JR15.L vs. JREU.L
JR15.L (JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)) and JREU.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) are both exchange-traded funds - JR15.L is a Corporate Bonds fund actively managed by JPMorgan, while JREU.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. JR15.L is actively managed, while JREU.L is passively managed. Over the past 5 years, JR15.L returned 1.12%/yr vs 13.59%/yr for JREU.L. At a 0.22 correlation, their price movements are largely independent. JR15.L charges 0.19%/yr vs 0.20%/yr for JREU.L.
Performance
JR15.L vs. JREU.L - Performance Comparison
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Different Trading Currencies
JR15.L is traded in EUR, while JREU.L is traded in USD. To make them comparable, the JREU.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 0.51% return, which is significantly lower than JREU.L's 12.20% return.
JR15.L
- 1D
- -0.05%
- 1M
- -0.25%
- 6M
- 0.26%
- YTD
- 0.51%
- 1Y
- 1.64%
- 3Y*
- 4.28%
- 5Y*
- 1.12%
- 10Y*
- —
JREU.L
- 1D
- -0.24%
- 1M
- 1.17%
- 6M
- 11.23%
- YTD
- 12.20%
- 1Y
- 22.07%
- 3Y*
- 18.67%
- 5Y*
- 13.59%
- 10Y*
- —
JR15.L vs. JREU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JR15.L JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) | 0.51% | 3.45% | 4.35% | 6.21% | -7.76% | -0.38% | 0.84% | 2.40% | 0.22% |
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 12.20% | 2.50% | 33.38% | 24.50% | -13.88% | 40.34% | 9.75% | 33.49% | -10.15% |
Correlation
The correlation between JR15.L and JREU.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.22 |
The correlation between JR15.L and JREU.L shifts across timeframes, from 0.21 (5 years) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JR15.L vs. JREU.L — Risk / Return Rank
JR15.L
JREU.L
JR15.L vs. JREU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.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 | JREU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.28 | -2.48 |
| Martin ratioReturn relative to average drawdown | 2.92 | 11.44 | -8.52 |
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Drawdowns
JR15.L vs. JREU.L - Drawdown Comparison
The maximum JR15.L drawdown since its inception was -10.19%, smaller than the maximum JREU.L drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for JR15.L and JREU.L.
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Drawdown Indicators
| JR15.L | JREU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.19% | -34.07% | +23.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.97% | -6.70% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -1.97% | -22.79% | +20.82% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -22.79% | +12.60% |
Current DrawdownCurrent decline from peak | -0.51% | -0.60% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -4.54% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 1.92% | -1.37% |
Volatility
JR15.L vs. JREU.L - Volatility Comparison
The current volatility for JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L) is 0.51%, while JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) has a volatility of 2.92%. This indicates that JR15.L experiences smaller price fluctuations and is considered to be less risky than JREU.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 | JREU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 2.92% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 9.20% | -7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 12.54% | -10.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 16.11% | -13.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 17.86% | -14.75% |
JR15.L vs. JREU.L - Expense Ratio Comparison
JR15.L has a 0.19% expense ratio, which is lower than JREU.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. JREU.L - Dividend Comparison
Neither JR15.L nor JREU.L has paid dividends to shareholders.
Frequently Asked Questions
JR15.L and JREU.L have a correlation of 0.37, 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 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JR15.L is cheaper with a 0.19% expense ratio, compared with 0.20% for JREU.L.
JR15.L is categorized as Corporate Bonds, while JREU.L is Large Cap Blend Equities. Their fees differ too: 0.19% for JR15.L and 0.20% for JREU.L.
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