J15R.L vs. CRPX.L
J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and CRPX.L (Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc) are both European Corporate Bonds funds - J15R.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while CRPX.L tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, J15R.L returned 1.30%/yr vs 0.04%/yr for CRPX.L. Their correlation of 0.93 suggests significant overlap in exposure. J15R.L charges 0.04%/yr vs 0.14%/yr for CRPX.L.
Performance
J15R.L vs. CRPX.L - Performance Comparison
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Different Trading Currencies
J15R.L is traded in GBP, while CRPX.L is traded in GBp. To make them comparable, the CRPX.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, J15R.L achieves a -0.52% return, which is significantly higher than CRPX.L's -0.58% return.
J15R.L
- 1D
- 0.23%
- 1M
- 0.89%
- YTD
- -0.52%
- 6M
- -0.43%
- 1Y
- 4.87%
- 3Y*
- 4.41%
- 5Y*
- 1.30%
- 10Y*
- —
CRPX.L
- 1D
- 0.24%
- 1M
- 0.97%
- YTD
- -0.58%
- 6M
- -0.54%
- 1Y
- 4.55%
- 3Y*
- 4.46%
- 5Y*
- 0.04%
- 10Y*
- 1.71%
J15R.L vs. CRPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
CRPX.L Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc | -0.58% | 8.33% | -0.65% | 4.98% | -8.55% | -7.58% | 8.23% | 0.81% | -0.18% |
Correlation
The correlation between J15R.L and CRPX.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 | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.93 |
The correlation between J15R.L and CRPX.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
J15R.L vs. CRPX.L — Risk / Return Rank
J15R.L
CRPX.L
J15R.L vs. CRPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) and Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.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.
| J15R.L | CRPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.15 | +0.29 |
| Martin ratioReturn relative to average drawdown | 3.71 | 3.01 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| J15R.L | CRPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.93 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.01 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.31 | -0.19 |
Drawdowns
J15R.L vs. CRPX.L - Drawdown Comparison
The maximum J15R.L drawdown since its inception was -16.15%, smaller than the maximum CRPX.L drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for J15R.L and CRPX.L.
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Drawdown Indicators
| J15R.L | CRPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -21.40% | +5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -3.94% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -3.35% | -3.94% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -10.32% | -16.71% | +6.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.40% | — |
Current DrawdownCurrent decline from peak | -1.85% | -6.95% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -8.36% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.51% | -0.20% |
Volatility
J15R.L vs. CRPX.L - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) is 1.27%, while Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) has a volatility of 1.48%. This indicates that J15R.L experiences smaller price fluctuations and is considered to be less risky than CRPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J15R.L | CRPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.48% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 3.66% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 4.85% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.47% | 6.21% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.42% | 7.94% | -1.52% |
J15R.L vs. CRPX.L - Expense Ratio Comparison
J15R.L has a 0.04% expense ratio, which is lower than CRPX.L's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
J15R.L vs. CRPX.L - Dividend Comparison
Neither J15R.L nor CRPX.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, J15R.L and CRPX.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 0.14% for CRPX.L.
J15R.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while CRPX.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.04% for J15R.L and 0.14% for CRPX.L.
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