JR15.L vs. J15R.L
JR15.L (JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)) and J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds from JPMorgan. JR15.L is actively managed, while J15R.L is passively managed. Over the past 5 years, JR15.L returned 1.11%/yr vs 1.15%/yr for J15R.L. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.04% expense ratio.
Performance
JR15.L vs. J15R.L - Performance Comparison
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Different Trading Currencies
JR15.L is traded in EUR, while J15R.L is traded in GBP. To make them comparable, the J15R.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 higher than J15R.L's 0.39% 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*
- —
J15R.L
- 1D
- -0.02%
- 1M
- -0.24%
- 6M
- 0.28%
- YTD
- 0.39%
- 1Y
- 1.48%
- 3Y*
- 4.37%
- 5Y*
- 1.15%
- 10Y*
- —
JR15.L vs. J15R.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% |
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.39% | 3.20% | 4.41% | 6.37% | -7.65% | -0.87% | 0.71% | 2.78% | -10.51% |
Correlation
The correlation between JR15.L and J15R.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.49 |
The correlation between JR15.L and J15R.L shifts across timeframes, from 0.49 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JR15.L vs. J15R.L — Risk / Return Rank
JR15.L
J15R.L
JR15.L vs. J15R.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 JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.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 | J15R.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.09 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.65 | +0.11 |
| Martin ratioReturn relative to average drawdown | 2.77 | 2.30 | +0.47 |
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Drawdowns
JR15.L vs. J15R.L - Drawdown Comparison
The maximum JR15.L drawdown since its inception was -10.19%, smaller than the maximum J15R.L drawdown of -17.39%. Use the drawdown chart below to compare losses from any high point for JR15.L and J15R.L.
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Drawdown Indicators
| JR15.L | J15R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.19% | -17.39% | +7.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.97% | -2.25% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -1.97% | -2.25% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -10.83% | +0.64% |
Current DrawdownCurrent decline from peak | -0.57% | -2.47% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -8.83% | +6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.64% | -0.09% |
Volatility
JR15.L vs. J15R.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 JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) has a volatility of 0.73%. This indicates that JR15.L experiences smaller price fluctuations and is considered to be less risky than J15R.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 | J15R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 0.73% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 2.37% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 2.77% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 3.92% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 6.07% | -2.96% |
JR15.L vs. J15R.L - Expense Ratio Comparison
Both JR15.L and J15R.L have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JR15.L vs. J15R.L - Dividend Comparison
Neither JR15.L nor J15R.L has paid dividends to shareholders.
Frequently Asked Questions
JR15.L and J15R.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.04% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JR15.L and J15R.L have the same expense ratio: 0.04% per year.
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