CRPX.L vs. J15R.L
CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc) and J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - CRPX.L tracks the Bloomberg Euro Corp TR EUR while J15R.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, CRPX.L returned 0.04%/yr vs 1.30%/yr for J15R.L. Their correlation of 0.93 suggests significant overlap in exposure. CRPX.L charges 0.14%/yr vs 0.04%/yr for J15R.L.
Performance
CRPX.L vs. J15R.L - Performance Comparison
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Different Trading Currencies
CRPX.L is traded in GBp, while J15R.L is traded in GBP. To make them comparable, the J15R.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRPX.L achieves a -0.58% return, which is significantly lower than J15R.L's -0.52% return.
CRPX.L
- 1D
- 0.24%
- 1M
- 0.97%
- YTD
- -0.58%
- 6M
- -0.54%
- 1Y
- 4.55%
- 3Y*
- 4.46%
- 5Y*
- 0.04%
- 10Y*
- 1.71%
J15R.L
- 1D
- 0.23%
- 1M
- 0.89%
- YTD
- -0.52%
- 6M
- -0.43%
- 1Y
- 4.87%
- 3Y*
- 4.41%
- 5Y*
- 1.30%
- 10Y*
- —
CRPX.L vs. J15R.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CRPX.L Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc | -0.58% | 8.33% | -0.65% | 4.98% | -8.55% | -7.58% | 8.23% | 0.81% | -0.18% |
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | -0.52% | 8.88% | -0.40% | 4.16% | -2.63% | -6.93% | 6.49% | -3.37% | 0.59% |
Correlation
The correlation between CRPX.L and J15R.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.93 |
The correlation between CRPX.L and J15R.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
CRPX.L vs. J15R.L — Risk / Return Rank
CRPX.L
J15R.L
CRPX.L vs. J15R.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.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.
| CRPX.L | J15R.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.45 | -0.29 |
| Martin ratioReturn relative to average drawdown | 3.01 | 3.71 | -0.70 |
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
| CRPX.L | J15R.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.13 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.24 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.11 | +0.19 |
Drawdowns
CRPX.L vs. J15R.L - Drawdown Comparison
The maximum CRPX.L drawdown since its inception was -21.40%, which is greater than J15R.L's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for CRPX.L and J15R.L.
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Drawdown Indicators
| CRPX.L | J15R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.40% | -16.15% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.94% | -3.35% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -3.94% | -3.35% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -10.32% | -6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -21.40% | — | — |
Current DrawdownCurrent decline from peak | -6.95% | -1.85% | -5.10% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -7.53% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.31% | +0.20% |
Volatility
CRPX.L vs. J15R.L - Volatility Comparison
Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) has a higher volatility of 1.48% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) at 1.27%. This indicates that CRPX.L's price experiences larger fluctuations and is considered to be riskier than J15R.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRPX.L | J15R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.27% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.66% | 3.12% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.85% | 4.31% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 5.47% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 6.42% | +1.52% |
CRPX.L vs. J15R.L - Expense Ratio Comparison
CRPX.L has a 0.14% expense ratio, which is higher than J15R.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
CRPX.L vs. J15R.L - Dividend Comparison
Neither CRPX.L nor J15R.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, CRPX.L and J15R.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, J15R.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
J15R.L is cheaper with a 0.04% expense ratio, compared with 0.14% for CRPX.L.
CRPX.L tracks Bloomberg Euro Corp TR EUR, while J15R.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.14% for CRPX.L and 0.04% for J15R.L.
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