J15R.L vs. JR15.L
J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JR15.L (JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)) are both European Corporate Bonds funds from JPMorgan. J15R.L is passively managed, while JR15.L is actively managed. Over the past 5 years, J15R.L returned 0.96%/yr vs 0.94%/yr for JR15.L. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.04% expense ratio.
Performance
J15R.L vs. JR15.L - Performance Comparison
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Different Trading Currencies
J15R.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, J15R.L achieves a -2.18% return, which is significantly lower than JR15.L's -2.04% return.
J15R.L
- 1D
- 0.16%
- 1M
- -1.97%
- 6M
- -1.64%
- YTD
- -2.18%
- 1Y
- -0.14%
- 3Y*
- 4.11%
- 5Y*
- 0.96%
- 10Y*
- —
JR15.L
- 1D
- 0.06%
- 1M
- -2.01%
- 6M
- -1.72%
- YTD
- -2.04%
- 1Y
- -0.15%
- 3Y*
- 3.71%
- 5Y*
- 0.94%
- 10Y*
- —
J15R.L vs. JR15.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 | -2.18% | 8.88% | -0.40% | 4.16% | -2.63% | -6.93% | 6.49% | -3.37% | -9.60% |
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 J15R.L and JR15.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.82 |
The correlation between J15R.L and JR15.L has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
J15R.L vs. JR15.L — Risk / Return Rank
J15R.L
JR15.L
J15R.L vs. JR15.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 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.
| J15R.L | JR15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.00 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.04 | 0.00 |
| Martin ratioReturn relative to average drawdown | -0.09 | -0.10 | +0.01 |
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Drawdowns
J15R.L vs. JR15.L - Drawdown Comparison
The maximum J15R.L drawdown since its inception was -19.54%, which is greater than JR15.L's maximum drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for J15R.L and JR15.L.
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Drawdown Indicators
| J15R.L | JR15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.54% | -15.79% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.66% | -3.62% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -3.66% | -3.62% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -10.32% | -9.87% | -0.45% |
Current DrawdownCurrent decline from peak | -6.85% | -3.36% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -7.42% | -4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.46% | +0.09% |
Volatility
J15R.L vs. JR15.L - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) is 1.06%, 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 J15R.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
| J15R.L | JR15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 1.14% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.18% | 3.14% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.18% | 4.26% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 5.50% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.37% | 6.25% | +1.12% |
J15R.L vs. JR15.L - Expense Ratio Comparison
Both J15R.L and JR15.L have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
J15R.L vs. JR15.L - Dividend Comparison
Neither J15R.L nor JR15.L has paid dividends to shareholders.
Frequently Asked Questions
J15R.L and JR15.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.04% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
J15R.L and JR15.L have the same expense ratio: 0.04% per year.
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