JEBP.L vs. JRUB.L
JEBP.L (JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)) and JRUB.L (JPM USD IG Corporate Bond Active UCITS ETF USD (Acc)) are both Corporate Bonds funds from JPMorgan. Both are actively managed. Over the past 3 years, JEBP.L returned 6.06%/yr vs 3.68%/yr for JRUB.L. At a 0.36 correlation, their price movements are largely independent. JEBP.L charges 0.04%/yr vs 0.19%/yr for JRUB.L.
Performance
JEBP.L vs. JRUB.L - Performance Comparison
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Different Trading Currencies
JEBP.L is traded in GBP, while JRUB.L is traded in USD. To make them comparable, the JRUB.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEBP.L achieves a 1.36% return, which is significantly higher than JRUB.L's 0.16% return.
JEBP.L
- 1D
- -0.03%
- 1M
- -0.37%
- 6M
- 0.94%
- YTD
- 1.36%
- 1Y
- 3.33%
- 3Y*
- 6.06%
- 5Y*
- —
- 10Y*
- —
JRUB.L
- 1D
- 0.21%
- 1M
- -1.95%
- 6M
- -0.51%
- YTD
- 0.16%
- 1Y
- 4.34%
- 3Y*
- 3.68%
- 5Y*
- 0.52%
- 10Y*
- —
JEBP.L vs. JRUB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JEBP.L JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) | 1.36% | 5.22% | 5.89% | 9.18% | -12.18% | -0.52% |
JRUB.L JPM USD IG Corporate Bond Active UCITS ETF USD (Acc) | 0.16% | 0.07% | 4.18% | 2.82% | -5.51% | -0.65% |
Correlation
The correlation between JEBP.L and JRUB.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.36 |
The correlation between JEBP.L and JRUB.L shifts across timeframes, from 0.26 (1 year) to 0.38 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JEBP.L vs. JRUB.L — Risk / Return Rank
JEBP.L
JRUB.L
JEBP.L vs. JRUB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) and JPM USD IG Corporate Bond Active UCITS ETF USD (Acc) (JRUB.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.
| JEBP.L | JRUB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.85 | +0.39 |
| Martin ratioReturn relative to average drawdown | 4.79 | 2.09 | +2.70 |
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Drawdowns
JEBP.L vs. JRUB.L - Drawdown Comparison
The maximum JEBP.L drawdown since its inception was -15.49%, smaller than the maximum JRUB.L drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for JEBP.L and JRUB.L.
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Drawdown Indicators
| JEBP.L | JRUB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.49% | -16.95% | +1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -5.08% | +2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -9.13% | +6.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.70% | — |
Current DrawdownCurrent decline from peak | -0.81% | -6.21% | +5.40% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -7.90% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.07% | -1.38% |
Volatility
JEBP.L vs. JRUB.L - Volatility Comparison
The current volatility for JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) is 0.76%, while JPM USD IG Corporate Bond Active UCITS ETF USD (Acc) (JRUB.L) has a volatility of 1.92%. This indicates that JEBP.L experiences smaller price fluctuations and is considered to be less risky than JRUB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEBP.L | JRUB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 1.92% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 5.35% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 6.77% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.54% | 9.55% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.54% | 10.02% | -5.48% |
JEBP.L vs. JRUB.L - Expense Ratio Comparison
JEBP.L has a 0.04% expense ratio, which is lower than JRUB.L's 0.19% 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
JEBP.L vs. JRUB.L - Dividend Comparison
Neither JEBP.L nor JRUB.L has paid dividends to shareholders.
Frequently Asked Questions
JEBP.L and JRUB.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEBP.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEBP.L is cheaper with a 0.04% expense ratio, compared with 0.19% for JRUB.L.
Their fees differ too: 0.04% for JEBP.L and 0.19% for JRUB.L.
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