JRBE.L vs. ETH-USD
JRBE.L (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) is European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, JRBE.L returned 0.08%/yr vs 0.74%/yr for ETH-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
JRBE.L vs. ETH-USD - Performance Comparison
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Different Trading Currencies
JRBE.L is traded in GBP, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRBE.L achieves a -1.65% return, which is significantly higher than ETH-USD's -35.73% return.
JRBE.L
- 1D
- 0.15%
- 1M
- -1.47%
- 6M
- -1.25%
- YTD
- -1.65%
- 1Y
- 0.18%
- 3Y*
- 4.43%
- 5Y*
- 0.08%
- 10Y*
- —
ETH-USD
- 1D
- 0.22%
- 1M
- 5.73%
- 6M
- -43.27%
- YTD
- -35.73%
- 1Y
- -39.63%
- 3Y*
- -1.50%
- 5Y*
- 0.74%
- 10Y*
- 65.65%
JRBE.L vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JRBE.L JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | -1.65% | 8.51% | -0.34% | 5.52% | -8.29% | -7.59% | 8.06% | 0.11% | -9.55% |
ETH-USD Ethereum | -35.73% | -17.26% | 47.37% | 82.17% | -63.50% | 403.02% | 457.03% | -5.27% | 19.80% |
Correlation
The correlation between JRBE.L and ETH-USD is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.02 |
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Return for Risk
JRBE.L vs. ETH-USD — Risk / Return Rank
JRBE.L
ETH-USD
JRBE.L vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) and Ethereum (ETH-USD). 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.
| JRBE.L | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.93 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | -0.59 | +0.60 |
| Martin ratioReturn relative to average drawdown | 0.02 | -0.92 | +0.94 |
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Drawdowns
JRBE.L vs. ETH-USD - Drawdown Comparison
The maximum JRBE.L drawdown since its inception was -21.55%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for JRBE.L and ETH-USD.
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Drawdown Indicators
| JRBE.L | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.55% | -93.08% | +71.53% |
Max Drawdown (1Y)Largest decline over 1 year | -3.97% | -66.88% | +62.91% |
Max Drawdown (3Y)Largest decline over 3 years | -3.97% | -66.88% | +62.91% |
Max Drawdown (5Y)Largest decline over 5 years | -16.77% | -75.89% | +59.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.08% | — |
Current DrawdownCurrent decline from peak | -6.97% | -60.40% | +53.43% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -48.69% | +38.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 37.81% | -36.07% |
Volatility
JRBE.L vs. ETH-USD - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) is 1.02%, while Ethereum (ETH-USD) has a volatility of 12.18%. This indicates that JRBE.L experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRBE.L | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 12.18% | -11.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.69% | 46.36% | -42.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 54.11% | -49.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.15% | 57.77% | -51.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.91% | 77.12% | -69.21% |
Frequently Asked Questions
JRBE.L and ETH-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for JRBE.L and ETH-USD
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