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JEBP.L vs. XYLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEBP.L vs. XYLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan ETFs Ireland ICAV - JPM EUR IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) (JEBP.L) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEBP.L is traded in GBP, while XYLD.L is traded in USD. To make them comparable, the XYLD.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 XYLD.L's 0.47% return.


JEBP.L

1D
-0.16%
1M
-0.38%
6M
0.92%
YTD
1.37%
1Y
3.55%
3Y*
6.25%
5Y*
10Y*

XYLD.L

1D
-0.93%
1M
-0.93%
6M
0.21%
YTD
0.47%
1Y
2.82%
3Y*
3.98%
5Y*
1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEBP.L vs. XYLD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
0.47%-1.36%6.72%0.43%2.18%-0.33%

Correlation

The correlation between JEBP.L and XYLD.L is -0.07, 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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.01

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Return for Risk

JEBP.L vs. XYLD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEBP.L
JEBP.L Risk / Return Rank: 3737
Overall Rank
JEBP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JEBP.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
JEBP.L Omega Ratio Rank: 4141
Omega Ratio Rank
JEBP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEBP.L Martin Ratio Rank: 3939
Martin Ratio Rank

XYLD.L
XYLD.L Risk / Return Rank: 8383
Overall Rank
XYLD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 8080
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEBP.L vs. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.LXYLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratioReturn relative to maximum drawdown

1.28

0.56

+0.72

Martin ratioReturn relative to average drawdown

4.96

1.57

+3.39

JEBP.L vs. XYLD.L - Sharpe Ratio Comparison

The current JEBP.L Sharpe Ratio is 1.10, which is higher than the XYLD.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of JEBP.L and XYLD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JEBP.L vs. XYLD.L - Drawdown Comparison

The maximum JEBP.L drawdown since its inception was -15.49%, roughly equal to the maximum XYLD.L drawdown of -15.49%. Use the drawdown chart below to compare losses from any high point for JEBP.L and XYLD.L.


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Drawdown Indicators


JEBP.LXYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-15.49%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-5.01%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-2.68%

-8.75%

+6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.49%

Current Drawdown

Current decline from peak

-0.81%

-4.77%

+3.96%

Average Drawdown

Average peak-to-trough decline

-4.90%

-5.18%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.79%

-1.10%

Volatility

JEBP.L vs. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) has a volatility of 2.10%. This indicates that JEBP.L experiences smaller price fluctuations and is considered to be less risky than XYLD.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.LXYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

2.10%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

4.94%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

6.36%

-3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.54%

8.23%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

9.30%

-4.76%

Dividends

JEBP.L vs. XYLD.L - Dividend Comparison

JEBP.L has not paid dividends to shareholders, while XYLD.L's dividend yield for the trailing twelve months is around 3.76%.


PositionTTM202520242023202220212020
JEBP.L
JPMorgan ETFs Ireland ICAV - JPM EUR IG Corporate Bond Active UCITS ETF - GBP Hedged (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.76%3.61%3.34%2.88%6.03%3.88%3.78%

Frequently Asked Questions


JEBP.L and XYLD.L have a correlation of -0.07, 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 Xtrackers.

Portfolio Optimizer

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