XZE5.DE vs. JER5.DE
XZE5.DE (Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - XZE5.DE tracks the Bloomberg Euro Corp TR EUR while JER5.DE tracks the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, XZE5.DE returned 1.16%/yr vs 1.25%/yr for JER5.DE. A 0.78 correlation means they provide meaningful diversification when combined. XZE5.DE charges 0.16%/yr vs 0.04%/yr for JER5.DE.
Performance
XZE5.DE vs. JER5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZE5.DE achieves a 0.85% return, which is significantly lower than JER5.DE's 0.92% return.
XZE5.DE
- 1D
- 0.00%
- 1M
- 0.38%
- YTD
- 0.85%
- 6M
- 0.88%
- 1Y
- 1.96%
- 3Y*
- 4.07%
- 5Y*
- 1.16%
- 10Y*
- —
JER5.DE
- 1D
- 0.05%
- 1M
- 0.42%
- YTD
- 0.92%
- 6M
- 1.12%
- 1Y
- 2.28%
- 3Y*
- 4.47%
- 5Y*
- 1.25%
- 10Y*
- —
XZE5.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XZE5.DE Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C | 0.85% | 3.08% | 4.10% | 5.27% | -6.80% | -0.40% | 0.99% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.92% | 3.43% | 4.31% | 6.23% | -7.82% | -0.26% | 1.06% |
Correlation
The correlation between XZE5.DE and JER5.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2020 | 0.78 |
The correlation between XZE5.DE and JER5.DE shifts across timeframes, from 0.66 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZE5.DE vs. JER5.DE — Risk / Return Rank
XZE5.DE
JER5.DE
XZE5.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
| XZE5.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.15 | +0.04 |
| Martin ratioReturn relative to average drawdown | 4.23 | 4.06 | +0.17 |
Loading charts...
Drawdowns
XZE5.DE vs. JER5.DE - Drawdown Comparison
The maximum XZE5.DE drawdown since its inception was -8.73%, smaller than the maximum JER5.DE drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for XZE5.DE and JER5.DE.
Loading charts...
Drawdown Indicators
| XZE5.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -10.17% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.66% | -1.98% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -1.66% | -1.98% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -8.73% | -10.17% | +1.44% |
Current DrawdownCurrent decline from peak | -0.01% | -0.03% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -2.23% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 0.56% | -0.10% |
Volatility
XZE5.DE vs. JER5.DE - Volatility Comparison
Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) have volatilities of 0.50% and 0.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZE5.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 0.48% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 1.75% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 1.98% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 2.55% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.38% | 3.08% | -0.70% |
XZE5.DE vs. JER5.DE - Expense Ratio Comparison
XZE5.DE has a 0.16% expense ratio, which is higher than JER5.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
XZE5.DE vs. JER5.DE - Dividend Comparison
Neither XZE5.DE nor JER5.DE has paid dividends to shareholders.
Frequently Asked Questions
XZE5.DE and JER5.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.16% for XZE5.DE.
XZE5.DE tracks Bloomberg Euro Corp TR EUR, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.16% for XZE5.DE and 0.04% for JER5.DE.
Find the right allocation for XZE5.DE and JER5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer