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USDC.L vs. JRUP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDC.L vs. JRUP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G USD Corporate Bond Screened UCITS ETF USD (Dist) (USDC.L) and JPM USD IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JRUP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USDC.L is traded in USD, while JRUP.L is traded in GBP. To make them comparable, the JRUP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, USDC.L achieves a -2.06% return, which is significantly lower than JRUP.L's 0.08% return.


USDC.L

1D
0.12%
1M
-0.49%
6M
0.54%
YTD
-2.06%
1Y
1.96%
3Y*
4.31%
5Y*
0.14%
10Y*

JRUP.L

1D
-0.47%
1M
0.64%
6M
0.74%
YTD
0.08%
1Y
4.87%
3Y*
5.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDC.L vs. JRUP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
USDC.L
L&G USD Corporate Bond Screened UCITS ETF USD (Dist)
-2.06%7.42%3.13%8.35%-11.80%
JRUP.L
JPM USD IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)
0.08%15.58%0.41%12.77%-23.73%

Correlation

The correlation between USDC.L and JRUP.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2022

0.66

The correlation between USDC.L and JRUP.L has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

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Return for Risk

USDC.L vs. JRUP.L — Risk / Return Rank

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

USDC.L
USDC.L Risk / Return Rank: 1616
Overall Rank
USDC.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USDC.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
USDC.L Omega Ratio Rank: 1616
Omega Ratio Rank
USDC.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
USDC.L Martin Ratio Rank: 1616
Martin Ratio Rank

JRUP.L
JRUP.L Risk / Return Rank: 3838
Overall Rank
JRUP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
JRUP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
JRUP.L Omega Ratio Rank: 3636
Omega Ratio Rank
JRUP.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
JRUP.L Martin Ratio Rank: 4040
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.

USDC.L vs. JRUP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G USD Corporate Bond Screened UCITS ETF USD (Dist) (USDC.L) and JPM USD IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JRUP.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.


USDC.LJRUP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratioReturn relative to maximum drawdown

0.40

0.87

-0.47

Martin ratioReturn relative to average drawdown

0.92

1.95

-1.03

USDC.L vs. JRUP.L - Sharpe Ratio Comparison

The current USDC.L Sharpe Ratio is 0.33, which is lower than the JRUP.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of USDC.L and JRUP.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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Drawdowns

USDC.L vs. JRUP.L - Drawdown Comparison

The maximum USDC.L drawdown since its inception was -20.07%, smaller than the maximum JRUP.L drawdown of -34.81%. Use the drawdown chart below to compare losses from any high point for USDC.L and JRUP.L.


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Drawdown Indicators


USDC.LJRUP.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.07%

-34.81%

+14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-5.99%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.92%

-13.33%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.07%

Current Drawdown

Current decline from peak

-2.83%

-2.89%

+0.06%

Average Drawdown

Average peak-to-trough decline

-6.75%

-12.85%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.66%

-0.53%

Volatility

USDC.L vs. JRUP.L - Volatility Comparison

The current volatility for L&G USD Corporate Bond Screened UCITS ETF USD (Dist) (USDC.L) is 1.11%, while JPM USD IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JRUP.L) has a volatility of 2.10%. This indicates that USDC.L experiences smaller price fluctuations and is considered to be less risky than JRUP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDC.LJRUP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

2.10%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

6.68%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

8.98%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

13.44%

-7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

13.44%

-7.32%

USDC.L vs. JRUP.L - Expense Ratio Comparison

USDC.L has a 0.09% expense ratio, which is lower than JRUP.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

USDC.L vs. JRUP.L - Dividend Comparison

USDC.L's dividend yield for the trailing twelve months is around 2.44%, while JRUP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
JRUP.L
JPM USD IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
USDC.L
L&G USD Corporate Bond Screened UCITS ETF USD (Dist)
2.44%4.47%4.08%3.24%2.36%0.78%

Frequently Asked Questions


USDC.L and JRUP.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USDC.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USDC.L is cheaper with a 0.09% expense ratio, compared with 0.19% for JRUP.L.

They also come from different issuers: L&G and JPMorgan. Their fees differ too: 0.09% for USDC.L and 0.19% for JRUP.L.

Portfolio Optimizer

Find the right allocation for USDC.L and JRUP.L

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