PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VUSC.L vs. JR15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VUSC.L vs. JR15.L

Last updated Jul 16, 2026
Documentation

VUSC.L (Vanguard USD Corporate 1-3 year Bond UCITS ETF) and JR15.L (JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)) are both Corporate Bonds funds. VUSC.L is passively managed, while JR15.L is actively managed. Over the past 5 years, VUSC.L returned 3.13%/yr vs 0.91%/yr for JR15.L. At a 0.38 correlation, their price movements are largely independent.

Performance

VUSC.L vs. JR15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Corporate 1-3 year Bond UCITS ETF (VUSC.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

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

Returns By Period

In the year-to-date period, VUSC.L achieves a 1.01% return, which is significantly higher than JR15.L's -2.17% return.

VUSC.L

1D
0.03%
1M
-0.23%
6M
0.76%
YTD
1.01%
1Y
3.35%
3Y*
4.27%
5Y*
3.13%
10Y*
—

JR15.L

1D
0.00%
1M
-2.06%
6M
-1.77%
YTD
-2.17%
1Y
-0.50%
3Y*
3.85%
5Y*
0.91%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
VUSC.L
Vanguard USD Corporate 1-3 year Bond UCITS ETF		1.01%-1.33%7.18%-0.33%7.69%1.08%0.03%2.11%0.35%
JR15.L
JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)		-2.17%8.99%-0.40%4.09%-2.99%-6.28%6.54%-3.41%0.92%

Correlation

The correlation between VUSC.L and JR15.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.24

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

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2018

0.38

Over the past year, the correlation between VUSC.L and JR15.L has dropped to 0.18 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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

Vanguard USD Corporate 1-3 year Bond UCITS ETF

JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUSC.L
VUSC.L Risk / Return Rank: 2121
Overall Rank
VUSC.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VUSC.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
VUSC.L Omega Ratio Rank: 1919
Omega Ratio Rank
VUSC.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
VUSC.L Martin Ratio Rank: 2323
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 year Bond UCITS ETF (VUSC.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.

VUSC.LJR15.LDifference
Sharpe ratioReturn per unit of total volatility
0.63
-0.15

+0.78

Sortino ratioReturn per unit of downside risk
0.95
-0.19

+1.14

Omega ratioGain probability vs. loss probability

1.11

0.98

+0.13

Calmar ratioReturn relative to maximum drawdown

0.86

-0.18

+1.05

Martin ratioReturn relative to average drawdown

2.28

-0.44

+2.72

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

The current VUSC.L Sharpe Ratio is 0.63, which is higher than the JR15.L Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of VUSC.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

VUSC.L vs. JR15.L - Drawdown Comparison

The maximum VUSC.L drawdown since its inception was -15.15%, roughly equal to the maximum JR15.L drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for VUSC.L and JR15.L.

Loading charts...

Drawdown Indicators

VUSC.LJR15.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-15.79%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-4.38%

-3.49%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-8.76%

-3.49%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.15%

-9.87%

-5.28%

Current Drawdown

Current decline from peak

-3.61%

-3.49%

-0.12%

Average Drawdown

Average peak-to-trough decline

-6.19%

-7.42%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.45%

+0.21%

Volatility

VUSC.L vs. JR15.L - Volatility Comparison

Vanguard USD Corporate 1-3 year Bond UCITS ETF (VUSC.L) has a higher volatility of 1.68% compared to JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L) at 1.05%. This indicates that VUSC.L's price experiences larger fluctuations and is considered to be riskier than JR15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

VUSC.LJR15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

1.05%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

3.10%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

4.24%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

5.50%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

6.25%

+2.24%

Dividends

VUSC.L vs. JR15.L - Dividend Comparison

VUSC.L's dividend yield for the trailing twelve months is around 4.93%, while JR15.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
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%0.00%
VUSC.L
Vanguard USD Corporate 1-3 year Bond UCITS ETF		4.93%4.94%4.85%4.15%1.92%1.03%2.12%2.92%1.75%

Frequently Asked Questions

VUSC.L and JR15.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Vanguard and JPMorgan.

Portfolio Optimizer

Find the right allocation for VUSC.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