J15R.L vs. IEAA.L
Compare and contrast key facts about JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L).
J15R.L and IEAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. J15R.L is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. It was launched on Dec 5, 2018. IEAA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Corp TR EUR. It was launched on Sep 21, 2017. Both J15R.L and IEAA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
J15R.L vs. IEAA.L - Performance Comparison
Loading graphics...
J15R.L vs. IEAA.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 | -0.81% | 8.88% | -0.40% | 4.16% | -2.63% | -6.93% | 6.49% | -3.37% | 0.59% |
IEAA.L iShares Core Euro Corporate Bond UCITS ETF (Acc) | -0.25% | 8.62% | -0.44% | 5.36% | -8.93% | -6.97% | 8.50% | 0.21% | 0.11% |
Different Trading Currencies
J15R.L is traded in GBP, while IEAA.L is traded in EUR. To make them comparable, the IEAA.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 -0.81% return, which is significantly lower than IEAA.L's -0.25% return.
J15R.L
- 1D
- 0.16%
- 1M
- -1.45%
- YTD
- -0.81%
- 6M
- 0.03%
- 1Y
- 6.45%
- 3Y*
- 3.81%
- 5Y*
- 1.41%
- 10Y*
- —
IEAA.L
- 1D
- 0.61%
- 1M
- -1.18%
- YTD
- -0.25%
- 6M
- 0.23%
- 1Y
- 7.16%
- 3Y*
- 4.13%
- 5Y*
- 0.32%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
J15R.L vs. IEAA.L - Expense Ratio Comparison
J15R.L has a 0.04% expense ratio, which is lower than IEAA.L's 0.20% 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%.
Return for Risk
J15R.L vs. IEAA.L — Risk / Return Rank
J15R.L
IEAA.L
J15R.L vs. IEAA.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 iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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 | IEAA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.31 | +0.05 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.97 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.97 | -0.08 |
Martin ratioReturn relative to average drawdown | 5.23 | 5.64 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| J15R.L | IEAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.31 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.05 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.09 | +0.01 |
Correlation
The correlation between J15R.L and IEAA.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
J15R.L vs. IEAA.L - Dividend Comparison
Neither J15R.L nor IEAA.L has paid dividends to shareholders.
Drawdowns
J15R.L vs. IEAA.L - Drawdown Comparison
The maximum J15R.L drawdown since its inception was -16.15%, smaller than the maximum IEAA.L drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for J15R.L and IEAA.L.
Loading graphics...
Drawdown Indicators
| J15R.L | IEAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -17.29% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -2.73% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -10.69% | -17.29% | +6.60% |
Current DrawdownCurrent decline from peak | -2.14% | -2.20% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -4.62% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 0.61% | +0.60% |
Volatility
J15R.L vs. IEAA.L - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) is 1.57%, while iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) has a volatility of 2.04%. This indicates that J15R.L experiences smaller price fluctuations and is considered to be less risky than IEAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| J15R.L | IEAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 2.04% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 3.55% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 5.42% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.54% | 6.35% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.47% | 6.94% | -0.47% |