J15R.L vs. SUKC.L
J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and SUKC.L (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) are both European Corporate Bonds funds - J15R.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while SUKC.L tracks the Markit iBoxx GBP NonGilts 1-5 TR. Both are passively managed. Over the past 5 years, J15R.L returned 1.30%/yr vs 1.49%/yr for SUKC.L. At a 0.17 correlation, their price movements are largely independent. J15R.L charges 0.04%/yr vs 0.20%/yr for SUKC.L.
Performance
J15R.L vs. SUKC.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 SUKC.L's -1.46% 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*
- —
SUKC.L
- 1D
- 0.21%
- 1M
- 1.11%
- YTD
- -1.46%
- 6M
- -1.58%
- 1Y
- -0.24%
- 3Y*
- 4.56%
- 5Y*
- 1.49%
- 10Y*
- 1.84%
J15R.L vs. SUKC.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% |
SUKC.L SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | -1.46% | 3.90% | 4.82% | 7.17% | -5.78% | -0.79% | 3.08% | 4.66% | 0.20% |
Correlation
The correlation between J15R.L and SUKC.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.17 |
The correlation between J15R.L and SUKC.L shifts across timeframes, from 0.03 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
J15R.L vs. SUKC.L — Risk / Return Rank
J15R.L
SUKC.L
J15R.L vs. SUKC.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 SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.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 | SUKC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.00 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | -0.06 | +1.51 |
| Martin ratioReturn relative to average drawdown | 3.71 | -0.12 | +3.83 |
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 | SUKC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | -0.03 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.32 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.49 | -0.38 |
Drawdowns
J15R.L vs. SUKC.L - Drawdown Comparison
The maximum J15R.L drawdown since its inception was -16.15%, which is greater than SUKC.L's maximum drawdown of -11.63%. Use the drawdown chart below to compare losses from any high point for J15R.L and SUKC.L.
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Drawdown Indicators
| J15R.L | SUKC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -11.63% | -4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -3.75% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -3.35% | -3.75% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -10.32% | -11.63% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.63% | — |
Current DrawdownCurrent decline from peak | -1.85% | -2.11% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -1.41% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 2.02% | -0.71% |
Volatility
J15R.L vs. SUKC.L - Volatility Comparison
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) has a higher volatility of 1.27% compared to SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) at 1.17%. This indicates that J15R.L's price experiences larger fluctuations and is considered to be riskier than SUKC.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 | SUKC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.17% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 4.45% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 6.88% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.47% | 4.72% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.42% | 4.63% | +1.79% |
J15R.L vs. SUKC.L - Expense Ratio Comparison
J15R.L has a 0.04% expense ratio, which is lower than SUKC.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. SUKC.L - Dividend Comparison
Neither J15R.L nor SUKC.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SUKC.L SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 0.00% | 2.29% | 4.41% | 3.05% | 1.76% | 1.77% | 1.97% | 1.93% | 1.88% | 2.44% | 2.40% | 2.55% |
Frequently Asked Questions
J15R.L and SUKC.L have a correlation of 0.03, 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 SUKC.L.
J15R.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.04% for J15R.L and 0.20% for SUKC.L.
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