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IGBE.L vs. JR15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGBE.L vs. JR15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) and JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGBE.L is traded in GBp, while JR15.L is traded in EUR. To make them comparable, the JR15.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGBE.L achieves a -0.16% return, which is significantly higher than JR15.L's -2.04% return.


IGBE.L

1D
0.02%
1M
-0.89%
6M
-0.74%
YTD
-0.16%
1Y
4.00%
3Y*
6.21%
5Y*
-0.72%
10Y*

JR15.L

1D
0.06%
1M
-2.01%
6M
-1.72%
YTD
-2.04%
1Y
-0.15%
3Y*
3.71%
5Y*
0.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGBE.L vs. JR15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
-0.16%7.23%2.45%9.16%-18.23%-3.62%6.31%
JR15.L
JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)
-2.04%8.99%-0.40%4.09%-2.99%-6.28%7.34%

Correlation

The correlation between IGBE.L and JR15.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.28

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

0.28

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2020

0.25

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Return for Risk

IGBE.L vs. JR15.L — Risk / Return Rank

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

IGBE.L
IGBE.L Risk / Return Rank: 2727
Overall Rank
IGBE.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGBE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGBE.L Omega Ratio Rank: 2626
Omega Ratio Rank
IGBE.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
IGBE.L Martin Ratio Rank: 3030
Martin Ratio Rank

JR15.L
JR15.L Risk / Return Rank: 2727
Overall Rank
JR15.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JR15.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
JR15.L Omega Ratio Rank: 3030
Omega Ratio Rank
JR15.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
JR15.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.

IGBE.L vs. JR15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) and JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.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.


IGBE.LJR15.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.14

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

1.03

-0.04

+1.07

Martin ratioReturn relative to average drawdown

3.11

-0.10

+3.21

IGBE.L vs. JR15.L - Sharpe Ratio Comparison

The current IGBE.L Sharpe Ratio is 0.79, which is higher than the JR15.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of IGBE.L and JR15.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

IGBE.L vs. JR15.L - Drawdown Comparison

The maximum IGBE.L drawdown since its inception was -30.19%, which is greater than JR15.L's maximum drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for IGBE.L and JR15.L.


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Drawdown Indicators


IGBE.LJR15.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.19%

-15.79%

-14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-3.62%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-3.62%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-9.87%

-19.24%

Current Drawdown

Current decline from peak

-6.06%

-3.36%

-2.70%

Average Drawdown

Average peak-to-trough decline

-10.65%

-7.42%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.46%

-0.18%

Volatility

IGBE.L vs. JR15.L - Volatility Comparison

Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) has a higher volatility of 1.41% compared to JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L) at 1.14%. This indicates that IGBE.L's price experiences larger fluctuations and is considered to be riskier than JR15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGBE.LJR15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.14%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

3.14%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

4.26%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

5.50%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.56%

6.25%

+1.31%

IGBE.L vs. JR15.L - Expense Ratio Comparison

IGBE.L has a 0.10% expense ratio, which is higher than JR15.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

IGBE.L vs. JR15.L - Dividend Comparison

IGBE.L's dividend yield for the trailing twelve months is around 5.02%, while JR15.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
5.02%4.81%4.59%3.85%2.47%1.76%1.31%
JR15.L
JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGBE.L and JR15.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JR15.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JR15.L is cheaper with a 0.04% expense ratio, compared with 0.10% for IGBE.L.

They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.10% for IGBE.L and 0.04% for JR15.L.

Portfolio Optimizer

Find the right allocation for IGBE.L and JR15.L

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