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

Performance

JRBU.L vs. SUSU.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 iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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

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

SUSU.L
SUSU.L Risk / Return Rank: 9393
Overall Rank
SUSU.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9393
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9595
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. 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.LSUSU.LDifference
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

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

The current JRBU.L Sharpe Ratio is 1.15, which is higher than the SUSU.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of JRBU.L and SUSU.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.LSUSU.LDifference

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.LSUSU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.87%

-4.57%

-1.30%

Average Drawdown

Average peak-to-trough decline

-8.20%

-6.97%

-1.23%

Ulcer Index

Depth 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.LSUSU.LDifference

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%.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

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