J15R.L vs. SUOG.L
J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and SUOG.L (iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)) are both European Corporate Bonds funds - J15R.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while SUOG.L tracks the Bloomberg MSCI Euro Corporate ESG SRI Index. Both are passively managed. Over the past 5 years, J15R.L returned 0.96%/yr vs 1.27%/yr for SUOG.L. At a 0.18 correlation, their price movements are largely independent. J15R.L charges 0.04%/yr vs 0.16%/yr for SUOG.L.
Performance
J15R.L vs. SUOG.L - Performance Comparison
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Returns By Period
In the year-to-date period, J15R.L achieves a -2.18% return, which is significantly lower than SUOG.L's 1.37% 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*
- —
SUOG.L
- 1D
- 0.00%
- 1M
- -0.41%
- 6M
- 0.96%
- YTD
- 1.37%
- 1Y
- 3.25%
- 3Y*
- 5.85%
- 5Y*
- 1.27%
- 10Y*
- —
J15R.L vs. SUOG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | -6.95% |
SUOG.L iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) | 1.37% | 5.20% | 5.41% | 8.90% | -12.32% | -0.54% | 2.78% | -0.07% |
Correlation
The correlation between J15R.L and SUOG.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.18 |
The correlation between J15R.L and SUOG.L shifts across timeframes, from 0.18 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
J15R.L vs. SUOG.L — Risk / Return Rank
J15R.L
SUOG.L
J15R.L vs. SUOG.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 EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.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 | SUOG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.33 | -1.37 |
| Martin ratioReturn relative to average drawdown | -0.09 | 4.95 | -5.04 |
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Drawdowns
J15R.L vs. SUOG.L - Drawdown Comparison
The maximum J15R.L drawdown since its inception was -19.54%, which is greater than SUOG.L's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for J15R.L and SUOG.L.
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Drawdown Indicators
| J15R.L | SUOG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.54% | -16.15% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.66% | -2.43% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -3.66% | -2.43% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -10.32% | -16.15% | +5.83% |
Current DrawdownCurrent decline from peak | -6.85% | -0.82% | -6.03% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -4.07% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 0.65% | +0.90% |
Volatility
J15R.L vs. SUOG.L - Volatility Comparison
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) has a higher volatility of 1.06% compared to iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L) at 0.91%. This indicates that J15R.L's price experiences larger fluctuations and is considered to be riskier than SUOG.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 | SUOG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 0.91% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.18% | 2.85% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.18% | 3.48% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 4.67% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.37% | 5.40% | +1.97% |
J15R.L vs. SUOG.L - Expense Ratio Comparison
J15R.L has a 0.04% expense ratio, which is lower than SUOG.L's 0.16% 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. SUOG.L - Dividend Comparison
J15R.L has not paid dividends to shareholders, while SUOG.L's dividend yield for the trailing twelve months is around 3.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
SUOG.L iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) | 3.22% | 3.19% | 3.12% | 2.48% | 0.81% | 0.44% | 0.55% | 0.13% |
Frequently Asked Questions
J15R.L and SUOG.L have a correlation of 0.30, 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 0.16% for SUOG.L.
J15R.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while SUOG.L tracks Bloomberg MSCI Euro Corporate ESG SRI Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for J15R.L and 0.16% for SUOG.L.
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