JIBG.L vs. LCRP.L
JIBG.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and LCRP.L (SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF) are both Corporate Bonds funds tracking the Bloomberg US Corp Bond TR USD, from JPMorgan and State Street respectively. Both are passively managed. Their correlation of 0.87 suggests significant overlap in exposure. JIBG.L charges 0.19%/yr vs 0.12%/yr for LCRP.L.
Performance
JIBG.L vs. LCRP.L - Performance Comparison
Loading charts...
Returns By Period
JIBG.L
- 1D
- -0.07%
- 1M
- -0.64%
- 6M
- 0.06%
- YTD
- 0.28%
- 1Y
- 4.79%
- 3Y*
- 4.09%
- 5Y*
- 0.69%
- 10Y*
- —
LCRP.L
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JIBG.L vs. LCRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.28% | 0.49% | 3.97% | 2.30% | -5.70% | -0.65% | -24.58% |
LCRP.L SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF | 0.00% | -1.14% | 0.54% | 4.58% | -16.55% | -0.09% | 0.17% |
Correlation
The correlation between JIBG.L and LCRP.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2020 | 0.87 |
Over the past year, the correlation between JIBG.L and LCRP.L has dropped to 0.52 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JIBG.L vs. LCRP.L — Risk / Return Rank
JIBG.L
LCRP.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JIBG.L vs. LCRP.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 SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.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 | LCRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | — | — |
| Martin ratioReturn relative to average drawdown | 2.60 | — | — |
Loading charts...
Drawdowns
JIBG.L vs. LCRP.L - Drawdown Comparison
Loading charts...
Drawdown Indicators
| JIBG.L | LCRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.28% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -8.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.77% | — | — |
Current DrawdownCurrent decline from peak | -24.63% | — | — |
Average DrawdownAverage peak-to-trough decline | -27.37% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | — | — |
Volatility
JIBG.L vs. LCRP.L - Volatility Comparison
Loading charts...
Volatility by Period
| JIBG.L | LCRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.95% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.95% | — | — |
JIBG.L vs. LCRP.L - Expense Ratio Comparison
JIBG.L has a 0.19% expense ratio, which is higher than LCRP.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. LCRP.L - Dividend Comparison
JIBG.L's dividend yield for the trailing twelve months is around 5.59%, more than LCRP.L's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 5.59% | 4.93% | 5.37% | 4.10% | 3.94% | 6.87% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
LCRP.L SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF | 2.75% | 5.64% | 5.14% | 4.64% | 4.38% | 3.29% | 3.49% | 3.80% | 3.94% | 4.36% | 2.52% |
Frequently Asked Questions
JIBG.L and LCRP.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCRP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCRP.L is cheaper with a 0.12% expense ratio, compared with 0.19% for JIBG.L.
Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.19% for JIBG.L and 0.12% for LCRP.L.
Find the right allocation for JIBG.L and LCRP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer