JR15.L vs. IS15.L
JR15.L (JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)) and IS15.L (iShares GBP Corporate Bond 0-5yr UCITS ETF) are both European Corporate Bonds funds. JR15.L is actively managed, while IS15.L is passively managed. Over the past 5 years, JR15.L returned 1.11%/yr vs 2.62%/yr for IS15.L. At a 0.34 correlation, their price movements are largely independent. JR15.L charges 0.04%/yr vs 0.20%/yr for IS15.L.
Performance
JR15.L vs. IS15.L - Performance Comparison
Loading charts...
Different Trading Currencies
JR15.L is traded in EUR, while IS15.L is traded in GBP. To make them comparable, the IS15.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 IS15.L's 3.87% 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*
- —
IS15.L
- 1D
- 0.03%
- 1M
- 1.83%
- 6M
- 2.82%
- YTD
- 3.87%
- 1Y
- 5.72%
- 3Y*
- 6.77%
- 5Y*
- 2.62%
- 10Y*
- 2.13%
JR15.L vs. IS15.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% |
IS15.L iShares GBP Corporate Bond 0-5yr UCITS ETF | 3.87% | 0.70% | 9.95% | 9.43% | -10.93% | 5.61% | -2.23% | 11.19% | -0.84% |
Correlation
The correlation between JR15.L and IS15.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.34 |
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
JR15.L vs. IS15.L — Risk / Return Rank
JR15.L
IS15.L
JR15.L vs. IS15.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 GBP Corporate Bond 0-5yr UCITS ETF (IS15.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 | IS15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.37 | -1.61 |
| Martin ratioReturn relative to average drawdown | 2.77 | 7.86 | -5.09 |
Loading charts...
Drawdowns
JR15.L vs. IS15.L - Drawdown Comparison
The maximum JR15.L drawdown since its inception was -10.19%, smaller than the maximum IS15.L drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for JR15.L and IS15.L.
Loading charts...
Drawdown Indicators
| JR15.L | IS15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.19% | -23.73% | +13.54% |
Max Drawdown (1Y)Largest decline over 1 year | -1.97% | -2.40% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -1.97% | -5.58% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -17.00% | +6.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.74% | — |
Current DrawdownCurrent decline from peak | -0.57% | -0.26% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -7.54% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.73% | -0.18% |
Volatility
JR15.L vs. IS15.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 GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) has a volatility of 1.26%. This indicates that JR15.L experiences smaller price fluctuations and is considered to be less risky than IS15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JR15.L | IS15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 1.26% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 3.37% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 4.48% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 6.50% | -3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 7.59% | -4.48% |
JR15.L vs. IS15.L - Expense Ratio Comparison
JR15.L has a 0.04% expense ratio, which is lower than IS15.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. IS15.L - Dividend Comparison
JR15.L has not paid dividends to shareholders, while IS15.L's dividend yield for the trailing twelve months is around 4.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS15.L iShares GBP Corporate Bond 0-5yr UCITS ETF | 4.51% | 4.35% | 4.06% | 3.05% | 1.80% | 1.72% | 1.81% | 2.03% | 2.08% | 2.15% | 2.55% | 2.91% |
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 IS15.L have a correlation of 0.40, 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 IS15.L.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.04% for JR15.L and 0.20% for IS15.L.
Find the right allocation for JR15.L and IS15.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