JRBU.L vs. SDIA.L
JRBU.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) are both Corporate Bonds funds - JRBU.L tracks the Bloomberg US Corp Bond TR USD while SDIA.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 3.51%/yr for SDIA.L. A 0.65 correlation means they provide meaningful diversification when combined. JRBU.L charges 0.19%/yr vs 0.20%/yr for SDIA.L.
Performance
JRBU.L vs. SDIA.L - Performance Comparison
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Different Trading Currencies
JRBU.L is traded in GBP, while SDIA.L is traded in USD. To make them comparable, the SDIA.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 lower than SDIA.L's 1.20% 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*
- —
SDIA.L
- 1D
- 0.11%
- 1M
- 1.31%
- YTD
- 1.20%
- 6M
- 0.54%
- 1Y
- 5.28%
- 3Y*
- 2.63%
- 5Y*
- 3.51%
- 10Y*
- —
JRBU.L vs. SDIA.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% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 1.20% | -1.40% | 6.83% | 0.36% | 6.87% | 0.24% | 1.43% | 2.08% | -0.29% |
Correlation
The correlation between JRBU.L and SDIA.L is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.65 |
The correlation between JRBU.L and SDIA.L has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.
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Return for Risk
JRBU.L vs. SDIA.L — Risk / Return Rank
JRBU.L
SDIA.L
JRBU.L vs. SDIA.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 (Acc) (SDIA.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 | SDIA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.07 | +0.43 |
| Martin ratioReturn relative to average drawdown | 3.72 | 3.05 | +0.68 |
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 | SDIA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.82 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.43 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.27 | -0.04 |
Drawdowns
JRBU.L vs. SDIA.L - Drawdown Comparison
The maximum JRBU.L drawdown since its inception was -16.97%, which is greater than SDIA.L's maximum drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for JRBU.L and SDIA.L.
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Drawdown Indicators
| JRBU.L | SDIA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -15.38% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -4.94% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -8.72% | -8.72% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -12.81% | -15.38% | +2.57% |
Current DrawdownCurrent decline from peak | -5.87% | -3.93% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -6.25% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.73% | +0.13% |
Volatility
JRBU.L vs. SDIA.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 (Acc) (SDIA.L) has a volatility of 1.79%. This indicates that JRBU.L experiences smaller price fluctuations and is considered to be less risky than SDIA.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 | SDIA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.79% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 5.02% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 6.45% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 8.14% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.82% | 8.42% | +1.40% |
JRBU.L vs. SDIA.L - Expense Ratio Comparison
JRBU.L has a 0.19% expense ratio, which is lower than SDIA.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. SDIA.L - Dividend Comparison
Neither JRBU.L nor SDIA.L has paid dividends to shareholders.
Frequently Asked Questions
JRBU.L and SDIA.L have a correlation of 0.66, 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 SDIA.L.
JRBU.L tracks Bloomberg US Corp Bond TR USD, while SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JRBU.L and 0.20% for SDIA.L.
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