower than JRUB.DE's 1.76% return.

XDGU.DE

• 1D: 0.31%
• 1M: -1.03%
• YTD: 0.99%
• 6M: 0.72%
• 1Y: -2.07%
• 3Y*: 1.79%
• 5Y*: 0.07%
• 10Y*: 2.10%

JRUB.DE

• 1D: 0.73%
• 1M: -0.73%
• YTD: 1.76%
• 6M: 1.80%
• 1Y: -1.05%
• 3Y*: 2.57%
• 5Y*: 1.04%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDGU.DE vs. JRUB.DE - Expense Ratio Comparison

XDGU.DE has a 0.12% 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%.

JRUB.DE

JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF

XDGU.DE

Xtrackers USD Corporate Bonds UCITS ETF 1D

Return for Risk

XDGU.DE vs. JRUB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDGU.DE

XDGU.DE Risk / Return Rank: 8
XDGU.DE Sharpe Ratio Rank: 8
XDGU.DE Sortino Ratio Rank: 7
XDGU.DE Omega Ratio Rank: 6
XDGU.DE Calmar Ratio Rank: 10
XDGU.DE Martin Ratio Rank: 9

JRUB.DE

JRUB.DE Risk / Return Rank: 9
JRUB.DE Sharpe Ratio Rank: 9
JRUB.DE Sortino Ratio Rank: 8
JRUB.DE Omega Ratio Rank: 8
JRUB.DE Calmar Ratio Rank: 11
JRUB.DE Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDGU.DE vs. JRUB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.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.

	XDGU.DE	JRUB.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.22	-0.12	-0.10
Sortino ratio Return per unit of downside risk	-0.23	-0.10	-0.13
Omega ratio Gain probability vs. loss probability	0.97	0.98	-0.02
Calmar ratio Return relative to maximum drawdown	-0.07	0.07	-0.14
Martin ratio Return relative to average drawdown	-0.16	0.16	-0.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDGU.DE vs. JRUB.DE - Sharpe Ratio Comparison

The current XDGU.DE Sharpe Ratio is -0.22, which is lower than the JRUB.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of XDGU.DE and JRUB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XDGU.DE	JRUB.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	-0.12	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.12	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.32	-0.08

Correlation

The correlation between XDGU.DE and JRUB.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XDGU.DE vs. JRUB.DE - Dividend Comparison

XDGU.DE's dividend yield for the trailing twelve months is around 4.05%, while JRUB.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
XDGU.DE Xtrackers USD Corporate Bonds UCITS ETF 1D	4.05%	4.30%	5.04%	3.85%	3.89%	4.76%	3.58%	2.64%	2.25%	3.30%	0.23%
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%	0.00%

Drawdowns

XDGU.DE vs. JRUB.DE - Drawdown Comparison

The maximum XDGU.DE drawdown since its inception was -19.37%, 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 XDGU.DE and JRUB.DE.

Drawdown Indicators

	XDGU.DE	JRUB.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.37%	-13.79%	-5.58%
Max Drawdown (1Y) Largest decline over 1 year	-7.87%	-7.18%	-0.69%
Max Drawdown (5Y) Largest decline over 5 years	-16.96%	-13.30%	-3.66%
Max Drawdown (10Y) Largest decline over 10 years	-19.37%	—	—
Current Drawdown Current decline from peak	-7.04%	-5.09%	-1.95%
Average Drawdown Average peak-to-trough decline	-6.43%	-5.34%	-1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	3.22%	+0.25%

Volatility

XDGU.DE vs. JRUB.DE - Volatility Comparison

Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.DE) has a higher volatility of 2.25% compared to JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) at 1.98%. This indicates that XDGU.DE's price experiences larger fluctuations and is considered to be riskier than JRUB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDGU.DE	JRUB.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.25%	1.98%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	4.43%	4.06%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	9.21%	8.54%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.27%	8.73%	+0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.14%	8.96%	+1.18%