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SUSS.L vs. J15R.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSS.L vs. J15R.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSS.L is traded in GBp, while J15R.L is traded in GBP. To make them comparable, the J15R.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUSS.L achieves a -0.34% return, which is significantly higher than J15R.L's -0.52% return.


SUSS.L

1D
0.20%
1M
0.67%
YTD
-0.34%
6M
-0.17%
1Y
4.72%
3Y*
3.86%
5Y*
1.74%
10Y*
1.87%

J15R.L

1D
0.23%
1M
0.89%
YTD
-0.52%
6M
-0.43%
1Y
4.87%
3Y*
4.41%
5Y*
1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSS.L vs. J15R.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
-0.34%8.41%-0.49%2.14%1.81%-6.73%5.98%-4.20%-0.24%
J15R.L
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF
-0.52%8.88%-0.40%4.16%-2.63%-6.93%6.49%-3.37%0.59%

Correlation

The correlation between SUSS.L and J15R.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.92

The correlation between SUSS.L and J15R.L has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

SUSS.L vs. J15R.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSS.L
SUSS.L Risk / Return Rank: 3434
Overall Rank
SUSS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SUSS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SUSS.L Omega Ratio Rank: 3131
Omega Ratio Rank
SUSS.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SUSS.L Martin Ratio Rank: 3131
Martin Ratio Rank

J15R.L
J15R.L Risk / Return Rank: 3030
Overall Rank
J15R.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
J15R.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
J15R.L Omega Ratio Rank: 2929
Omega Ratio Rank
J15R.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
J15R.L Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUSS.L vs. J15R.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.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.


SUSS.LJ15R.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratioReturn relative to maximum drawdown

1.94

1.45

+0.49

Martin ratioReturn relative to average drawdown

4.52

3.71

+0.81

SUSS.L vs. J15R.L - Sharpe Ratio Comparison

The current SUSS.L Sharpe Ratio is 1.15, which is comparable to the J15R.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SUSS.L and J15R.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SUSS.LJ15R.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.13

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.24

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.11

+0.21

Drawdowns

SUSS.L vs. J15R.L - Drawdown Comparison

The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum J15R.L drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for SUSS.L and J15R.L.


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Drawdown Indicators


SUSS.LJ15R.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

-16.15%

+3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.35%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

-3.35%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-5.87%

-10.32%

+4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-12.27%

Current Drawdown

Current decline from peak

-1.37%

-1.85%

+0.48%

Average Drawdown

Average peak-to-trough decline

-5.61%

-7.53%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.31%

-0.27%

Volatility

SUSS.L vs. J15R.L - Volatility Comparison

iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) have volatilities of 1.27% and 1.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSS.LJ15R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.27%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.12%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

4.31%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

5.47%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

6.42%

+0.63%

SUSS.L vs. J15R.L - Expense Ratio Comparison

SUSS.L has a 0.12% 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

SUSS.L vs. J15R.L - Dividend Comparison

SUSS.L's dividend yield for the trailing twelve months is around 2.94%, while J15R.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%0.00%
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
2.94%2.99%3.00%1.95%0.31%0.13%0.23%0.28%0.13%0.12%0.17%

Frequently Asked Questions


With a correlation of 0.97, SUSS.L and J15R.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.12% for SUSS.L.

Both ETFs track Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.12% for SUSS.L and 0.04% for J15R.L.

Portfolio Optimizer

Find the right allocation for SUSS.L and J15R.L

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