JRUP.L vs. JR15.L
JRUP.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - GBP Hedged (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 3 years, JRUP.L returned 4.67%/yr vs 3.85%/yr for JR15.L. At a 0.25 correlation, their price movements are largely independent.
Performance
JRUP.L vs. JR15.L - Performance Comparison
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Different Trading Currencies
JRUP.L is traded in GBP, while JR15.L is traded in EUR. To make them comparable, the JR15.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
JRUP.L
- 1D
- 0.07%
- 1M
- -0.66%
- 6M
- -0.16%
- YTD
- 0.00%
- 1Y
- 4.85%
- 3Y*
- 4.67%
- 5Y*
- —
- 10Y*
- —
JR15.L
- 1D
- 0.00%
- 1M
- -2.06%
- 6M
- -1.77%
- YTD
- -2.17%
- 1Y
- -0.50%
- 3Y*
- 3.85%
- 5Y*
- 0.91%
- 10Y*
- —
JRUP.L vs. JR15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRUP.L JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) | 0.00% | 7.47% | 2.11% | 7.12% | -14.19% |
JR15.L JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) | -2.17% | 8.99% | -0.40% | 4.09% | -1.70% |
Correlation
The correlation between JRUP.L and JR15.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2022 | 0.25 |
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Return for Risk
JRUP.L vs. JR15.L — Risk / Return Rank
JRUP.L
JR15.L
JRUP.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 - GBP Hedged (acc) (JRUP.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.
| JRUP.L | JR15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | -0.18 | +1.79 |
| Martin ratioReturn relative to average drawdown | 4.75 | -0.44 | +5.19 |
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Drawdowns
JRUP.L vs. JR15.L - Drawdown Comparison
The maximum JRUP.L drawdown since its inception was -19.44%, which is greater than JR15.L's maximum drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for JRUP.L and JR15.L.
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Drawdown Indicators
| JRUP.L | JR15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.44% | -15.79% | -3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -3.49% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -6.21% | -3.49% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.87% | — |
Current DrawdownCurrent decline from peak | -1.39% | -3.49% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -7.42% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.45% | -0.43% |
Volatility
JRUP.L vs. JR15.L - Volatility Comparison
JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) (JRUP.L) and JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L) have volatilities of 1.01% and 1.05%, 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
| JRUP.L | JR15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.05% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.38% | 3.10% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.48% | 4.24% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.81% | 5.50% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.81% | 6.25% | +1.56% |
Dividends
JRUP.L vs. JR15.L - Dividend Comparison
Neither JRUP.L nor JR15.L has paid dividends to shareholders.
Frequently Asked Questions
JRUP.L and JR15.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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