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JRBU.L vs. UC98.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRBU.L vs. UC98.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 UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis (UC98.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 UC98.L is traded in GBp. To make them comparable, the UC98.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 3.28% return, which is significantly higher than UC98.L's 2.66% return.


JRBU.L

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

UC98.L

1D
0.62%
1M
3.34%
YTD
2.66%
6M
3.49%
1Y
8.23%
3Y*
3.76%
5Y*
1.03%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRBU.L vs. UC98.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JRBU.L
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
3.28%0.49%3.98%2.31%-5.58%-0.42%5.50%10.97%-20.61%
UC98.L
UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis
2.66%0.33%3.62%2.43%-7.46%-1.33%6.37%12.84%0.65%

Correlation

The correlation between JRBU.L and UC98.L is 0.97 - 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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2018

0.96

The correlation between JRBU.L and UC98.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

JRBU.L vs. UC98.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

UC98.L
UC98.L Risk / Return Rank: 4141
Overall Rank
UC98.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UC98.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
UC98.L Omega Ratio Rank: 4343
Omega Ratio Rank
UC98.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
UC98.L Martin Ratio Rank: 3131
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. UC98.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 UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis (UC98.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.LUC98.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

1.99

1.69

+0.30

Martin ratioReturn relative to average drawdown

4.91

4.05

+0.86

JRBU.L vs. UC98.L - Sharpe Ratio Comparison

The current JRBU.L Sharpe Ratio is 1.50, which is comparable to the UC98.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of JRBU.L and UC98.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. UC98.L - Drawdown Comparison

The maximum JRBU.L drawdown since its inception was -22.42%, smaller than the maximum UC98.L drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for JRBU.L and UC98.L.


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Drawdown Indicators


JRBU.LUC98.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-36.07%

+13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-4.86%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-8.72%

-8.30%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-12.81%

-14.17%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-19.62%

Current Drawdown

Current decline from peak

-3.74%

-7.60%

+3.86%

Average Drawdown

Average peak-to-trough decline

-10.24%

-14.43%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.03%

-0.15%

Volatility

JRBU.L vs. UC98.L - Volatility Comparison

JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) has a higher volatility of 1.76% compared to UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis (UC98.L) at 1.65%. This indicates that JRBU.L's price experiences larger fluctuations and is considered to be riskier than UC98.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.LUC98.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.65%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.64%

4.48%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

6.03%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.06%

8.95%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.40%

9.91%

+2.49%

JRBU.L vs. UC98.L - Expense Ratio Comparison

JRBU.L has a 0.19% expense ratio, which is lower than UC98.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. UC98.L - Dividend Comparison

JRBU.L has not paid dividends to shareholders, while UC98.L's dividend yield for the trailing twelve months is around 4.36%.


PositionTTM202520242023202220212020201920182017
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%0.00%0.00%
UC98.L
UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis
4.36%5.96%4.81%3.91%2.35%2.01%2.72%3.27%2.04%1.74%

Frequently Asked Questions


With a correlation of 0.97, JRBU.L and UC98.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, 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 UC98.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.19% for JRBU.L and 0.20% for UC98.L.

Portfolio Optimizer

Find the right allocation for JRBU.L and UC98.L

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