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Issuer
JPMorgan
Inception Date
Mar 18, 2025
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

JRUB.L Performance Chart

JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) is down 0.1% since the beginning of the year. JRUB.L is currently trading at $126 per share. Investors who bought $1,000 worth of JRUB.L shares 5 years ago would now be looking at an investment worth $1,002.


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S&P 500 Index

Returns By Period

JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) has returned -0.11% so far this year and 4.87% over the past 12 months.


JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc)

1D
0.11%
1M
-0.83%
6M
-0.31%
YTD
-0.11%
1Y
4.87%
3Y*
4.85%
5Y*
0.04%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUB.L Monthly Returns History

Based on dividend-adjusted daily data since Dec 5, 2018, JRUB.L's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, an investment would double in approximately 21.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +6.0%, while the worst month was Apr 2022 at -5.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JRUB.L closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Mar 12, 2020 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.04%1.45%-2.31%0.67%0.74%0.47%-1.13%-0.11%
20250.42%1.68%-0.24%-0.01%-0.13%1.82%0.50%0.71%1.74%0.31%0.61%0.10%7.75%
2024-0.18%-1.38%1.23%-2.60%1.69%1.08%2.01%1.94%1.40%-2.56%1.40%-1.49%2.40%
20233.66%-3.24%2.98%0.88%-1.69%0.77%0.26%-0.84%-2.48%-1.93%6.02%4.01%8.23%
2022-3.39%-1.78%-2.39%-5.77%0.95%-2.69%3.87%-3.20%-5.08%-1.24%4.15%0.35%-15.55%
2021-1.61%-2.58%-0.66%0.70%0.61%1.96%1.14%-0.12%-1.48%0.35%-0.03%0.03%-1.77%

Benchmark Metrics

JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) has an annualized alpha of 2.34%, beta of 0.11, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since December 05, 2018.

  • This ETF participated in 28.92% of S&P 500 Index downside but only 21.28% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R2 of 0.07 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.07 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.34%
Beta
0.11
0.07
Upside Capture
21.28%
Downside Capture
28.92%

Expense Ratio

JRUB.L has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

JRUB.L ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JRUB.L Risk / Return Rank: 3636
Overall Rank
JRUB.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JRUB.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
JRUB.L Omega Ratio Rank: 3434
Omega Ratio Rank
JRUB.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
JRUB.L Martin Ratio Rank: 3838
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) and compare them to S&P 500 Index.

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.


JRUB.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratioReturn relative to maximum drawdown

1.62

2.35

-0.73

Martin ratioReturn relative to average drawdown

4.75

10.19

-5.44

Dividends

Dividend History


JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) was 22.30%, occurring on Oct 21, 2022. Recovery took 833 trading sessions.

The current JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) drawdown is 1.58%.


Drawdown

Fall

Recovery

Underwater

Related event

-22.30%Oct 2022
1y 9mo3y 3mo
5y 1moDec 2020 - Feb 2026
Bear market2022
-16.33%Mar 2020
11d2mo 28d
3mo 9dMar 2020 - Jun 2020
COVID crash2020
-2.99%Mar 2026
25d
4mo 16dMar 2026 - now
-2.90%Sep 2020
1mo 19d2mo 7d
3mo 26dAug 2020 - Dec 2020
-2.45%Sep 2019
15d2mo 14d
2mo 29dAug 2019 - Nov 2019

Drawdown Indicators


JRUB.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-56.78%

+34.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-9.10%

+6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

-18.90%

+12.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

-25.43%

+3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.58%

-0.49%

-1.09%

Average Drawdown

Average peak-to-trough decline

-6.28%

-10.70%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.09%

-1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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