JIBG.L vs. JRBU.L
JIBG.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and JRBU.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds from JPMorgan tracking the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 5 years, JIBG.L returned 1.59%/yr vs 1.61%/yr for JRBU.L. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.19% expense ratio.
Performance
JIBG.L vs. JRBU.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 JRBU.L slightly lower at 3.28%.
JIBG.L
- 1D
- 0.78%
- 1M
- 3.64%
- YTD
- 3.34%
- 6M
- 4.08%
- 1Y
- 9.29%
- 3Y*
- 4.15%
- 5Y*
- 1.59%
- 10Y*
- —
JRBU.L
- 1D
- 0.76%
- 1M
- 3.60%
- YTD
- 3.28%
- 6M
- 4.03%
- 1Y
- 9.24%
- 3Y*
- 4.14%
- 5Y*
- 1.61%
- 10Y*
- —
JIBG.L vs. JRBU.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% |
JRBU.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 3.28% | 0.49% | 3.98% | 2.31% | -5.58% | -0.42% | -2.35% |
Correlation
The correlation between JIBG.L and JRBU.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2020 | 0.98 |
The correlation between JIBG.L and JRBU.L has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
JIBG.L vs. JRBU.L — Risk / Return Rank
JIBG.L
JRBU.L
JIBG.L vs. JRBU.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.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 | JRBU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.99 | +0.01 |
| Martin ratioReturn relative to average drawdown | 4.99 | 4.91 | +0.08 |
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Drawdowns
JIBG.L vs. JRBU.L - Drawdown Comparison
The maximum JIBG.L drawdown since its inception was -33.28%, which is greater than JRBU.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for JIBG.L and JRBU.L.
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Drawdown Indicators
| JIBG.L | JRBU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.28% | -22.42% | -10.86% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -4.63% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -8.67% | -8.72% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -12.77% | -12.81% | +0.04% |
Current DrawdownCurrent decline from peak | -22.33% | -3.74% | -18.59% |
Average DrawdownAverage peak-to-trough decline | -27.41% | -10.24% | -17.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.88% | -0.02% |
Volatility
JIBG.L vs. JRBU.L - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) have volatilities of 1.77% and 1.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIBG.L | JRBU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.76% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 4.64% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 6.18% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 9.06% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.01% | 12.40% | +0.61% |
JIBG.L vs. JRBU.L - Expense Ratio Comparison
Both JIBG.L and JRBU.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JIBG.L vs. JRBU.L - Dividend Comparison
JIBG.L's dividend yield for the trailing twelve months is around 5.13%, while JRBU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
JRBU.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, JIBG.L and JRBU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JIBG.L and JRBU.L have the same expense ratio: 0.19% per year.
Both ETFs track Bloomberg US Corp Bond TR USD.
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