0UCF.L vs. JRBE.L
0UCF.L (iShares € Corp Bond Financials UCITS ETF EUR (Dist)) and JRBE.L (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - 0UCF.L tracks the Bloomberg Euro-Aggregate: Financials Index while JRBE.L tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, 0UCF.L returned 0.34%/yr vs 0.11%/yr for JRBE.L. At a 0.10 correlation, their price movements are largely independent. 0UCF.L charges 0.20%/yr vs 0.04%/yr for JRBE.L.
Performance
0UCF.L vs. JRBE.L - Performance Comparison
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Different Trading Currencies
0UCF.L is traded in EUR, while JRBE.L is traded in GBP. To make them comparable, the JRBE.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 0UCF.L achieves a 0.50% return, which is significantly lower than JRBE.L's 0.62% return.
0UCF.L
- 1D
- -0.14%
- 1M
- -0.41%
- 6M
- 0.21%
- YTD
- 0.50%
- 1Y
- 1.25%
- 3Y*
- 5.01%
- 5Y*
- 0.34%
- 10Y*
- 1.09%
JRBE.L
- 1D
- 0.10%
- 1M
- -0.22%
- 6M
- 0.28%
- YTD
- 0.62%
- 1Y
- 1.79%
- 3Y*
- 4.60%
- 5Y*
- 0.11%
- 10Y*
- —
0UCF.L vs. JRBE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
0UCF.L iShares € Corp Bond Financials UCITS ETF EUR (Dist) | 0.50% | 3.07% | 5.54% | 7.93% | -13.17% | 0.25% | 1.64% | 5.28% | 0.16% |
JRBE.L JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.62% | 2.85% | 4.47% | 7.76% | -13.02% | -1.58% | 2.19% | 6.48% | -10.46% |
Correlation
The correlation between 0UCF.L and JRBE.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.10 |
The correlation between 0UCF.L and JRBE.L shifts across timeframes, from 0.10 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
0UCF.L vs. JRBE.L — Risk / Return Rank
0UCF.L
JRBE.L
0UCF.L vs. JRBE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L). 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.
| 0UCF.L | JRBE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.61 | -0.19 |
| Martin ratioReturn relative to average drawdown | 1.09 | 2.04 | -0.95 |
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Drawdowns
0UCF.L vs. JRBE.L - Drawdown Comparison
The maximum 0UCF.L drawdown since its inception was -16.46%, smaller than the maximum JRBE.L drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for 0UCF.L and JRBE.L.
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Drawdown Indicators
| 0UCF.L | JRBE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -19.64% | +3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -3.02% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -2.95% | -3.02% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.46% | -17.75% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | -2.91% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -2.91% | -7.90% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.90% | +0.25% |
Volatility
0UCF.L vs. JRBE.L - Volatility Comparison
iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a higher volatility of 1.05% compared to JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) at 0.83%. This indicates that 0UCF.L's price experiences larger fluctuations and is considered to be riskier than JRBE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 0UCF.L | JRBE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 0.83% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 3.18% | 3.06% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.98% | 3.55% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.01% | 5.26% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.94% | 7.20% | -3.26% |
0UCF.L vs. JRBE.L - Expense Ratio Comparison
0UCF.L has a 0.20% expense ratio, which is higher than JRBE.L'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
0UCF.L vs. JRBE.L - Dividend Comparison
0UCF.L's dividend yield for the trailing twelve months is around 3.18%, while JRBE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0UCF.L iShares € Corp Bond Financials UCITS ETF EUR (Dist) | 3.18% | 3.08% | 2.94% | 2.42% | 1.00% | 0.75% | 0.98% | 0.55% | 1.10% | 1.12% | 1.52% | 1.70% |
JRBE.L JPMorgan EUR 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% | 0.00% |
Frequently Asked Questions
0UCF.L and JRBE.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRBE.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRBE.L is cheaper with a 0.04% expense ratio, compared with 0.20% for 0UCF.L.
0UCF.L tracks Bloomberg Euro-Aggregate: Financials Index, while JRBE.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for 0UCF.L and 0.04% for JRBE.L.
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