PortfoliosLab logoPortfoliosLab logo
SUSU.L vs. JR15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSU.L vs. JR15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) and JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SUSU.L is traded in USD, while JR15.L is traded in EUR. To make them comparable, the JR15.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUSU.L achieves a 1.38% return, which is significantly higher than JR15.L's -1.77% return.


SUSU.L

1D
0.20%
1M
0.20%
6M
1.38%
YTD
1.38%
1Y
4.12%
3Y*
5.21%
5Y*
2.97%
10Y*

JR15.L

1D
0.00%
1M
-1.19%
6M
-1.17%
YTD
-1.77%
1Y
0.56%
3Y*
5.04%
5Y*
0.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSU.L vs. JR15.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
1.38%5.55%5.45%5.18%-2.19%-0.16%3.27%4.16%-0.40%
JR15.L
JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)
-1.77%17.35%-2.11%9.57%-13.30%-7.16%9.76%0.41%1.45%

Correlation

The correlation between SUSU.L and JR15.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.24

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

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SUSU.L vs. JR15.L — Risk / Return Rank

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

SUSU.L
SUSU.L Risk / Return Rank: 9292
Overall Rank
SUSU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9595
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9595
Martin Ratio Rank

JR15.L
JR15.L Risk / Return Rank: 2626
Overall Rank
JR15.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JR15.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
JR15.L Omega Ratio Rank: 2929
Omega Ratio Rank
JR15.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
JR15.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.

SUSU.L vs. JR15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) and JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr 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.


SUSU.LJR15.LDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+3.36

Omega ratioGain probability vs. loss probability

1.58

1.01

+0.57

Calmar ratioReturn relative to maximum drawdown

6.92

0.03

+6.89

Martin ratioReturn relative to average drawdown

24.22

0.06

+24.16

SUSU.L vs. JR15.L - Sharpe Ratio Comparison

The current SUSU.L Sharpe Ratio is 2.15, which is higher than the JR15.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SUSU.L and JR15.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.


Loading charts...

Drawdowns

SUSU.L vs. JR15.L - Drawdown Comparison

The maximum SUSU.L drawdown since its inception was -8.32%, smaller than the maximum JR15.L drawdown of -29.33%. Use the drawdown chart below to compare losses from any high point for SUSU.L and JR15.L.


Loading charts...

Drawdown Indicators


SUSU.LJR15.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-29.33%

+21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-6.22%

+5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-1.38%

-7.90%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-4.67%

-27.03%

+22.36%

Current Drawdown

Current decline from peak

0.00%

-4.59%

+4.59%

Average Drawdown

Average peak-to-trough decline

-0.63%

-8.54%

+7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

2.78%

-2.61%

Volatility

SUSU.L vs. JR15.L - Volatility Comparison

The current volatility for iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) is 0.40%, while JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L) has a volatility of 1.33%. This indicates that SUSU.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.


Loading charts...

Volatility by Period


SUSU.LJR15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

1.33%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

5.32%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

6.91%

-5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.14%

8.30%

-5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

8.01%

-4.58%

SUSU.L vs. JR15.L - Expense Ratio Comparison

SUSU.L has a 0.12% expense ratio, which is lower than JR15.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SUSU.L vs. JR15.L - Dividend Comparison

SUSU.L's dividend yield for the trailing twelve months is around 4.47%, while JR15.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
JR15.L
JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
4.47%4.60%4.71%4.01%1.59%0.82%2.24%2.90%

Frequently Asked Questions


SUSU.L and JR15.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.19% for JR15.L.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.12% for SUSU.L and 0.19% for JR15.L.

Portfolio Optimizer

Find the right allocation for SUSU.L and JR15.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer