JEBP.L vs. JRUP.L
JEBP.L (JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)) and JRUP.L (JPM USD IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)) are both Corporate Bonds funds from JPMorgan. Both are actively managed. Over the past 3 years, JEBP.L returned 6.06%/yr vs 4.65%/yr for JRUP.L. A 0.70 correlation means they provide meaningful diversification when combined. JEBP.L charges 0.04%/yr vs 0.19%/yr for JRUP.L.
Performance
JEBP.L vs. JRUP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEBP.L achieves a 1.36% return, which is significantly higher than JRUP.L's -0.08% return.
JEBP.L
- 1D
- -0.03%
- 1M
- -0.37%
- 6M
- 0.94%
- YTD
- 1.36%
- 1Y
- 3.33%
- 3Y*
- 6.06%
- 5Y*
- —
- 10Y*
- —
JRUP.L
- 1D
- -0.01%
- 1M
- -0.77%
- 6M
- -0.01%
- YTD
- -0.08%
- 1Y
- 4.38%
- 3Y*
- 4.65%
- 5Y*
- —
- 10Y*
- —
JEBP.L vs. JRUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEBP.L JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) | 1.36% | 5.22% | 5.89% | 9.18% | -11.30% |
JRUP.L JPM USD IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) | -0.08% | 7.47% | 2.11% | 7.12% | -14.19% |
Correlation
The correlation between JEBP.L and JRUP.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2022 | 0.70 |
The correlation between JEBP.L and JRUP.L has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
JEBP.L vs. JRUP.L — Risk / Return Rank
JEBP.L
JRUP.L
JEBP.L vs. JRUP.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 GBP Hedged (Acc) (JRUP.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 | JRUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.58 | -0.34 |
| Martin ratioReturn relative to average drawdown | 4.79 | 4.66 | +0.13 |
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Drawdowns
JEBP.L vs. JRUP.L - Drawdown Comparison
The maximum JEBP.L drawdown since its inception was -15.49%, smaller than the maximum JRUP.L drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for JEBP.L and JRUP.L.
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Drawdown Indicators
| JEBP.L | JRUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.49% | -19.44% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -2.99% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -6.20% | +3.52% |
Current DrawdownCurrent decline from peak | -0.81% | -1.47% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -7.59% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 1.02% | -0.33% |
Volatility
JEBP.L vs. JRUP.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 GBP Hedged (Acc) (JRUP.L) has a volatility of 1.01%. This indicates that JEBP.L experiences smaller price fluctuations and is considered to be less risky than JRUP.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 | JRUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 1.01% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 3.37% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 4.48% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.54% | 7.81% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.54% | 7.81% | -3.27% |
JEBP.L vs. JRUP.L - Expense Ratio Comparison
JEBP.L has a 0.04% expense ratio, which is lower than JRUP.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. JRUP.L - Dividend Comparison
Neither JEBP.L nor JRUP.L has paid dividends to shareholders.
Frequently Asked Questions
JEBP.L and JRUP.L have a correlation of 0.72, 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 JRUP.L.
Their fees differ too: 0.04% for JEBP.L and 0.19% for JRUP.L.
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