JRBU.L vs. SUSU.L
JRBU.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and SUSU.L (iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)) are both Corporate Bonds funds - JRBU.L tracks the Bloomberg US Corp Bond TR USD while SUSU.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 3.97%/yr for SUSU.L. A 0.59 correlation means they provide meaningful diversification when combined. JRBU.L charges 0.19%/yr vs 0.12%/yr for SUSU.L.
Performance
JRBU.L vs. SUSU.L - Performance Comparison
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Different Trading Currencies
JRBU.L is traded in GBP, while SUSU.L is traded in USD. To make them comparable, the SUSU.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 SUSU.L's 1.44% 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*
- —
SUSU.L
- 1D
- 0.02%
- 1M
- 1.18%
- YTD
- 1.44%
- 6M
- 0.78%
- 1Y
- 5.19%
- 3Y*
- 2.51%
- 5Y*
- 3.97%
- 10Y*
- —
JRBU.L vs. SUSU.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% | -0.82% |
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 1.44% | -2.01% | 7.23% | -0.02% | 9.51% | 0.75% | 0.19% | 0.28% | -1.07% |
Correlation
The correlation between JRBU.L and SUSU.L is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.59 |
The correlation between JRBU.L and SUSU.L has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
JRBU.L vs. SUSU.L — Risk / Return Rank
JRBU.L
SUSU.L
JRBU.L vs. SUSU.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 Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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 | SUSU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.02 | +0.47 |
| Martin ratioReturn relative to average drawdown | 3.72 | 2.91 | +0.81 |
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 | SUSU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.79 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.47 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.25 | -0.01 |
Drawdowns
JRBU.L vs. SUSU.L - Drawdown Comparison
The maximum JRBU.L drawdown since its inception was -16.97%, which is greater than SUSU.L's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for JRBU.L and SUSU.L.
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Drawdown Indicators
| JRBU.L | SUSU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -15.77% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -5.06% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -8.72% | -9.14% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -12.81% | -15.77% | +2.96% |
Current DrawdownCurrent decline from peak | -5.87% | -4.57% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -6.97% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.78% | +0.08% |
Volatility
JRBU.L vs. SUSU.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 Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) has a volatility of 1.87%. This indicates that JRBU.L experiences smaller price fluctuations and is considered to be less risky than SUSU.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 | SUSU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.87% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 5.03% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 6.55% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 8.35% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.82% | 8.59% | +1.23% |
JRBU.L vs. SUSU.L - Expense Ratio Comparison
JRBU.L has a 0.19% expense ratio, which is higher than SUSU.L's 0.12% 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. SUSU.L - Dividend Comparison
JRBU.L has not paid dividends to shareholders, while SUSU.L's dividend yield for the trailing twelve months is around 4.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 4.49% | 4.60% | 4.71% | 4.01% | 1.59% | 0.82% | 2.24% | 2.90% |
Frequently Asked Questions
JRBU.L and SUSU.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.19% for JRBU.L.
JRBU.L tracks Bloomberg US Corp Bond TR USD, while SUSU.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 0.12% for SUSU.L.
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