JRUB.L vs. JREG.L
JRUB.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc)) and JREG.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)) are both exchange-traded funds - JRUB.L is a Corporate Bonds fund actively managed by JPMorgan, while JREG.L is a Global Equities fund tracking the MSCI ACWI NR USD. JRUB.L is actively managed, while JREG.L is passively managed. Over the past 5 years, JRUB.L returned 0.04%/yr vs 11.92%/yr for JREG.L. At a 0.24 correlation, their price movements are largely independent. JRUB.L charges 0.19%/yr vs 0.25%/yr for JREG.L.
Performance
JRUB.L vs. JREG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.L achieves a -0.11% return, which is significantly lower than JREG.L's 10.25% 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*
- —
JREG.L
- 1D
- 0.21%
- 1M
- 0.65%
- 6M
- 9.38%
- YTD
- 10.25%
- 1Y
- 21.72%
- 3Y*
- 18.51%
- 5Y*
- 11.92%
- 10Y*
- —
JRUB.L vs. JREG.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% |
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 10.25% | 19.75% | 18.69% | 25.69% | -17.71% | 24.33% | 17.21% | 27.94% | -7.74% |
Correlation
The correlation between JRUB.L and JREG.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.24 |
Over the past year, JRUB.L and JREG.L have become more correlated (0.50) than their long-term average of 0.24, meaning their price movements have been converging.
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Return for Risk
JRUB.L vs. JREG.L — Risk / Return Rank
JRUB.L
JREG.L
JRUB.L vs. JREG.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 Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.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 | JREG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.56 | -0.94 |
| Martin ratioReturn relative to average drawdown | 4.75 | 10.61 | -5.87 |
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Drawdowns
JRUB.L vs. JREG.L - Drawdown Comparison
The maximum JRUB.L drawdown since its inception was -22.30%, smaller than the maximum JREG.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for JRUB.L and JREG.L.
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Drawdown Indicators
| JRUB.L | JREG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -33.82% | +11.52% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -8.43% | +5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -16.74% | +10.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.16% | -25.33% | +3.17% |
Current DrawdownCurrent decline from peak | -1.58% | 0.00% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -4.76% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 2.04% | -1.02% |
Volatility
JRUB.L vs. JREG.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 Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L) has a volatility of 2.59%. This indicates that JRUB.L experiences smaller price fluctuations and is considered to be less risky than JREG.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 | JREG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 2.59% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 9.67% | -6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 12.13% | -7.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 15.54% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 16.95% | -9.13% |
JRUB.L vs. JREG.L - Expense Ratio Comparison
JRUB.L has a 0.19% expense ratio, which is lower than JREG.L's 0.25% 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
JRUB.L vs. JREG.L - Dividend Comparison
Neither JRUB.L nor JREG.L has paid dividends to shareholders.
Frequently Asked Questions
JRUB.L and JREG.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.L is cheaper with a 0.19% expense ratio, compared with 0.25% for JREG.L.
JRUB.L is categorized as Corporate Bonds, while JREG.L is Global Equities. Their fees differ too: 0.19% for JRUB.L and 0.25% for JREG.L.
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