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IEAC.L vs. J15R.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEAC.L vs. J15R.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEAC.L is traded in EUR, while J15R.L is traded in GBP. To make them comparable, the J15R.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEAC.L achieves a -1.30% return, which is significantly lower than J15R.L's 0.39% return.


IEAC.L

1D
0.03%
1M
-0.43%
6M
0.07%
YTD
-1.30%
1Y
-0.34%
3Y*
3.69%
5Y*
-0.44%
10Y*
0.64%

J15R.L

1D
-0.02%
1M
-0.24%
6M
0.28%
YTD
0.39%
1Y
1.48%
3Y*
4.37%
5Y*
1.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEAC.L vs. J15R.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IEAC.L
iShares Core € Corp Bond UCITS ETF EUR (Dist)
-1.30%3.22%4.32%7.42%-13.36%-1.07%2.60%6.20%0.25%
J15R.L
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF
0.39%3.20%4.41%6.37%-7.65%-0.87%0.71%2.78%-10.51%

Correlation

The correlation between IEAC.L and J15R.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.56

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

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2018

0.44

The correlation between IEAC.L and J15R.L shifts across timeframes, from 0.44 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEAC.L vs. J15R.L — Risk / Return Rank

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

IEAC.L
IEAC.L Risk / Return Rank: 1414
Overall Rank
IEAC.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IEAC.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IEAC.L Omega Ratio Rank: 2828
Omega Ratio Rank
IEAC.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IEAC.L Martin Ratio Rank: 1010
Martin Ratio Rank

J15R.L
J15R.L Risk / Return Rank: 99
Overall Rank
J15R.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
J15R.L Sortino Ratio Rank: 88
Sortino Ratio Rank
J15R.L Omega Ratio Rank: 88
Omega Ratio Rank
J15R.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
J15R.L Martin Ratio Rank: 1010
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.

IEAC.L vs. J15R.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.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.

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.


IEAC.LJ15R.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.01

0.65

-0.67

Martin ratioReturn relative to average drawdown

-0.17

2.30

-2.47

IEAC.L vs. J15R.L - Sharpe Ratio Comparison

The current IEAC.L Sharpe Ratio is -0.01, which is lower than the J15R.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of IEAC.L and J15R.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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Drawdowns

IEAC.L vs. J15R.L - Drawdown Comparison

The maximum IEAC.L drawdown since its inception was -24.28%, which is greater than J15R.L's maximum drawdown of -17.39%. Use the drawdown chart below to compare losses from any high point for IEAC.L and J15R.L.


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Drawdown Indicators


IEAC.LJ15R.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.28%

-17.39%

-6.89%

Max Drawdown (1Y)

Largest decline over 1 year

-23.42%

-2.25%

-21.17%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-2.25%

-21.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

-10.83%

-13.45%

Max Drawdown (10Y)

Largest decline over 10 years

-24.28%

Current Drawdown

Current decline from peak

-2.79%

-2.47%

-0.32%

Average Drawdown

Average peak-to-trough decline

-3.03%

-8.83%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.64%

+1.38%

Volatility

IEAC.L vs. J15R.L - Volatility Comparison

iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.L) has a higher volatility of 0.86% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) at 0.73%. This indicates that IEAC.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


IEAC.LJ15R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.73%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

36.11%

2.37%

+33.74%

Volatility (1Y)

Calculated over the trailing 1-year period

36.42%

2.77%

+33.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

3.92%

+12.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.32%

6.07%

+6.25%

IEAC.L vs. J15R.L - Expense Ratio Comparison

IEAC.L has a 0.09% 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

IEAC.L vs. J15R.L - Dividend Comparison

IEAC.L's dividend yield for the trailing twelve months is around 1.65%, while J15R.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEAC.L
iShares Core € Corp Bond UCITS ETF EUR (Dist)
1.65%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%
J15R.L
JPMorgan EUR Corporate Bond 1-5 yr 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


IEAC.L and J15R.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.09% for IEAC.L.

IEAC.L tracks BBG Euro Corporate Index (EUR), while J15R.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.09% for IEAC.L and 0.04% for J15R.L.

Portfolio Optimizer

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