JR15.L vs. SDIA.L
JR15.L (JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)) and SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) are both Corporate Bonds funds. JR15.L is actively managed, while SDIA.L is passively managed. Over the past 5 years, JR15.L returned 1.12%/yr vs 3.05%/yr for SDIA.L. At a 0.11 correlation, their price movements are largely independent. JR15.L charges 0.19%/yr vs 0.20%/yr for SDIA.L.
Performance
JR15.L vs. SDIA.L - Performance Comparison
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Different Trading Currencies
JR15.L is traded in EUR, while SDIA.L is traded in USD. To make them comparable, the SDIA.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 SDIA.L's 3.37% 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*
- —
SDIA.L
- 1D
- -0.47%
- 1M
- 1.19%
- 6M
- 2.32%
- YTD
- 3.37%
- 1Y
- 5.24%
- 3Y*
- 4.45%
- 5Y*
- 3.05%
- 10Y*
- —
JR15.L vs. SDIA.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% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 3.37% | -6.39% | 11.87% | 2.51% | 1.43% | 6.73% | -4.12% | 8.55% | -0.49% |
Correlation
The correlation between JR15.L and SDIA.L is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.11 |
The correlation between JR15.L and SDIA.L shifts across timeframes, from -0.09 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JR15.L vs. SDIA.L — Risk / Return Rank
JR15.L
SDIA.L
JR15.L vs. SDIA.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 iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.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 | SDIA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.40 | -0.59 |
| Martin ratioReturn relative to average drawdown | 2.92 | 4.11 | -1.19 |
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Drawdowns
JR15.L vs. SDIA.L - Drawdown Comparison
The maximum JR15.L drawdown since its inception was -10.19%, smaller than the maximum SDIA.L drawdown of -14.88%. Use the drawdown chart below to compare losses from any high point for JR15.L and SDIA.L.
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Drawdown Indicators
| JR15.L | SDIA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.19% | -14.88% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -1.97% | -3.74% | +1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -1.97% | -10.51% | +8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -11.40% | +1.21% |
Current DrawdownCurrent decline from peak | -0.51% | -4.31% | +3.80% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -5.36% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 1.27% | -0.72% |
Volatility
JR15.L vs. SDIA.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 iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) has a volatility of 1.62%. This indicates that JR15.L experiences smaller price fluctuations and is considered to be less risky than SDIA.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 | SDIA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 1.62% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 4.54% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 6.03% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 7.36% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 7.39% | -4.28% |
JR15.L vs. SDIA.L - Expense Ratio Comparison
JR15.L has a 0.19% expense ratio, which is lower than SDIA.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. SDIA.L - Dividend Comparison
Neither JR15.L nor SDIA.L has paid dividends to shareholders.
Frequently Asked Questions
JR15.L and SDIA.L have a correlation of -0.09, 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 SDIA.L.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JR15.L and 0.20% for SDIA.L.
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