SHYU.L vs. JEBP.L
SHYU.L (iShares $ High Yield Corp Bond UCITS ETF) and JEBP.L (JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)) are both Corporate Bonds funds. SHYU.L is passively managed, while JEBP.L is actively managed. Over the past 3 years, SHYU.L returned 6.81%/yr vs 6.06%/yr for JEBP.L. At a 0.15 correlation, their price movements are largely independent. SHYU.L charges 0.50%/yr vs 0.04%/yr for JEBP.L.
Performance
SHYU.L vs. JEBP.L - Performance Comparison
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Returns By Period
In the year-to-date period, SHYU.L achieves a 1.78% return, which is significantly higher than JEBP.L's 1.36% return.
SHYU.L
- 1D
- 0.13%
- 1M
- -0.04%
- 6M
- 0.88%
- YTD
- 1.78%
- 1Y
- 5.72%
- 3Y*
- 6.81%
- 5Y*
- 4.40%
- 10Y*
- 4.52%
JEBP.L
- 1D
- -0.03%
- 1M
- -0.37%
- 6M
- 0.94%
- YTD
- 1.36%
- 1Y
- 3.33%
- 3Y*
- 6.06%
- 5Y*
- —
- 10Y*
- —
SHYU.L vs. JEBP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SHYU.L iShares $ High Yield Corp Bond UCITS ETF | 1.78% | 1.93% | 8.55% | 4.73% | 2.04% | 0.25% |
JEBP.L JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) | 1.36% | 5.22% | 5.89% | 9.18% | -12.18% | -0.52% |
Correlation
The correlation between SHYU.L and JEBP.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.15 |
The correlation between SHYU.L and JEBP.L shifts across timeframes, from -0.05 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SHYU.L vs. JEBP.L — Risk / Return Rank
SHYU.L
JEBP.L
SHYU.L vs. JEBP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.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.
| SHYU.L | JEBP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.24 | +0.36 |
| Martin ratioReturn relative to average drawdown | 4.80 | 4.79 | +0.01 |
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Drawdowns
SHYU.L vs. JEBP.L - Drawdown Comparison
The maximum SHYU.L drawdown since its inception was -38.05%, which is greater than JEBP.L's maximum drawdown of -15.49%. Use the drawdown chart below to compare losses from any high point for SHYU.L and JEBP.L.
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Drawdown Indicators
| SHYU.L | JEBP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.05% | -15.49% | -22.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -2.68% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -9.06% | -2.68% | -6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -10.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.00% | — | — |
Current DrawdownCurrent decline from peak | -1.85% | -0.81% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -4.90% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.69% | +0.50% |
Volatility
SHYU.L vs. JEBP.L - Volatility Comparison
iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) has a higher volatility of 1.16% compared to JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) at 0.76%. This indicates that SHYU.L's price experiences larger fluctuations and is considered to be riskier than JEBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHYU.L | JEBP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.76% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 4.06% | 2.81% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.75% | 3.12% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.82% | 4.54% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.25% | 4.54% | +4.71% |
SHYU.L vs. JEBP.L - Expense Ratio Comparison
SHYU.L has a 0.50% expense ratio, which is higher than JEBP.L's 0.04% expense ratio.
Dividends
SHYU.L vs. JEBP.L - Dividend Comparison
SHYU.L's dividend yield for the trailing twelve months is around 6.27%, while JEBP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEBP.L JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHYU.L iShares $ High Yield Corp Bond UCITS ETF | 6.27% | 6.25% | 6.32% | 5.76% | 4.82% | 4.27% | 5.16% | 5.58% | 5.52% | 5.74% | 5.16% | 5.87% |
Frequently Asked Questions
SHYU.L and JEBP.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEBP.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEBP.L is cheaper with a 0.04% expense ratio, compared with 0.50% for SHYU.L.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.50% for SHYU.L and 0.04% for JEBP.L.
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