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SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) Sharpe Ratio: 1.25

ETF · Currency in GBP · Last updated Jun 5, 2026

JNKS.L is a passive ETF by State Street tracking the investment results of the Bloomberg US Corporate High Yield TR USD. JNKS.L launched on Sep 19, 2013 and has a 0.30% expense ratio.

JNKS.L's Sharpe Ratio of 1.25 indicates that for each unit of volatility, it generates 1.25 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

JNKS.L Sharpe Ratio Rank

JNKS.L Sharpe Ratio Rank: 35.636
Below Average

JNKS.L ranks above 35.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

JNKS.L Sharpe Ratio Market Positioning

The chart shows JNKS.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.74+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD's Sharpe Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how JNKS.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JHYU.LJPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)2.36
SDHA.LiShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)2.13
STYC.LPIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc2.13
SDHY.L iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist2.09
JHYP.LJPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)2.05
STHY.LPIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income2.05
RISE.LiShares Fallen Angels High Yield Corporate Bond UCITS ETF2.00
WIGG.LiShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)1.98
JGYH.LJPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)1.93
IHYA.LiShares USD High Yield Corporate Bond UCITS ETF USD (Acc)1.93
JNKS.LSPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD1.25

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JNKS.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JNKS.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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