SUOG.L vs. JRBE.L
SUOG.L (iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)) and JRBE.L (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - SUOG.L tracks the Bloomberg MSCI Euro Corporate ESG SRI Index while JRBE.L tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, SUOG.L returned 1.27%/yr vs 0.08%/yr for JRBE.L. At a 0.39 correlation, their price movements are largely independent. SUOG.L charges 0.16%/yr vs 0.04%/yr for JRBE.L.
Performance
SUOG.L vs. JRBE.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 JRBE.L's -1.65% 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*
- —
JRBE.L
- 1D
- 0.15%
- 1M
- -1.54%
- 6M
- -1.40%
- YTD
- -1.65%
- 1Y
- -0.05%
- 3Y*
- 4.43%
- 5Y*
- 0.08%
- 10Y*
- —
SUOG.L vs. JRBE.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% |
JRBE.L JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | -1.65% | 8.51% | -0.34% | 5.52% | -8.29% | -7.59% | 8.06% | -7.34% |
Correlation
The correlation between SUOG.L and JRBE.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.39 |
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Return for Risk
SUOG.L vs. JRBE.L — Risk / Return Rank
SUOG.L
JRBE.L
SUOG.L vs. JRBE.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 Research Enhanced Index (ESG) UCITS ETF (JRBE.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 | JRBE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.01 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.01 | +1.32 |
| Martin ratioReturn relative to average drawdown | 4.97 | 0.02 | +4.94 |
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Drawdowns
SUOG.L vs. JRBE.L - Drawdown Comparison
The maximum SUOG.L drawdown since its inception was -16.15%, smaller than the maximum JRBE.L drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for SUOG.L and JRBE.L.
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Drawdown Indicators
| SUOG.L | JRBE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -21.55% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -3.97% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -2.43% | -3.97% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -16.15% | -16.77% | +0.62% |
Current DrawdownCurrent decline from peak | -0.82% | -6.97% | +6.15% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -10.51% | +6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 1.74% | -1.09% |
Volatility
SUOG.L vs. JRBE.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 Research Enhanced Index (ESG) UCITS ETF (JRBE.L) has a volatility of 1.02%. This indicates that SUOG.L experiences smaller price fluctuations and is considered to be less risky than JRBE.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 | JRBE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 1.02% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 3.69% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 4.59% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.67% | 6.15% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 7.91% | -2.51% |
SUOG.L vs. JRBE.L - Expense Ratio Comparison
SUOG.L has a 0.16% expense ratio, which is higher than JRBE.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. JRBE.L - Dividend Comparison
SUOG.L's dividend yield for the trailing twelve months is around 3.22%, while JRBE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JRBE.L JPMorgan EUR Corporate Bond 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 JRBE.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRBE.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRBE.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 JRBE.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.16% for SUOG.L and 0.04% for JRBE.L.
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