IS15.L vs. JR15.L
IS15.L (iShares GBP Corporate Bond 0-5yr UCITS ETF) and JR15.L (JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)) are both European Corporate Bonds funds. IS15.L is passively managed, while JR15.L is actively managed. Over the past 5 years, IS15.L returned 2.44%/yr vs 0.94%/yr for JR15.L. At a 0.21 correlation, their price movements are largely independent. IS15.L charges 0.20%/yr vs 0.04%/yr for JR15.L.
Performance
IS15.L vs. JR15.L - Performance Comparison
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Different Trading Currencies
IS15.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, IS15.L achieves a 1.21% return, which is significantly higher than JR15.L's -2.04% return.
IS15.L
- 1D
- 0.21%
- 1M
- 0.07%
- 6M
- 0.86%
- YTD
- 1.21%
- 1Y
- 4.04%
- 3Y*
- 6.32%
- 5Y*
- 2.44%
- 10Y*
- 2.25%
JR15.L
- 1D
- 0.06%
- 1M
- -2.01%
- 6M
- -1.72%
- YTD
- -2.04%
- 1Y
- -0.15%
- 3Y*
- 3.71%
- 5Y*
- 0.94%
- 10Y*
- —
IS15.L vs. JR15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS15.L iShares GBP Corporate Bond 0-5yr UCITS ETF | 1.21% | 6.24% | 4.89% | 7.16% | -6.09% | -0.84% | 3.38% | 4.54% | 0.05% |
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% | 6.54% | -3.41% | 0.92% |
Correlation
The correlation between IS15.L and JR15.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.21 |
The correlation between IS15.L and JR15.L shifts across timeframes, from 0.21 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS15.L vs. JR15.L — Risk / Return Rank
IS15.L
JR15.L
IS15.L vs. JR15.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.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.
| IS15.L | JR15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.00 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | -0.04 | +2.12 |
| Martin ratioReturn relative to average drawdown | 7.90 | -0.10 | +8.00 |
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Drawdowns
IS15.L vs. JR15.L - Drawdown Comparison
The maximum IS15.L drawdown since its inception was -12.18%, smaller than the maximum JR15.L drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for IS15.L and JR15.L.
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Drawdown Indicators
| IS15.L | JR15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.18% | -15.79% | +3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -1.94% | -3.62% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -1.94% | -3.62% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -12.18% | -9.87% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -12.18% | — | — |
Current DrawdownCurrent decline from peak | -0.23% | -3.36% | +3.13% |
Average DrawdownAverage peak-to-trough decline | -1.12% | -7.42% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 1.46% | -0.95% |
Volatility
IS15.L vs. JR15.L - Volatility Comparison
The current volatility for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) is 0.82%, while JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L) has a volatility of 1.14%. This indicates that IS15.L experiences smaller price fluctuations and is considered to be less risky 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
| IS15.L | JR15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 1.14% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.45% | 3.14% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.68% | 4.26% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.32% | 5.50% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 6.25% | -3.12% |
IS15.L vs. JR15.L - Expense Ratio Comparison
IS15.L has a 0.20% 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
IS15.L vs. JR15.L - Dividend Comparison
IS15.L's dividend yield for the trailing twelve months is around 4.51%, while JR15.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS15.L iShares GBP Corporate Bond 0-5yr UCITS ETF | 4.51% | 4.35% | 4.06% | 3.05% | 1.80% | 1.72% | 1.81% | 2.03% | 2.08% | 2.15% | 2.55% | 2.91% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS15.L and JR15.L have a correlation of 0.41, 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 0.20% for IS15.L.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IS15.L and 0.04% for JR15.L.
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