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EUCO.L vs. JRBE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUCO.L vs. JRBE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUCO.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, EUCO.L achieves a 0.53% return, which is significantly higher than JRBE.L's 0.45% return.


EUCO.L

1D
0.09%
1M
0.70%
YTD
0.53%
6M
0.41%
1Y
1.90%
3Y*
4.56%
5Y*
0.01%
10Y*
1.02%

JRBE.L

1D
0.13%
1M
0.84%
YTD
0.45%
6M
0.56%
1Y
2.11%
3Y*
4.59%
5Y*
0.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUCO.L vs. JRBE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
0.53%2.91%4.46%7.64%-13.67%-1.21%2.64%6.74%0.15%
JRBE.L
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
0.45%2.85%4.46%7.76%-13.02%-1.58%2.19%6.48%0.18%

Correlation

The correlation between EUCO.L and JRBE.L is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.64

The correlation between EUCO.L and JRBE.L shifts across timeframes, from 0.61 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUCO.L vs. JRBE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUCO.L
EUCO.L Risk / Return Rank: 1919
Overall Rank
EUCO.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EUCO.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUCO.L Omega Ratio Rank: 1919
Omega Ratio Rank
EUCO.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUCO.L Martin Ratio Rank: 2121
Martin Ratio Rank

JRBE.L
JRBE.L Risk / Return Rank: 2727
Overall Rank
JRBE.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JRBE.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
JRBE.L Omega Ratio Rank: 2626
Omega Ratio Rank
JRBE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
JRBE.L Martin Ratio Rank: 2424
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.

EUCO.L vs. JRBE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.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.


EUCO.LJRBE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.11

1.11

+0.01

Calmar ratioReturn relative to maximum drawdown

0.71

0.70

+0.02

Martin ratioReturn relative to average drawdown

2.45

2.37

+0.08

EUCO.L vs. JRBE.L - Sharpe Ratio Comparison

The current EUCO.L Sharpe Ratio is 0.59, which is comparable to the JRBE.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EUCO.L and JRBE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUCO.LJRBE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.59

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.03

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.17

+0.10

Drawdowns

EUCO.L vs. JRBE.L - Drawdown Comparison

The maximum EUCO.L drawdown since its inception was -17.53%, roughly equal to the maximum JRBE.L drawdown of -17.76%. Use the drawdown chart below to compare losses from any high point for EUCO.L and JRBE.L.


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Drawdown Indicators


EUCO.LJRBE.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.53%

-17.76%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-3.02%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

-3.02%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.53%

-17.76%

+0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-17.53%

Current Drawdown

Current decline from peak

-1.45%

-0.82%

-0.63%

Average Drawdown

Average peak-to-trough decline

-3.86%

-5.08%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.89%

-0.12%

Volatility

EUCO.L vs. JRBE.L - Volatility Comparison

SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) have volatilities of 1.18% and 1.23%, 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.


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Volatility by Period


EUCO.LJRBE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.23%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

3.03%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

3.58%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

5.26%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

6.34%

-1.89%

EUCO.L vs. JRBE.L - Expense Ratio Comparison

EUCO.L has a 0.12% 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

EUCO.L vs. JRBE.L - Dividend Comparison

EUCO.L's dividend yield for the trailing twelve months is around 3.26%, while JRBE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
3.26%3.25%3.07%2.13%0.96%0.89%0.86%1.38%0.89%1.21%1.36%1.71%
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


EUCO.L and JRBE.L have a correlation of 0.61, 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 0.12% for EUCO.L.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.12% for EUCO.L and 0.04% for JRBE.L.

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