SUSS.L vs. JRBE.L
SUSS.L (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and JRBE.L (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - SUSS.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while JRBE.L tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, SUSS.L returned 1.74%/yr vs 0.30%/yr for JRBE.L. Their correlation of 0.85 suggests significant overlap in exposure. SUSS.L charges 0.12%/yr vs 0.04%/yr for JRBE.L.
Performance
SUSS.L vs. JRBE.L - Performance Comparison
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Different Trading Currencies
SUSS.L is traded in GBp, while JRBE.L is traded in GBP. To make them comparable, the JRBE.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 JRBE.L's -0.44% 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%
JRBE.L
- 1D
- 0.22%
- 1M
- 1.03%
- YTD
- -0.44%
- 6M
- -0.44%
- 1Y
- 4.85%
- 3Y*
- 4.75%
- 5Y*
- 0.30%
- 10Y*
- —
SUSS.L vs. JRBE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
JRBE.L JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | -0.44% | 8.52% | -0.35% | 5.53% | -8.30% | -7.59% | 8.06% | 0.11% | 0.48% |
Correlation
The correlation between SUSS.L and JRBE.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.85 |
The correlation between SUSS.L and JRBE.L shifts across timeframes, from 0.80 (5 years) to 0.90 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUSS.L vs. JRBE.L — Risk / Return Rank
SUSS.L
JRBE.L
SUSS.L vs. JRBE.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 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.
| SUSS.L | JRBE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.22 | +0.72 |
| Martin ratioReturn relative to average drawdown | 4.52 | 3.13 | +1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUSS.L | JRBE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.01 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.05 | +0.27 |
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 | 0.09 | +0.23 |
Drawdowns
SUSS.L vs. JRBE.L - Drawdown Comparison
The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum JRBE.L drawdown of -21.46%. Use the drawdown chart below to compare losses from any high point for SUSS.L and JRBE.L.
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Drawdown Indicators
| SUSS.L | JRBE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.27% | -21.46% | +9.19% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -3.97% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -2.74% | -3.97% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -5.87% | -16.77% | +10.90% |
Max Drawdown (10Y)Largest decline over 10 years | -12.27% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -5.72% | +4.35% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -9.85% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.55% | -0.51% |
Volatility
SUSS.L vs. JRBE.L - Volatility Comparison
The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) is 1.27%, while JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) has a volatility of 1.46%. This indicates that SUSS.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
| SUSS.L | JRBE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.46% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 3.67% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 4.76% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 6.15% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 7.10% | -0.05% |
SUSS.L vs. JRBE.L - Expense Ratio Comparison
SUSS.L has a 0.12% 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
SUSS.L vs. JRBE.L - Dividend Comparison
SUSS.L's dividend yield for the trailing twelve months is around 2.94%, while JRBE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 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 0.90, SUSS.L and JRBE.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, 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 0.12% for SUSS.L.
SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while JRBE.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.12% for SUSS.L and 0.04% for JRBE.L.
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