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JRBE.L vs. PRIC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRBE.L vs. PRIC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) and Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L). The values are adjusted to include any dividend payments, if applicable.

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JRBE.L vs. PRIC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JRBE.L
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
-0.89%8.52%-0.35%5.53%-8.30%-7.59%8.06%3.29%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
-0.80%5.72%-0.43%5.40%-9.08%-7.58%8.07%4.00%
Different Trading Currencies

JRBE.L is traded in GBP, while PRIC.L is traded in GBp. To make them comparable, the PRIC.L 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 -0.89% return, which is significantly lower than PRIC.L's -0.80% return.


JRBE.L

1D
0.29%
1M
-1.83%
YTD
-0.89%
6M
-0.22%
1Y
6.68%
3Y*
4.03%
5Y*
0.34%
10Y*

PRIC.L

1D
0.23%
1M
-1.71%
YTD
-0.80%
6M
-2.73%
1Y
3.88%
3Y*
3.10%
5Y*
-0.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JRBE.L vs. PRIC.L - Expense Ratio Comparison

JRBE.L has a 0.04% expense ratio, which is lower than PRIC.L's 0.05% 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%.


Return for Risk

JRBE.L vs. PRIC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRBE.L
JRBE.L Risk / Return Rank: 6262
Overall Rank
JRBE.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JRBE.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
JRBE.L Omega Ratio Rank: 6161
Omega Ratio Rank
JRBE.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
JRBE.L Martin Ratio Rank: 4747
Martin Ratio Rank

PRIC.L
PRIC.L Risk / Return Rank: 2828
Overall Rank
PRIC.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PRIC.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
PRIC.L Omega Ratio Rank: 3030
Omega Ratio Rank
PRIC.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
PRIC.L Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRBE.L vs. PRIC.L - 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 Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.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.


JRBE.LPRIC.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.69

+0.63

Sortino ratio

Return per unit of downside risk

1.95

0.96

+0.99

Omega ratio

Gain probability vs. loss probability

1.24

1.13

+0.11

Calmar ratio

Return relative to maximum drawdown

1.68

0.67

+1.01

Martin ratio

Return relative to average drawdown

5.11

1.63

+3.48

JRBE.L vs. PRIC.L - Sharpe Ratio Comparison

The current JRBE.L Sharpe Ratio is 1.32, which is higher than the PRIC.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of JRBE.L and PRIC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JRBE.LPRIC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.69

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.06

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.08

0.00

Correlation

The correlation between JRBE.L and PRIC.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JRBE.L vs. PRIC.L - Dividend Comparison

Neither JRBE.L nor PRIC.L has paid dividends to shareholders.


TTM2025202420232022202120202019
JRBE.L
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
0.00%0.00%2.18%1.78%1.41%1.33%1.37%1.02%

Drawdowns

JRBE.L vs. PRIC.L - Drawdown Comparison

The maximum JRBE.L drawdown since its inception was -21.46%, roughly equal to the maximum PRIC.L drawdown of -21.96%. Use the drawdown chart below to compare losses from any high point for JRBE.L and PRIC.L.


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Drawdown Indicators


JRBE.LPRIC.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.46%

-21.96%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-5.92%

+1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-16.77%

-17.37%

+0.60%

Current Drawdown

Current decline from peak

-6.14%

-9.33%

+3.19%

Average Drawdown

Average peak-to-trough decline

-9.94%

-10.70%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

2.41%

-1.11%

Volatility

JRBE.L vs. PRIC.L - Volatility Comparison

JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) has a higher volatility of 2.07% compared to Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) at 1.97%. This indicates that JRBE.L's price experiences larger fluctuations and is considered to be riskier than PRIC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRBE.LPRIC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.97%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

4.23%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

5.59%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

6.35%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.15%

7.24%

-0.09%