JR15.L vs. 0UCF.L
JR15.L (JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)) and 0UCF.L (iShares € Corp Bond Financials UCITS ETF EUR (Dist)) are both European Corporate Bonds funds. JR15.L is actively managed, while 0UCF.L is passively managed. Over the past 5 years, JR15.L returned 1.11%/yr vs 0.34%/yr for 0UCF.L. At a 0.18 correlation, their price movements are largely independent. JR15.L charges 0.04%/yr vs 0.20%/yr for 0UCF.L.
Performance
JR15.L vs. 0UCF.L - Performance Comparison
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Returns By Period
In the year-to-date period, JR15.L achieves a 0.45% return, which is significantly lower than 0UCF.L's 0.54% return.
JR15.L
- 1D
- -0.06%
- 1M
- -0.24%
- 6M
- 0.24%
- YTD
- 0.45%
- 1Y
- 1.52%
- 3Y*
- 4.16%
- 5Y*
- 1.11%
- 10Y*
- —
0UCF.L
- 1D
- 0.04%
- 1M
- -0.35%
- 6M
- 0.22%
- YTD
- 0.54%
- 1Y
- 1.28%
- 3Y*
- 5.02%
- 5Y*
- 0.34%
- 10Y*
- 1.07%
JR15.L vs. 0UCF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JR15.L JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) | 0.45% | 3.45% | 4.35% | 6.21% | -7.76% | -0.38% | 0.84% | 2.40% | 0.22% |
0UCF.L iShares € Corp Bond Financials UCITS ETF EUR (Dist) | 0.54% | 3.07% | 5.54% | 7.93% | -13.17% | 0.25% | 1.64% | 5.28% | 0.16% |
Correlation
The correlation between JR15.L and 0UCF.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.18 |
The correlation between JR15.L and 0UCF.L shifts across timeframes, from 0.14 (5 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JR15.L vs. 0UCF.L — Risk / Return Rank
JR15.L
0UCF.L
JR15.L vs. 0UCF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.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.
| JR15.L | 0UCF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.08 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.44 | +0.33 |
| Martin ratioReturn relative to average drawdown | 2.77 | 1.12 | +1.66 |
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Drawdowns
JR15.L vs. 0UCF.L - Drawdown Comparison
The maximum JR15.L drawdown since its inception was -10.19%, smaller than the maximum 0UCF.L drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for JR15.L and 0UCF.L.
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Drawdown Indicators
| JR15.L | 0UCF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.19% | -16.46% | +6.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.97% | -2.95% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -1.97% | -2.95% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -16.46% | +6.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.46% | — |
Current DrawdownCurrent decline from peak | -0.57% | -0.98% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -2.90% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 1.15% | -0.60% |
Volatility
JR15.L vs. 0UCF.L - Volatility Comparison
The current volatility for JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L) is 0.51%, while iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a volatility of 1.05%. This indicates that JR15.L experiences smaller price fluctuations and is considered to be less risky than 0UCF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JR15.L | 0UCF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 1.05% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 3.18% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 3.98% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 5.00% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 3.94% | -0.83% |
JR15.L vs. 0UCF.L - Expense Ratio Comparison
JR15.L has a 0.04% expense ratio, which is lower than 0UCF.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
JR15.L vs. 0UCF.L - Dividend Comparison
JR15.L has not paid dividends to shareholders, while 0UCF.L's dividend yield for the trailing twelve months is around 3.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0UCF.L iShares € Corp Bond Financials UCITS ETF EUR (Dist) | 3.18% | 3.08% | 2.94% | 2.42% | 1.00% | 0.75% | 0.98% | 0.55% | 1.10% | 1.12% | 1.52% | 1.70% |
JR15.L JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JR15.L and 0UCF.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JR15.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JR15.L is cheaper with a 0.04% expense ratio, compared with 0.20% for 0UCF.L.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JR15.L and 0.20% for 0UCF.L.
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