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VECP.L vs. JRBE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VECP.L vs. JRBE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VECP.L achieves a -0.48% return, which is significantly lower than JRBE.L's -0.44% return.


VECP.L

1D
0.27%
1M
1.02%
YTD
-0.48%
6M
-0.49%
1Y
4.68%
3Y*
4.97%
5Y*
0.73%
10Y*
2.41%

JRBE.L

1D
0.22%
1M
1.03%
YTD
-0.44%
6M
-0.44%
1Y
4.85%
3Y*
4.75%
5Y*
0.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECP.L vs. JRBE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-0.48%8.47%0.17%6.15%-7.51%-7.24%8.80%0.94%0.09%
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 VECP.L and JRBE.L is 0.99 - 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

0.99

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

0.99

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

0.99

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

0.98

The correlation between VECP.L and JRBE.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

VECP.L vs. JRBE.L — Risk / Return Rank

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

VECP.L
VECP.L Risk / Return Rank: 2626
Overall Rank
VECP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VECP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
VECP.L Omega Ratio Rank: 2525
Omega Ratio Rank
VECP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VECP.L Martin Ratio Rank: 2424
Martin Ratio Rank

JRBE.L
JRBE.L Risk / Return Rank: 2727
Overall Rank
JRBE.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JRBE.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
JRBE.L Omega Ratio Rank: 2626
Omega Ratio Rank
JRBE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
JRBE.L Martin Ratio Rank: 2424
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.

VECP.L vs. JRBE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.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.


VECP.LJRBE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.16

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.21

1.22

-0.01

Martin ratioReturn relative to average drawdown

3.08

3.13

-0.05

VECP.L vs. JRBE.L - Sharpe Ratio Comparison

The current VECP.L Sharpe Ratio is 0.97, which is comparable to the JRBE.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VECP.L and JRBE.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


VECP.LJRBE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.01

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.05

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.09

+0.24

Drawdowns

VECP.L vs. JRBE.L - Drawdown Comparison

The maximum VECP.L drawdown since its inception was -20.56%, roughly equal to the maximum JRBE.L drawdown of -21.46%. Use the drawdown chart below to compare losses from any high point for VECP.L and JRBE.L.


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Drawdown Indicators


VECP.LJRBE.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-21.46%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-3.97%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-3.97%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.13%

-16.77%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-3.44%

-5.72%

+2.28%

Average Drawdown

Average peak-to-trough decline

-7.60%

-9.85%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.55%

-0.03%

Volatility

VECP.L vs. JRBE.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) and JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBE.L) have volatilities of 1.45% and 1.46%, 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


VECP.LJRBE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.46%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

3.67%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

4.76%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

6.15%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

7.10%

+0.48%

VECP.L vs. JRBE.L - Expense Ratio Comparison

VECP.L has a 0.09% 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

VECP.L vs. JRBE.L - Dividend Comparison

VECP.L's dividend yield for the trailing twelve months is around 3.42%, while JRBE.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.42%3.37%4.05%3.45%2.12%0.94%0.99%0.93%1.10%1.23%1.04%

Frequently Asked Questions


With a correlation of 0.99, VECP.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 0.09% for VECP.L.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.09% for VECP.L and 0.04% for JRBE.L.

Portfolio Optimizer

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