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

Performance

IGCB.L vs. JRBE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.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

IGCB.L is traded in GBp, while JRBE.L is traded in GBP. To make them comparable, the JRBE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGCB.L achieves a -0.24% return, which is significantly higher than JRBE.L's -0.44% return.


IGCB.L

1D
0.24%
1M
1.78%
YTD
-0.24%
6M
0.09%
1Y
4.63%
3Y*
6.06%
5Y*
-0.66%
10Y*

JRBE.L

1D
0.22%
1M
1.03%
YTD
-0.44%
6M
-0.44%
1Y
4.85%
3Y*
4.75%
5Y*
0.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
-0.24%6.83%1.93%9.20%-18.57%-4.00%8.69%
JRBE.L
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
-0.44%8.52%-0.35%5.53%-8.30%-7.59%6.52%

Correlation

The correlation between IGCB.L and JRBE.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

0.42

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

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2020

0.42

The correlation between IGCB.L and JRBE.L shifts across timeframes, from 0.28 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IGCB.L
IGCB.L Risk / Return Rank: 2323
Overall Rank
IGCB.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IGCB.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
IGCB.L Omega Ratio Rank: 2222
Omega Ratio Rank
IGCB.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IGCB.L Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.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.


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

-0.24

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

1.15

1.22

-0.07

Martin ratioReturn relative to average drawdown

3.35

3.13

+0.22

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

The current IGCB.L Sharpe Ratio is 0.78, which is comparable to the JRBE.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IGCB.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


IGCB.LJRBE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.01

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.05

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.09

-0.07

Drawdowns

IGCB.L vs. JRBE.L - Drawdown Comparison

The maximum IGCB.L drawdown since its inception was -30.44%, which is greater than JRBE.L's maximum drawdown of -21.46%. Use the drawdown chart below to compare losses from any high point for IGCB.L and JRBE.L.


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Drawdown Indicators


IGCB.LJRBE.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-21.46%

-8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-3.97%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-3.97%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

-16.77%

-12.62%

Current Drawdown

Current decline from peak

-7.54%

-5.72%

-1.82%

Average Drawdown

Average peak-to-trough decline

-11.31%

-9.85%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.55%

-0.17%

Volatility

IGCB.L vs. JRBE.L - Volatility Comparison

Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) has a higher volatility of 2.17% compared to JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) at 1.46%. This indicates that IGCB.L's price experiences larger fluctuations and is considered to be riskier than JRBE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGCB.LJRBE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

1.46%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

3.67%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

4.76%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.65%

6.15%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%

7.10%

+0.63%

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

IGCB.L has a 0.10% 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

IGCB.L vs. JRBE.L - Dividend Comparison

IGCB.L's dividend yield for the trailing twelve months is around 5.27%, while JRBE.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
5.27%5.18%5.18%4.26%2.54%1.74%1.22%
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%

Frequently Asked Questions


IGCB.L and JRBE.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, 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 0.10% for IGCB.L.

IGCB.L tracks Markit iBoxx GBP NonGilts TR, while JRBE.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.10% for IGCB.L and 0.04% for JRBE.L.

Portfolio Optimizer

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