SUOG.L vs. JR15.L
SUOG.L (iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)) and JR15.L (JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc)) are both European Corporate Bonds funds. SUOG.L is passively managed, while JR15.L is actively managed. Over the past 5 years, SUOG.L returned 1.27%/yr vs 0.94%/yr for JR15.L. At a 0.19 correlation, their price movements are largely independent. SUOG.L charges 0.16%/yr vs 0.04%/yr for JR15.L.
Performance
SUOG.L vs. JR15.L - Performance Comparison
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Different Trading Currencies
SUOG.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
In the year-to-date period, SUOG.L achieves a 1.37% return, which is significantly higher than JR15.L's -2.04% return.
SUOG.L
- 1D
- 0.00%
- 1M
- -0.41%
- 6M
- 0.96%
- YTD
- 1.37%
- 1Y
- 3.25%
- 3Y*
- 5.85%
- 5Y*
- 1.27%
- 10Y*
- —
JR15.L
- 1D
- 0.06%
- 1M
- -2.01%
- 6M
- -1.72%
- YTD
- -2.04%
- 1Y
- -0.15%
- 3Y*
- 3.71%
- 5Y*
- 0.94%
- 10Y*
- —
SUOG.L vs. JR15.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% |
JR15.L JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) | -2.04% | 8.99% | -0.40% | 4.09% | -2.99% | -6.28% | 6.54% | -7.65% |
Correlation
The correlation between SUOG.L and JR15.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.19 |
The correlation between SUOG.L and JR15.L shifts across timeframes, from 0.19 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUOG.L vs. JR15.L — Risk / Return Rank
SUOG.L
JR15.L
SUOG.L vs. JR15.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 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.
| SUOG.L | JR15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.00 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | -0.04 | +1.37 |
| Martin ratioReturn relative to average drawdown | 4.95 | -0.10 | +5.06 |
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Drawdowns
SUOG.L vs. JR15.L - Drawdown Comparison
The maximum SUOG.L drawdown since its inception was -16.15%, roughly equal to the maximum JR15.L drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for SUOG.L and JR15.L.
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Drawdown Indicators
| SUOG.L | JR15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -15.79% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -3.62% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -2.43% | -3.62% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -16.15% | -9.87% | -6.28% |
Current DrawdownCurrent decline from peak | -0.82% | -3.36% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -7.42% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 1.46% | -0.81% |
Volatility
SUOG.L vs. JR15.L - Volatility Comparison
The current volatility for iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L) is 0.91%, while JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) (JR15.L) has a volatility of 1.14%. This indicates that SUOG.L experiences smaller price fluctuations and is considered to be less risky 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
| SUOG.L | JR15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 1.14% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 3.14% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 4.26% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.67% | 5.50% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 6.25% | -0.85% |
SUOG.L vs. JR15.L - Expense Ratio Comparison
SUOG.L has a 0.16% 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
SUOG.L vs. JR15.L - Dividend Comparison
SUOG.L's dividend yield for the trailing twelve months is around 3.22%, while JR15.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
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 JR15.L have a correlation of 0.32, 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 0.16% for SUOG.L.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.16% for SUOG.L and 0.04% for JR15.L.
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