J15R.L vs. ISXF.L
J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and ISXF.L (iShares GBP Corporate Bond ex-Financials UCITS ETF) are both European Corporate Bonds funds - J15R.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while ISXF.L tracks the Markit iBoxx GBP NonGilts TR. Both are passively managed. Over the past 5 years, J15R.L returned 1.30%/yr vs -1.41%/yr for ISXF.L. At a 0.27 correlation, their price movements are largely independent. J15R.L charges 0.04%/yr vs 0.20%/yr for ISXF.L.
Performance
J15R.L vs. ISXF.L - Performance Comparison
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Returns By Period
In the year-to-date period, J15R.L achieves a -0.52% return, which is significantly higher than ISXF.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*
- —
ISXF.L
- 1D
- 0.33%
- 1M
- 2.17%
- YTD
- -0.58%
- 6M
- -0.21%
- 1Y
- 4.58%
- 3Y*
- 5.20%
- 5Y*
- -1.41%
- 10Y*
- 1.39%
J15R.L vs. ISXF.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% |
ISXF.L iShares GBP Corporate Bond ex-Financials UCITS ETF | -0.58% | 6.93% | -0.18% | 8.72% | -19.96% | -4.01% | 8.54% | 11.27% | -0.01% |
Correlation
The correlation between J15R.L and ISXF.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.27 |
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Return for Risk
J15R.L vs. ISXF.L — Risk / Return Rank
J15R.L
ISXF.L
J15R.L vs. ISXF.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 GBP Corporate Bond ex-Financials UCITS ETF (ISXF.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 | ISXF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.97 | +0.48 |
| Martin ratioReturn relative to average drawdown | 3.71 | 2.74 | +0.97 |
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 | ISXF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.79 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.18 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.54 | -0.42 |
Drawdowns
J15R.L vs. ISXF.L - Drawdown Comparison
The maximum J15R.L drawdown since its inception was -16.15%, smaller than the maximum ISXF.L drawdown of -32.38%. Use the drawdown chart below to compare losses from any high point for J15R.L and ISXF.L.
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Drawdown Indicators
| J15R.L | ISXF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -32.38% | +16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -4.73% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -3.35% | -4.73% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -10.32% | -31.23% | +20.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.38% | — |
Current DrawdownCurrent decline from peak | -1.85% | -11.65% | +9.80% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -6.57% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.67% | -0.36% |
Volatility
J15R.L vs. ISXF.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 iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) has a volatility of 2.43%. This indicates that J15R.L experiences smaller price fluctuations and is considered to be less risky than ISXF.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 | ISXF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 2.43% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 5.10% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 5.77% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.47% | 7.92% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.42% | 7.28% | -0.86% |
J15R.L vs. ISXF.L - Expense Ratio Comparison
J15R.L has a 0.04% expense ratio, which is lower than ISXF.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%.
Dividends
J15R.L vs. ISXF.L - Dividend Comparison
J15R.L has not paid dividends to shareholders, while ISXF.L's dividend yield for the trailing twelve months is around 4.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISXF.L iShares GBP Corporate Bond ex-Financials UCITS ETF | 4.54% | 4.23% | 3.97% | 3.15% | 2.93% | 2.31% | 2.30% | 2.66% | 2.87% | 2.87% | 3.48% | 1.95% |
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 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
J15R.L and ISXF.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for ISXF.L.
J15R.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while ISXF.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for J15R.L and 0.20% for ISXF.L.
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