JIBG.L vs. IGSD.L
JIBG.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and IGSD.L (iShares USD Short Duration Corporate Bond UCITS ETF (Dist)) are both Corporate Bonds funds - JIBG.L tracks the Bloomberg US Corp Bond TR USD while IGSD.L tracks the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 5 years, JIBG.L returned 1.59%/yr vs 3.59%/yr for IGSD.L. A 0.77 correlation means they provide meaningful diversification when combined. JIBG.L charges 0.19%/yr vs 0.20%/yr for IGSD.L.
Performance
JIBG.L vs. IGSD.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JIBG.L having a 3.34% return and IGSD.L slightly lower at 3.20%.
JIBG.L
- 1D
- 0.78%
- 1M
- 3.64%
- YTD
- 3.34%
- 6M
- 4.08%
- 1Y
- 9.29%
- 3Y*
- 4.15%
- 5Y*
- 1.59%
- 10Y*
- —
IGSD.L
- 1D
- 0.41%
- 1M
- 2.62%
- YTD
- 3.20%
- 6M
- 3.81%
- 1Y
- 7.60%
- 3Y*
- 4.10%
- 5Y*
- 3.59%
- 10Y*
- 2.90%
JIBG.L vs. IGSD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 3.34% | 0.49% | 3.97% | 2.30% | -5.70% | -0.65% | -24.58% |
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 3.20% | -1.18% | 6.71% | -0.12% | 6.93% | 0.55% | -3.69% |
Correlation
The correlation between JIBG.L and IGSD.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2020 | 0.77 |
The correlation between JIBG.L and IGSD.L has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
JIBG.L vs. IGSD.L — Risk / Return Rank
JIBG.L
IGSD.L
JIBG.L vs. IGSD.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 USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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 | IGSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.76 | +0.23 |
| Martin ratioReturn relative to average drawdown | 4.99 | 4.70 | +0.29 |
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Drawdowns
JIBG.L vs. IGSD.L - Drawdown Comparison
The maximum JIBG.L drawdown since its inception was -33.28%, smaller than the maximum IGSD.L drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for JIBG.L and IGSD.L.
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Drawdown Indicators
| JIBG.L | IGSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.28% | -40.69% | +7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -4.30% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -8.67% | -8.55% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -12.77% | -15.09% | +2.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.09% | — |
Current DrawdownCurrent decline from peak | -22.33% | -1.57% | -20.76% |
Average DrawdownAverage peak-to-trough decline | -27.41% | -16.19% | -11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.61% | +0.25% |
Volatility
JIBG.L vs. IGSD.L - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) has a higher volatility of 1.77% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) at 1.54%. This indicates that JIBG.L's price experiences larger fluctuations and is considered to be riskier than IGSD.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 | IGSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.54% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 4.44% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 6.04% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 7.82% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.01% | 8.65% | +4.36% |
JIBG.L vs. IGSD.L - Expense Ratio Comparison
JIBG.L has a 0.19% expense ratio, which is lower than IGSD.L's 0.20% 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
JIBG.L vs. IGSD.L - Dividend Comparison
JIBG.L's dividend yield for the trailing twelve months is around 5.13%, more than IGSD.L's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 4.33% | 4.35% | 3.94% | 3.16% | 1.82% | 1.46% | 2.26% | 2.71% | 2.22% | 1.92% | 1.60% | 1.38% |
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 5.13% | 4.93% | 5.37% | 4.10% | 3.94% | 6.87% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JIBG.L and IGSD.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JIBG.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JIBG.L is cheaper with a 0.19% expense ratio, compared with 0.20% for IGSD.L.
JIBG.L tracks Bloomberg US Corp Bond TR USD, while IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: JPMorgan and BlackRock. Their fees differ too: 0.19% for JIBG.L and 0.20% for IGSD.L.
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