JIBG.L vs. FLOS.L
JIBG.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and FLOS.L (iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - JIBG.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while FLOS.L is a Ultra Short-Term Bonds fund tracking the Bloomberg US Floating Rate Note <5 Years Index. Both are passively managed. Over the past 5 years, JIBG.L returned 0.48%/yr vs 4.00%/yr for FLOS.L. At a correlation of -0.02, they often move in opposite directions. JIBG.L charges 0.19%/yr vs 0.12%/yr for FLOS.L.
Performance
JIBG.L vs. FLOS.L - Performance Comparison
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Different Trading Currencies
JIBG.L is traded in GBP, while FLOS.L is traded in GBp. To make them comparable, the FLOS.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JIBG.L achieves a -0.16% return, which is significantly lower than FLOS.L's 2.34% return.
JIBG.L
- 1D
- 0.07%
- 1M
- -1.32%
- 6M
- -0.65%
- YTD
- -0.16%
- 1Y
- 4.06%
- 3Y*
- 3.94%
- 5Y*
- 0.48%
- 10Y*
- —
FLOS.L
- 1D
- -0.06%
- 1M
- 0.33%
- 6M
- 2.02%
- YTD
- 2.34%
- 1Y
- 4.51%
- 3Y*
- 5.40%
- 5Y*
- 4.00%
- 10Y*
- —
JIBG.L vs. FLOS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | -0.16% | 0.49% | 3.97% | 2.30% | -5.70% | -0.65% | -24.58% |
FLOS.L iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) | 2.34% | 4.78% | 6.24% | 6.00% | 0.83% | 0.10% | 0.27% |
Correlation
The correlation between JIBG.L and FLOS.L is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2020 | -0.02 |
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Return for Risk
JIBG.L vs. FLOS.L — Risk / Return Rank
JIBG.L
FLOS.L
JIBG.L vs. FLOS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) and iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.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.
| JIBG.L | FLOS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.39 | ||
| Sortino ratioReturn per unit of downside risk | -6.22 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.98 | -0.84 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 15.59 | -14.55 |
| Martin ratioReturn relative to average drawdown | 2.49 | 78.69 | -76.20 |
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Drawdowns
JIBG.L vs. FLOS.L - Drawdown Comparison
The maximum JIBG.L drawdown since its inception was -33.28%, which is greater than FLOS.L's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for JIBG.L and FLOS.L.
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Drawdown Indicators
| JIBG.L | FLOS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.28% | -14.78% | -18.50% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -0.29% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -8.67% | -1.46% | -7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -12.77% | -2.13% | -10.64% |
Current DrawdownCurrent decline from peak | -24.96% | -0.11% | -24.85% |
Average DrawdownAverage peak-to-trough decline | -27.37% | -0.25% | -27.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 0.06% | +1.88% |
Volatility
JIBG.L vs. FLOS.L - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) has a higher volatility of 2.11% compared to iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) at 0.23%. This indicates that JIBG.L's price experiences larger fluctuations and is considered to be riskier than FLOS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIBG.L | FLOS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 0.23% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 0.81% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.08% | 1.08% | +5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.95% | 1.68% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | 3.36% | +9.59% |
JIBG.L vs. FLOS.L - Expense Ratio Comparison
JIBG.L has a 0.19% expense ratio, which is higher than FLOS.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JIBG.L vs. FLOS.L - Dividend Comparison
JIBG.L's dividend yield for the trailing twelve months is around 5.61%, more than FLOS.L's 4.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FLOS.L iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) | 4.68% | 5.02% | 5.93% | 5.46% | 1.50% | 0.57% | 1.62% | 2.95% | 2.27% |
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 5.61% | 4.93% | 5.37% | 4.10% | 3.94% | 6.87% | 0.10% | 0.00% | 0.00% |
Frequently Asked Questions
JIBG.L and FLOS.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLOS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLOS.L is cheaper with a 0.12% expense ratio, compared with 0.19% for JIBG.L.
JIBG.L is categorized as Corporate Bonds, while FLOS.L is Ultra Short-Term Bonds. JIBG.L tracks Bloomberg US Corp Bond TR USD, while FLOS.L tracks Bloomberg US Floating Rate Note <5 Years Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JIBG.L and 0.12% for FLOS.L.
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