JRUB.L vs. VDPA.L
JRUB.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc)) and VDPA.L (Vanguard USD Corporate Bond UCITS ETF USD Accumulation) are both Corporate Bonds funds. JRUB.L is actively managed, while VDPA.L is passively managed. Over the past 5 years, JRUB.L returned 0.04%/yr vs 0.25%/yr for VDPA.L. Their correlation of 0.90 suggests significant overlap in exposure. JRUB.L charges 0.19%/yr vs 0.07%/yr for VDPA.L.
Performance
JRUB.L vs. VDPA.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 VDPA.L's -0.03% 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*
- —
VDPA.L
- 1D
- 0.21%
- 1M
- -0.36%
- 6M
- -0.21%
- YTD
- -0.03%
- 1Y
- 4.77%
- 3Y*
- 5.05%
- 5Y*
- 0.25%
- 10Y*
- —
JRUB.L vs. VDPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 11.93% |
VDPA.L Vanguard USD Corporate Bond UCITS ETF USD Accumulation | -0.03% | 7.78% | 2.82% | 8.06% | -14.88% | -1.21% | 9.15% | 11.61% |
Correlation
The correlation between JRUB.L and VDPA.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2019 | 0.90 |
The correlation between JRUB.L and VDPA.L has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
JRUB.L vs. VDPA.L — Risk / Return Rank
JRUB.L
VDPA.L
JRUB.L vs. VDPA.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 Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.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 | VDPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.75 | -0.13 |
| Martin ratioReturn relative to average drawdown | 4.75 | 5.23 | -0.48 |
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Drawdowns
JRUB.L vs. VDPA.L - Drawdown Comparison
The maximum JRUB.L drawdown since its inception was -22.30%, roughly equal to the maximum VDPA.L drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for JRUB.L and VDPA.L.
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Drawdown Indicators
| JRUB.L | VDPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -21.43% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.71% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -5.61% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.16% | -21.43% | -0.73% |
Current DrawdownCurrent decline from peak | -1.58% | -1.24% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -5.89% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.91% | +0.11% |
Volatility
JRUB.L vs. VDPA.L - Volatility Comparison
JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) and Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) have volatilities of 0.97% and 0.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUB.L | VDPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.97% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 3.61% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 4.55% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 6.86% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 8.71% | -0.89% |
JRUB.L vs. VDPA.L - Expense Ratio Comparison
JRUB.L has a 0.19% expense ratio, which is higher than VDPA.L's 0.07% 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. VDPA.L - Dividend Comparison
Neither JRUB.L nor VDPA.L has paid dividends to shareholders.
Frequently Asked Questions
JRUB.L and VDPA.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDPA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDPA.L is cheaper with a 0.07% expense ratio, compared with 0.19% for JRUB.L.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.19% for JRUB.L and 0.07% for VDPA.L.
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