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JR15.L vs. HYGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JR15.L vs. HYGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L) and iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JR15.L is traded in EUR, while HYGU.L is traded in USD. To make them comparable, the HYGU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JR15.L achieves a 0.45% return, which is significantly lower than HYGU.L's 4.81% 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*

HYGU.L

1D
-0.10%
1M
0.69%
6M
3.50%
YTD
4.81%
1Y
6.54%
3Y*
7.35%
5Y*
5.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JR15.L vs. HYGU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
HYGU.L
iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc)
4.81%-5.49%14.37%10.15%-1.38%11.48%-6.26%15.37%-1.10%

Correlation

The correlation between JR15.L and HYGU.L is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2018

0.22

The correlation between JR15.L and HYGU.L shifts across timeframes, from 0.08 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JR15.L vs. HYGU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JR15.L
JR15.L Risk / Return Rank: 2727
Overall Rank
JR15.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JR15.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
JR15.L Omega Ratio Rank: 3030
Omega Ratio Rank
JR15.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
JR15.L Martin Ratio Rank: 2727
Martin Ratio Rank

HYGU.L
HYGU.L Risk / Return Rank: 6464
Overall Rank
HYGU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HYGU.L Omega Ratio Rank: 7272
Omega Ratio Rank
HYGU.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGU.L Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JR15.L vs. HYGU.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 € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.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.LHYGU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratioReturn relative to maximum drawdown

0.77

1.95

-1.18

Martin ratioReturn relative to average drawdown

2.77

5.05

-2.28

JR15.L vs. HYGU.L - Sharpe Ratio Comparison

The current JR15.L Sharpe Ratio is 0.78, which is comparable to the HYGU.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of JR15.L and HYGU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JR15.L vs. HYGU.L - Drawdown Comparison

The maximum JR15.L drawdown since its inception was -10.19%, smaller than the maximum HYGU.L drawdown of -25.92%. Use the drawdown chart below to compare losses from any high point for JR15.L and HYGU.L.


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Drawdown Indicators


JR15.LHYGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.19%

-25.92%

+15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-1.97%

-3.35%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-1.97%

-11.30%

+9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-10.19%

-11.30%

+1.11%

Current Drawdown

Current decline from peak

-0.57%

-2.54%

+1.97%

Average Drawdown

Average peak-to-trough decline

-2.18%

-3.94%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

1.29%

-0.74%

Volatility

JR15.L vs. HYGU.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 € High Yield Corp Bond UCITS ETF USD Hedged (Acc) (HYGU.L) has a volatility of 1.24%. This indicates that JR15.L experiences smaller price fluctuations and is considered to be less risky than HYGU.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.LHYGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

1.24%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

4.51%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.95%

6.43%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

7.99%

-5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.11%

9.31%

-6.20%

JR15.L vs. HYGU.L - Expense Ratio Comparison

JR15.L has a 0.04% expense ratio, which is lower than HYGU.L's 0.55% expense ratio.


Dividends

JR15.L vs. HYGU.L - Dividend Comparison

Neither JR15.L nor HYGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JR15.L and HYGU.L have a correlation of 0.08, 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 0.55% for HYGU.L.

JR15.L is categorized as European Corporate Bonds, while HYGU.L is European High Yield Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JR15.L and 0.55% for HYGU.L.

Portfolio Optimizer

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