XYPL.DE vs. JREB.DE
XYPL.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - XYPL.DE tracks the iBoxx® EUR Corporates Yield Plus while JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 3 years, XYPL.DE returned 5.49%/yr vs 4.65%/yr for JREB.DE. Their correlation of 0.94 suggests significant overlap in exposure. XYPL.DE charges 0.25%/yr vs 0.04%/yr for JREB.DE.
Performance
XYPL.DE vs. JREB.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XYPL.DE having a 0.59% return and JREB.DE slightly lower at 0.57%.
XYPL.DE
- 1D
- 0.11%
- 1M
- 0.81%
- YTD
- 0.59%
- 6M
- 0.39%
- 1Y
- 2.23%
- 3Y*
- 5.49%
- 5Y*
- —
- 10Y*
- —
JREB.DE
- 1D
- 0.06%
- 1M
- 0.73%
- YTD
- 0.57%
- 6M
- 0.42%
- 1Y
- 2.01%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
XYPL.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XYPL.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.59% | 3.49% | 5.30% | 9.38% | -0.01% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 4.24% | 7.63% | -0.37% |
Correlation
The correlation between XYPL.DE and JREB.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022 | 0.94 |
The correlation between XYPL.DE and JREB.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
XYPL.DE vs. JREB.DE — Risk / Return Rank
XYPL.DE
JREB.DE
XYPL.DE vs. JREB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.
| XYPL.DE | JREB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.71 | +0.01 |
| Martin ratioReturn relative to average drawdown | 2.50 | 2.52 | -0.02 |
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
| XYPL.DE | JREB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.63 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.23 | +0.78 |
Drawdowns
XYPL.DE vs. JREB.DE - Drawdown Comparison
The maximum XYPL.DE drawdown since its inception was -9.99%, smaller than the maximum JREB.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for XYPL.DE and JREB.DE.
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Drawdown Indicators
| XYPL.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.99% | -17.22% | +7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -2.83% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -3.09% | -2.83% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.22% | — |
Current DrawdownCurrent decline from peak | -0.88% | -0.76% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -5.02% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.80% | +0.09% |
Volatility
XYPL.DE vs. JREB.DE - Volatility Comparison
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) has a higher volatility of 1.39% compared to JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) at 1.16%. This indicates that XYPL.DE's price experiences larger fluctuations and is considered to be riskier than JREB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYPL.DE | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 1.16% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 2.85% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 3.17% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.63% | 4.39% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 4.96% | -0.33% |
XYPL.DE vs. JREB.DE - Expense Ratio Comparison
XYPL.DE has a 0.25% expense ratio, which is higher than JREB.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
XYPL.DE vs. JREB.DE - Dividend Comparison
Neither XYPL.DE nor JREB.DE has paid dividends to shareholders.
Frequently Asked Questions
XYPL.DE and JREB.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.25% for XYPL.DE.
XYPL.DE tracks iBoxx® EUR Corporates Yield Plus, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.25% for XYPL.DE and 0.04% for JREB.DE.
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