JRUB.L vs. JEBP.L
JRUB.L (JPM USD IG Corporate Bond Active UCITS ETF USD (Acc)) and JEBP.L (JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)) are both Corporate Bonds funds from JPMorgan. Both are actively managed. Over the past 3 years, JRUB.L returned 4.97%/yr vs 7.35%/yr for JEBP.L. At a 0.50 correlation, their price movements are largely independent. JRUB.L charges 0.19%/yr vs 0.04%/yr for JEBP.L.
Performance
JRUB.L vs. JEBP.L - Performance Comparison
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Different Trading Currencies
JRUB.L is traded in USD, while JEBP.L is traded in GBP. To make them comparable, the JEBP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRUB.L achieves a -0.02% return, which is significantly lower than JEBP.L's 1.56% return.
JRUB.L
- 1D
- 0.09%
- 1M
- -0.81%
- 6M
- -0.22%
- YTD
- -0.02%
- 1Y
- 4.93%
- 3Y*
- 4.97%
- 5Y*
- 0.06%
- 10Y*
- —
JEBP.L
- 1D
- -0.59%
- 1M
- 0.02%
- 6M
- 1.63%
- YTD
- 1.56%
- 1Y
- 3.92%
- 3Y*
- 7.35%
- 5Y*
- —
- 10Y*
- —
JRUB.L vs. JEBP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRUB.L JPM USD IG Corporate Bond Active UCITS ETF USD (Acc) | -0.02% | 7.75% | 2.40% | 8.23% | -15.55% | -0.86% |
JEBP.L JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) | 1.56% | 13.16% | 4.12% | 14.94% | -21.57% | -0.69% |
Correlation
The correlation between JRUB.L and JEBP.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.50 |
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Return for Risk
JRUB.L vs. JEBP.L — Risk / Return Rank
JRUB.L
JEBP.L
JRUB.L vs. JEBP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM USD IG Corporate Bond Active UCITS ETF USD (Acc) (JRUB.L) and JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.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.
| JRUB.L | JEBP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.61 | +1.03 |
| Martin ratioReturn relative to average drawdown | 4.78 | 1.63 | +3.16 |
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Drawdowns
JRUB.L vs. JEBP.L - Drawdown Comparison
The maximum JRUB.L drawdown since its inception was -22.30%, smaller than the maximum JEBP.L drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for JRUB.L and JEBP.L.
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Drawdown Indicators
| JRUB.L | JEBP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -32.59% | +10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -6.37% | +3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -8.63% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -22.16% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -1.97% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -9.95% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.40% | -1.37% |
Volatility
JRUB.L vs. JEBP.L - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF USD (Acc) (JRUB.L) is 0.98%, while JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) has a volatility of 1.99%. This indicates that JRUB.L experiences smaller price fluctuations and is considered to be less risky than JEBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUB.L | JEBP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.99% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 6.36% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 8.01% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 10.72% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 10.72% | -2.90% |
JRUB.L vs. JEBP.L - Expense Ratio Comparison
JRUB.L has a 0.19% expense ratio, which is higher than JEBP.L's 0.04% 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
JRUB.L vs. JEBP.L - Dividend Comparison
Neither JRUB.L nor JEBP.L has paid dividends to shareholders.
Frequently Asked Questions
JRUB.L and JEBP.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEBP.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEBP.L is cheaper with a 0.04% expense ratio, compared with 0.19% for JRUB.L.
Their fees differ too: 0.19% for JRUB.L and 0.04% for JEBP.L.
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