JRUB.L vs. SDIA.L
JRUB.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc)) and SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) are both Corporate Bonds funds. JRUB.L is actively managed, while SDIA.L is passively managed. Over the past 5 years, JRUB.L returned 0.04%/yr vs 2.46%/yr for SDIA.L. A 0.63 correlation means they provide meaningful diversification when combined. JRUB.L charges 0.19%/yr vs 0.20%/yr for SDIA.L.
Performance
JRUB.L vs. SDIA.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 SDIA.L's 0.95% 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*
- —
SDIA.L
- 1D
- 0.00%
- 1M
- 0.16%
- 6M
- 0.79%
- YTD
- 0.95%
- 1Y
- 4.08%
- 3Y*
- 5.20%
- 5Y*
- 2.46%
- 10Y*
- —
JRUB.L vs. SDIA.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% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 0.95% | 6.22% | 4.94% | 5.68% | -4.49% | -0.70% | 4.50% | 6.15% | 0.59% |
Correlation
The correlation between JRUB.L and SDIA.L is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.63 |
The correlation between JRUB.L and SDIA.L has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
JRUB.L vs. SDIA.L — Risk / Return Rank
JRUB.L
SDIA.L
JRUB.L vs. SDIA.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 iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.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 | SDIA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.70 | -2.07 |
| Martin ratioReturn relative to average drawdown | 4.75 | 14.20 | -9.45 |
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Drawdowns
JRUB.L vs. SDIA.L - Drawdown Comparison
The maximum JRUB.L drawdown since its inception was -22.30%, which is greater than SDIA.L's maximum drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for JRUB.L and SDIA.L.
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Drawdown Indicators
| JRUB.L | SDIA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -12.55% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -1.10% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -1.32% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.16% | -7.61% | -14.55% |
Current DrawdownCurrent decline from peak | -1.58% | -0.16% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -1.15% | -5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.29% | +0.73% |
Volatility
JRUB.L vs. SDIA.L - Volatility Comparison
JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) has a higher volatility of 0.97% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) at 0.80%. This indicates that JRUB.L's price experiences larger fluctuations and is considered to be riskier than SDIA.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 | SDIA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.80% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 1.81% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 2.22% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 2.78% | +4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 3.50% | +4.32% |
JRUB.L vs. SDIA.L - Expense Ratio Comparison
JRUB.L has a 0.19% expense ratio, which is lower than SDIA.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
JRUB.L vs. SDIA.L - Dividend Comparison
Neither JRUB.L nor SDIA.L has paid dividends to shareholders.
Frequently Asked Questions
JRUB.L and SDIA.L have a correlation of 0.60, 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 0.20% for SDIA.L.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JRUB.L and 0.20% for SDIA.L.
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