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JRBU.L vs. JIBG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRBU.L vs. JIBG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JRBU.L having a 3.28% return and JIBG.L slightly higher at 3.34%.


JRBU.L

1D
0.76%
1M
3.60%
YTD
3.28%
6M
4.03%
1Y
9.24%
3Y*
4.14%
5Y*
1.61%
10Y*

JIBG.L

1D
0.78%
1M
3.64%
YTD
3.34%
6M
4.08%
1Y
9.29%
3Y*
4.15%
5Y*
1.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRBU.L vs. JIBG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JRBU.L
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
3.28%0.49%3.98%2.31%-5.58%-0.42%-2.35%
JIBG.L
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
3.34%0.49%3.97%2.30%-5.70%-0.65%-24.58%

Correlation

The correlation between JRBU.L and JIBG.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2020

0.98

The correlation between JRBU.L and JIBG.L has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

JRBU.L vs. JIBG.L — Risk / Return Rank

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

JRBU.L
JRBU.L Risk / Return Rank: 4747
Overall Rank
JRBU.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JRBU.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
JRBU.L Omega Ratio Rank: 4747
Omega Ratio Rank
JRBU.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
JRBU.L Martin Ratio Rank: 3636
Martin Ratio Rank

JIBG.L
JIBG.L Risk / Return Rank: 4747
Overall Rank
JIBG.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JIBG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
JIBG.L Omega Ratio Rank: 4949
Omega Ratio Rank
JIBG.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
JIBG.L Martin Ratio Rank: 3636
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.

JRBU.L vs. JIBG.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.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.


JRBU.LJIBG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.27

1.27

-0.01

Calmar ratioReturn relative to maximum drawdown

1.99

1.99

-0.01

Martin ratioReturn relative to average drawdown

4.91

4.99

-0.08

JRBU.L vs. JIBG.L - Sharpe Ratio Comparison

The current JRBU.L Sharpe Ratio is 1.50, which is comparable to the JIBG.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of JRBU.L and JIBG.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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Drawdowns

JRBU.L vs. JIBG.L - Drawdown Comparison

The maximum JRBU.L drawdown since its inception was -22.42%, smaller than the maximum JIBG.L drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for JRBU.L and JIBG.L.


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Drawdown Indicators


JRBU.LJIBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-33.28%

+10.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-4.64%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-8.72%

-8.67%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-12.81%

-12.77%

-0.04%

Current Drawdown

Current decline from peak

-3.74%

-22.33%

+18.59%

Average Drawdown

Average peak-to-trough decline

-10.24%

-27.41%

+17.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.86%

+0.02%

Volatility

JRBU.L vs. JIBG.L - Volatility Comparison

JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) and JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) have volatilities of 1.76% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRBU.LJIBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.77%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.64%

4.56%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

6.11%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.06%

8.96%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.40%

13.01%

-0.61%

JRBU.L vs. JIBG.L - Expense Ratio Comparison

Both JRBU.L and JIBG.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JRBU.L vs. JIBG.L - Dividend Comparison

JRBU.L has not paid dividends to shareholders, while JIBG.L's dividend yield for the trailing twelve months is around 5.13%.


PositionTTM202520242023202220212020
JIBG.L
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
5.13%4.93%5.37%4.10%3.94%6.87%0.10%
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%

Frequently Asked Questions


With a correlation of 0.98, JRBU.L and JIBG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JRBU.L and JIBG.L have the same expense ratio: 0.19% per year.

Both ETFs track Bloomberg US Corp Bond TR USD.

Portfolio Optimizer

Find the right allocation for JRBU.L and JIBG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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