JRUB.L vs. JR15.L
JRUB.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc)) and JR15.L (JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)) are both Corporate Bonds funds from JPMorgan. Both are actively managed. Over the past 5 years, JRUB.L returned 0.04%/yr vs 0.56%/yr for JR15.L. At a 0.34 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.
Performance
JRUB.L vs. JR15.L - Performance Comparison
Loading charts...
Different Trading Currencies
JRUB.L is traded in USD, while JR15.L is traded in EUR. To make them comparable, the JR15.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 -0.11% return, which is significantly higher than JR15.L's -1.77% return.
JRUB.L
- 1D
- 0.11%
- 1M
- -0.83%
- 6M
- -0.31%
- YTD
- -0.11%
- 1Y
- 4.87%
- 3Y*
- 4.85%
- 5Y*
- 0.04%
- 10Y*
- —
JR15.L
- 1D
- 0.00%
- 1M
- -1.19%
- 6M
- -1.17%
- YTD
- -1.77%
- 1Y
- 0.56%
- 3Y*
- 5.04%
- 5Y*
- 0.56%
- 10Y*
- —
JRUB.L vs. JR15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JRUB.L JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) | -0.11% | 7.75% | 2.40% | 8.23% | -15.55% | -1.77% | 9.19% | 15.37% | 0.75% |
JR15.L JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) | -1.77% | 17.35% | -2.11% | 9.57% | -13.30% | -7.16% | 9.76% | 0.41% | 1.11% |
Correlation
The correlation between JRUB.L and JR15.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.34 |
The correlation between JRUB.L and JR15.L shifts across timeframes, from 0.34 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRUB.L vs. JR15.L — Risk / Return Rank
JRUB.L
JR15.L
JRUB.L vs. JR15.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) and JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.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 | JR15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.01 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.03 | +1.60 |
| Martin ratioReturn relative to average drawdown | 4.75 | 0.06 | +4.68 |
Loading charts...
Drawdowns
JRUB.L vs. JR15.L - Drawdown Comparison
The maximum JRUB.L drawdown since its inception was -22.30%, smaller than the maximum JR15.L drawdown of -29.33%. Use the drawdown chart below to compare losses from any high point for JRUB.L and JR15.L.
Loading charts...
Drawdown Indicators
| JRUB.L | JR15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -29.33% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -6.22% | +3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -7.90% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -22.16% | -27.03% | +4.87% |
Current DrawdownCurrent decline from peak | -1.58% | -4.59% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -8.54% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 2.78% | -1.76% |
Volatility
JRUB.L vs. JR15.L - Volatility Comparison
The current volatility for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) is 0.97%, while JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L) has a volatility of 1.33%. This indicates that JRUB.L experiences smaller price fluctuations and is considered to be less risky than JR15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUB.L | JR15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 1.33% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 5.32% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 6.91% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 8.30% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 8.01% | -0.19% |
JRUB.L vs. JR15.L - Expense Ratio Comparison
Both JRUB.L and JR15.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JRUB.L vs. JR15.L - Dividend Comparison
Neither JRUB.L nor JR15.L has paid dividends to shareholders.
Frequently Asked Questions
JRUB.L and JR15.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.L and JR15.L have the same expense ratio: 0.19% per year.
Find the right allocation for JRUB.L and JR15.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer