JEBP.L vs. VDPA.L
JEBP.L (JPMorgan ETFs Ireland ICAV - JPM EUR IG Corporate Bond Active UCITS ETF - GBP Hedged (acc)) and VDPA.L (Vanguard USD Corporate Bond UCITS ETF USD Accumulation) are both Corporate Bonds funds. JEBP.L is actively managed, while VDPA.L is passively managed. Over the past 3 years, JEBP.L returned 6.25%/yr vs 3.90%/yr for VDPA.L. At a 0.31 correlation, their price movements are largely independent.
Performance
JEBP.L vs. VDPA.L - Performance Comparison
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Different Trading Currencies
JEBP.L is traded in GBP, while VDPA.L is traded in USD. To make them comparable, the VDPA.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 1.37% return, which is significantly higher than VDPA.L's -0.44% return.
JEBP.L
- 1D
- -0.16%
- 1M
- -0.38%
- 6M
- 0.92%
- YTD
- 1.37%
- 1Y
- 3.55%
- 3Y*
- 6.25%
- 5Y*
- —
- 10Y*
- —
VDPA.L
- 1D
- -0.83%
- 1M
- -1.23%
- 6M
- -0.82%
- YTD
- -0.44%
- 1Y
- 3.66%
- 3Y*
- 3.90%
- 5Y*
- 0.60%
- 10Y*
- —
JEBP.L vs. VDPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JEBP.L JPMorgan ETFs Ireland ICAV - JPM EUR IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) | 1.37% | 5.22% | 5.89% | 9.18% | -12.18% | -0.52% |
VDPA.L Vanguard USD Corporate Bond UCITS ETF USD Accumulation | -0.44% | 0.11% | 4.61% | 2.66% | -4.76% | -0.59% |
Correlation
The correlation between JEBP.L and VDPA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.31 |
The correlation between JEBP.L and VDPA.L shifts across timeframes, from 0.22 (1 year) to 0.34 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JEBP.L vs. VDPA.L — Risk / Return Rank
JEBP.L
VDPA.L
JEBP.L vs. VDPA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM EUR IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) (JEBP.L) and Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.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 | VDPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.09 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.70 | +0.58 |
| Martin ratioReturn relative to average drawdown | 4.96 | 1.73 | +3.23 |
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Drawdowns
JEBP.L vs. VDPA.L - Drawdown Comparison
The maximum JEBP.L drawdown since its inception was -15.49%, roughly equal to the maximum VDPA.L drawdown of -14.91%. Use the drawdown chart below to compare losses from any high point for JEBP.L and VDPA.L.
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Drawdown Indicators
| JEBP.L | VDPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.49% | -14.91% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -5.20% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -9.14% | +6.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.59% | — |
Current DrawdownCurrent decline from peak | -0.81% | -4.36% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -6.62% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.11% | -1.42% |
Volatility
JEBP.L vs. VDPA.L - Volatility Comparison
The current volatility for JPMorgan ETFs Ireland ICAV - JPM EUR IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) (JEBP.L) is 0.76%, while Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) has a volatility of 2.25%. This indicates that JEBP.L experiences smaller price fluctuations and is considered to be less risky than VDPA.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 | VDPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 2.25% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 5.63% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 7.00% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.54% | 9.14% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.54% | 10.54% | -6.00% |
Dividends
JEBP.L vs. VDPA.L - Dividend Comparison
Neither JEBP.L nor VDPA.L has paid dividends to shareholders.
Frequently Asked Questions
JEBP.L and VDPA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: JPMorgan and Vanguard.
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