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

Performance

IEBC.L vs. J15R.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.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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Returns By Period

In the year-to-date period, IEBC.L achieves a -0.13% return, which is significantly higher than J15R.L's -0.52% return.


IEBC.L

1D
0.26%
1M
1.06%
YTD
-0.13%
6M
-0.18%
1Y
5.35%
3Y*
5.31%
5Y*
0.63%
10Y*
2.30%

J15R.L

1D
0.23%
1M
0.89%
YTD
-0.52%
6M
-0.43%
1Y
4.87%
3Y*
4.41%
5Y*
1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
-0.13%9.43%-0.07%5.85%-8.39%-7.87%8.96%1.12%-0.27%
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 IEBC.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

0.93

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

0.92

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

0.92

The correlation between IEBC.L and J15R.L has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

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

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

IEBC.L
IEBC.L Risk / Return Rank: 3030
Overall Rank
IEBC.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IEBC.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEBC.L Omega Ratio Rank: 2929
Omega Ratio Rank
IEBC.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
IEBC.L Martin Ratio Rank: 2626
Martin Ratio Rank

J15R.L
J15R.L Risk / Return Rank: 3030
Overall Rank
J15R.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
J15R.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
J15R.L Omega Ratio Rank: 2929
Omega Ratio Rank
J15R.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
J15R.L Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.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.


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

0.00

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.20

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.36

1.45

-0.09

Martin ratioReturn relative to average drawdown

3.53

3.71

-0.17

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

The current IEBC.L Sharpe Ratio is 1.13, which is comparable to the J15R.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of IEBC.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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Sharpe Ratios by Period


IEBC.LJ15R.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.13

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.24

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.11

+0.33

Drawdowns

IEBC.L vs. J15R.L - Drawdown Comparison

The maximum IEBC.L drawdown since its inception was -21.31%, 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 IEBC.L and J15R.L.


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Drawdown Indicators


IEBC.LJ15R.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-16.15%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-3.35%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.92%

-3.35%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.80%

-10.32%

-6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

Current Drawdown

Current decline from peak

-3.97%

-1.85%

-2.12%

Average Drawdown

Average peak-to-trough decline

-6.66%

-7.53%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.31%

+0.20%

Volatility

IEBC.L vs. J15R.L - Volatility Comparison

iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) has a higher volatility of 1.37% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) at 1.27%. This indicates that IEBC.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


IEBC.LJ15R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.27%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.12%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

4.31%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

5.47%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

6.42%

+1.23%

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

IEBC.L has a 0.20% 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

IEBC.L vs. J15R.L - Dividend Comparison

IEBC.L's dividend yield for the trailing twelve months is around 3.85%, while J15R.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
3.85%3.76%4.10%2.89%0.94%0.97%0.93%1.30%1.09%1.72%1.94%1.22%
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


With a correlation of 0.95, IEBC.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 0.20% for IEBC.L.

IEBC.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: iShares and JPMorgan. Their fees differ too: 0.20% for IEBC.L and 0.04% for J15R.L.

Portfolio Optimizer

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