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

Performance

JRBU.L vs. PRIP.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 Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JRBU.L is traded in GBP, while PRIP.L is traded in GBp. To make them comparable, the PRIP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JRBU.L achieves a 0.63% return, which is significantly higher than PRIP.L's -0.05% 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*

PRIP.L

1D
-0.13%
1M
1.24%
YTD
-0.05%
6M
-5.06%
1Y
1.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JRBU.L and PRIP.L is 0.95 - 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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.96

The correlation between JRBU.L and PRIP.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

JRBU.L vs. PRIP.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: 3131
Overall Rank
JRBU.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JRBU.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
JRBU.L Omega Ratio Rank: 3030
Omega Ratio Rank
JRBU.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
JRBU.L Martin Ratio Rank: 2828
Martin Ratio Rank

PRIP.L
PRIP.L Risk / Return Rank: 1111
Overall Rank
PRIP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PRIP.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
PRIP.L Omega Ratio Rank: 1212
Omega Ratio Rank
PRIP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRIP.L Martin Ratio Rank: 1111
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. PRIP.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 Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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.LPRIP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.20

1.05

+0.15

Calmar ratioReturn relative to maximum drawdown

1.49

0.20

+1.29

Martin ratioReturn relative to average drawdown

3.72

0.37

+3.35

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

The current JRBU.L Sharpe Ratio is 1.15, which is higher than the PRIP.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of JRBU.L and PRIP.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


JRBU.LPRIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.23

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.09

+0.14

Drawdowns

JRBU.L vs. PRIP.L - Drawdown Comparison

The maximum JRBU.L drawdown since its inception was -16.97%, which is greater than PRIP.L's maximum drawdown of -9.14%. Use the drawdown chart below to compare losses from any high point for JRBU.L and PRIP.L.


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Drawdown Indicators


JRBU.LPRIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

-9.14%

-7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-9.14%

+4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-12.81%

Current Drawdown

Current decline from peak

-5.87%

-6.78%

+0.91%

Average Drawdown

Average peak-to-trough decline

-8.20%

-3.49%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

4.95%

-3.09%

Volatility

JRBU.L vs. PRIP.L - Volatility Comparison

The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) is 1.52%, while Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) has a volatility of 1.68%. This indicates that JRBU.L experiences smaller price fluctuations and is considered to be less risky than PRIP.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.LPRIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.68%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

6.61%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

7.82%

-1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

7.90%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

7.90%

+1.92%

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

JRBU.L has a 0.19% expense ratio, which is higher than PRIP.L's 0.05% expense ratio. However, 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. PRIP.L - Dividend Comparison

Neither JRBU.L nor PRIP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, JRBU.L and PRIP.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.

On fees, PRIP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.19% for JRBU.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.19% for JRBU.L and 0.05% for PRIP.L.

Portfolio Optimizer

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

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