SUOE.L vs. JR15.L
SUOE.L (iShares EUR Corporate Bond ESG UCITS ETF (Dist)) and JR15.L (JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)) are both European Corporate Bonds funds. SUOE.L is passively managed, while JR15.L is actively managed. Over the past 5 years, SUOE.L returned -0.16%/yr vs 1.11%/yr for JR15.L. A 0.74 correlation means they provide meaningful diversification when combined. SUOE.L charges 0.15%/yr vs 0.04%/yr for JR15.L.
Performance
SUOE.L vs. JR15.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUOE.L achieves a 0.33% return, which is significantly lower than JR15.L's 0.45% return.
SUOE.L
- 1D
- -0.21%
- 1M
- -0.64%
- 6M
- -0.09%
- YTD
- 0.33%
- 1Y
- 1.12%
- 3Y*
- 4.18%
- 5Y*
- -0.16%
- 10Y*
- —
JR15.L
- 1D
- -0.06%
- 1M
- -0.24%
- 6M
- 0.24%
- YTD
- 0.45%
- 1Y
- 1.52%
- 3Y*
- 4.16%
- 5Y*
- 1.11%
- 10Y*
- —
SUOE.L vs. JR15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SUOE.L iShares EUR Corporate Bond ESG UCITS ETF (Dist) | 0.33% | 3.04% | 4.13% | 7.20% | -13.07% | -1.23% | 2.51% | 6.06% | 0.20% |
JR15.L JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) | 0.45% | 3.45% | 4.35% | 6.21% | -7.76% | -0.38% | 0.84% | 2.40% | 0.22% |
Correlation
The correlation between SUOE.L and JR15.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.74 |
The correlation between SUOE.L and JR15.L has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
SUOE.L vs. JR15.L — Risk / Return Rank
SUOE.L
JR15.L
SUOE.L vs. JR15.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) and JPM EUR 1-5 Year 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.
| SUOE.L | JR15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.16 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.77 | -0.35 |
| Martin ratioReturn relative to average drawdown | 1.36 | 2.77 | -1.41 |
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Drawdowns
SUOE.L vs. JR15.L - Drawdown Comparison
The maximum SUOE.L drawdown since its inception was -17.08%, which is greater than JR15.L's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for SUOE.L and JR15.L.
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Drawdown Indicators
| SUOE.L | JR15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.08% | -10.19% | -6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -1.97% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -1.97% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -10.19% | -6.89% |
Current DrawdownCurrent decline from peak | -1.35% | -0.57% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -2.18% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 0.55% | +0.27% |
Volatility
SUOE.L vs. JR15.L - Volatility Comparison
iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) has a higher volatility of 0.99% compared to JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L) at 0.51%. This indicates that SUOE.L's price experiences larger fluctuations and is considered to be riskier than JR15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUOE.L | JR15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 0.51% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 1.80% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 1.95% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 2.56% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.63% | 3.11% | +2.52% |
SUOE.L vs. JR15.L - Expense Ratio Comparison
SUOE.L has a 0.15% expense ratio, which is higher than JR15.L's 0.04% 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
SUOE.L vs. JR15.L - Dividend Comparison
SUOE.L's dividend yield for the trailing twelve months is around 3.28%, while JR15.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JR15.L JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUOE.L iShares EUR Corporate Bond ESG UCITS ETF (Dist) | 3.28% | 3.23% | 3.19% | 2.52% | 0.82% | 0.47% | 0.57% | 0.77% | 0.30% |
Frequently Asked Questions
SUOE.L and JR15.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JR15.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JR15.L is cheaper with a 0.04% expense ratio, compared with 0.15% for SUOE.L.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for SUOE.L and 0.04% for JR15.L.
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