SUOG.L vs. J15R.L
SUOG.L (iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)) and J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - SUOG.L tracks the Bloomberg MSCI Euro Corporate ESG SRI Index while J15R.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, SUOG.L returned 1.27%/yr vs 0.93%/yr for J15R.L. At a 0.18 correlation, their price movements are largely independent. SUOG.L charges 0.16%/yr vs 0.04%/yr for J15R.L.
Performance
SUOG.L vs. J15R.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUOG.L achieves a 1.37% return, which is significantly higher than J15R.L's -2.34% return.
SUOG.L
- 1D
- 0.00%
- 1M
- -0.41%
- 6M
- 0.96%
- YTD
- 1.37%
- 1Y
- 3.25%
- 3Y*
- 6.09%
- 5Y*
- 1.27%
- 10Y*
- —
J15R.L
- 1D
- 0.00%
- 1M
- -2.07%
- 6M
- -1.87%
- YTD
- -2.34%
- 1Y
- -0.70%
- 3Y*
- 4.06%
- 5Y*
- 0.93%
- 10Y*
- —
SUOG.L vs. J15R.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SUOG.L iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) | 1.37% | 5.20% | 5.41% | 8.90% | -12.32% | -0.54% | 2.78% | -0.07% |
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | -2.34% | 8.88% | -0.40% | 4.16% | -2.63% | -6.93% | 6.49% | -6.95% |
Correlation
The correlation between SUOG.L and J15R.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.18 |
The correlation between SUOG.L and J15R.L shifts across timeframes, from 0.18 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUOG.L vs. J15R.L — Risk / Return Rank
SUOG.L
J15R.L
SUOG.L vs. J15R.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.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.
| SUOG.L | J15R.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.98 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | -0.19 | +1.52 |
| Martin ratioReturn relative to average drawdown | 4.97 | -0.46 | +5.43 |
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Drawdowns
SUOG.L vs. J15R.L - Drawdown Comparison
The maximum SUOG.L drawdown since its inception was -16.15%, smaller than the maximum J15R.L drawdown of -19.54%. Use the drawdown chart below to compare losses from any high point for SUOG.L and J15R.L.
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Drawdown Indicators
| SUOG.L | J15R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -19.54% | +3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -3.66% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -2.43% | -3.66% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.15% | -10.32% | -5.83% |
Current DrawdownCurrent decline from peak | -0.82% | -7.00% | +6.18% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -11.43% | +7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 1.54% | -0.89% |
Volatility
SUOG.L vs. J15R.L - Volatility Comparison
The current volatility for iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L) is 0.94%, while JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) has a volatility of 1.06%. This indicates that SUOG.L experiences smaller price fluctuations and is considered to be less risky than J15R.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUOG.L | J15R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 1.06% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 3.18% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 4.18% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.67% | 5.51% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 7.37% | -1.97% |
SUOG.L vs. J15R.L - Expense Ratio Comparison
SUOG.L has a 0.16% expense ratio, which is higher than J15R.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
SUOG.L vs. J15R.L - Dividend Comparison
SUOG.L's dividend yield for the trailing twelve months is around 3.22%, while J15R.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUOG.L iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) | 3.22% | 3.19% | 3.12% | 2.48% | 0.81% | 0.44% | 0.55% | 0.13% |
Frequently Asked Questions
SUOG.L and J15R.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, J15R.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
J15R.L is cheaper with a 0.04% expense ratio, compared with 0.16% for SUOG.L.
SUOG.L tracks Bloomberg MSCI Euro Corporate ESG SRI Index, while J15R.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.16% for SUOG.L and 0.04% for J15R.L.
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