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

Performance

JRBE.L vs. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JRBE.L is traded in GBP, while SEUC.L is traded in EUR. To make them comparable, the SEUC.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 -0.44% return, which is significantly lower than SEUC.L's -0.19% return.


JRBE.L

1D
0.22%
1M
1.03%
YTD
-0.44%
6M
-0.44%
1Y
4.85%
3Y*
4.75%
5Y*
0.30%
10Y*

SEUC.L

1D
0.17%
1M
0.58%
YTD
-0.19%
6M
-0.27%
1Y
4.67%
3Y*
3.87%
5Y*
1.74%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
JRBE.L
JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF
-0.44%8.52%-0.35%5.53%-8.30%-7.59%8.06%0.11%0.48%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
-0.19%8.55%-0.52%2.10%1.44%-6.18%5.89%-4.93%0.04%

Correlation

The correlation between JRBE.L and SEUC.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.73

The correlation between JRBE.L and SEUC.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

JRBE.L vs. SEUC.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: 2727
Overall Rank
JRBE.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JRBE.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
JRBE.L Omega Ratio Rank: 2626
Omega Ratio Rank
JRBE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
JRBE.L Martin Ratio Rank: 2424
Martin Ratio Rank

SEUC.L
SEUC.L Risk / Return Rank: 5757
Overall Rank
SEUC.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 6969
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 5454
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. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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.LSEUC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.22

2.06

-0.85

Martin ratioReturn relative to average drawdown

3.13

4.57

-1.44

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

The current JRBE.L Sharpe Ratio is 1.01, which is comparable to the SEUC.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of JRBE.L and SEUC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JRBE.LSEUC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.14

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.32

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.15

-0.06

Drawdowns

JRBE.L vs. SEUC.L - Drawdown Comparison

The maximum JRBE.L drawdown since its inception was -21.46%, which is greater than SEUC.L's maximum drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for JRBE.L and SEUC.L.


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Drawdown Indicators


JRBE.LSEUC.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.46%

-17.58%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-2.25%

-1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-3.97%

-2.84%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.77%

-5.79%

-10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-12.34%

Current Drawdown

Current decline from peak

-5.72%

-1.25%

-4.47%

Average Drawdown

Average peak-to-trough decline

-9.85%

-6.39%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.02%

+0.53%

Volatility

JRBE.L vs. SEUC.L - Volatility Comparison

JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) has a higher volatility of 1.46% compared to SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) at 1.16%. This indicates that JRBE.L's price experiences larger fluctuations and is considered to be riskier than SEUC.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.LSEUC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.16%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.67%

2.78%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

4.09%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.15%

5.40%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

7.10%

0.00%

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

JRBE.L has a 0.04% expense ratio, which is lower than SEUC.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

JRBE.L vs. SEUC.L - Dividend Comparison

JRBE.L has not paid dividends to shareholders, while SEUC.L's dividend yield for the trailing twelve months is around 2.96%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.96%3.05%2.59%1.27%0.19%0.30%0.23%0.17%0.11%0.28%0.50%0.72%

Frequently Asked Questions


JRBE.L and SEUC.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRBE.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRBE.L is cheaper with a 0.04% expense ratio, compared with 0.20% for SEUC.L.

JRBE.L tracks Bloomberg Euro Corp TR EUR, while SEUC.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.04% for JRBE.L and 0.20% for SEUC.L.

Portfolio Optimizer

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