JRBU.L vs. IGSD.L
JRBU.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and IGSD.L (iShares USD Short Duration Corporate Bond UCITS ETF (Dist)) are both Corporate Bonds funds - JRBU.L tracks the Bloomberg US Corp Bond TR USD while IGSD.L tracks the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 5 years, JRBU.L returned 1.63%/yr vs 4.01%/yr for IGSD.L. A 0.79 correlation means they provide meaningful diversification when combined. JRBU.L charges 0.19%/yr vs 0.20%/yr for IGSD.L.
Performance
JRBU.L vs. IGSD.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRBU.L achieves a 0.63% return, which is significantly lower than IGSD.L's 1.02% return.
JRBU.L
- 1D
- 0.23%
- 1M
- 1.53%
- YTD
- 0.63%
- 6M
- 0.24%
- 1Y
- 6.96%
- 3Y*
- 2.58%
- 5Y*
- 1.63%
- 10Y*
- —
IGSD.L
- 1D
- 0.21%
- 1M
- 1.09%
- YTD
- 1.02%
- 6M
- 0.77%
- 1Y
- 5.80%
- 3Y*
- 3.32%
- 5Y*
- 4.01%
- 10Y*
- 3.88%
JRBU.L vs. IGSD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JRBU.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.63% | 0.49% | 3.98% | 2.31% | -5.58% | -0.42% | 5.50% | 10.97% | -0.12% |
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 1.02% | -0.44% | 7.51% | 0.40% | 7.27% | 0.80% | 1.22% | 3.52% | -0.72% |
Correlation
The correlation between JRBU.L and IGSD.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.79 |
The correlation between JRBU.L and IGSD.L has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
JRBU.L vs. IGSD.L — Risk / Return Rank
JRBU.L
IGSD.L
JRBU.L vs. IGSD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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.
| JRBU.L | IGSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.35 | +0.14 |
| Martin ratioReturn relative to average drawdown | 3.72 | 3.70 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRBU.L | IGSD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.95 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.51 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.50 | -0.27 |
Drawdowns
JRBU.L vs. IGSD.L - Drawdown Comparison
The maximum JRBU.L drawdown since its inception was -16.97%, which is greater than IGSD.L's maximum drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for JRBU.L and IGSD.L.
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Drawdown Indicators
| JRBU.L | IGSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -14.83% | -2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -4.15% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -8.72% | -8.18% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -12.81% | -14.83% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.83% | — |
Current DrawdownCurrent decline from peak | -5.87% | -2.28% | -3.59% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -5.17% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.52% | +0.34% |
Volatility
JRBU.L vs. IGSD.L - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) is 1.52%, while iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) has a volatility of 1.60%. This indicates that JRBU.L experiences smaller price fluctuations and is considered to be less risky than IGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRBU.L | IGSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.60% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 4.32% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 5.91% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 7.82% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.82% | 9.13% | +0.69% |
JRBU.L vs. IGSD.L - Expense Ratio Comparison
JRBU.L has a 0.19% expense ratio, which is lower than IGSD.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
JRBU.L vs. IGSD.L - Dividend Comparison
JRBU.L has not paid dividends to shareholders, while IGSD.L's dividend yield for the trailing twelve months is around 5.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 5.06% | 5.08% | 4.67% | 3.69% | 2.12% | 1.71% | 2.51% | 3.32% | 2.94% | 2.50% | 2.16% | 2.11% |
JRBU.L JPMorgan USD 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% |
Frequently Asked Questions
JRBU.L and IGSD.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRBU.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRBU.L is cheaper with a 0.19% expense ratio, compared with 0.20% for IGSD.L.
JRBU.L tracks Bloomberg US Corp Bond TR USD, while IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: JPMorgan and BlackRock. Their fees differ too: 0.19% for JRBU.L and 0.20% for IGSD.L.
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