XBLC.L vs. J15R.L
Compare and contrast key facts about Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L).
XBLC.L and J15R.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBLC.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Euro Corp TR EUR. It was launched on Feb 23, 2010. J15R.L is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. It was launched on Dec 5, 2018. Both XBLC.L and J15R.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XBLC.L vs. J15R.L - Performance Comparison
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XBLC.L vs. J15R.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XBLC.L Xtrackers II EUR Corporate Bond UCITS ETF 1C | -0.60% | 2.95% | 4.36% | 7.51% | -13.29% | -1.05% | 2.52% | 6.28% | 0.10% |
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | -0.41% | 3.20% | 4.41% | 6.37% | -7.65% | -0.87% | 0.71% | 2.78% | 0.30% |
Different Trading Currencies
XBLC.L is traded in EUR, while J15R.L is traded in GBP. To make them comparable, the J15R.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XBLC.L achieves a -0.60% return, which is significantly lower than J15R.L's -0.41% return.
XBLC.L
- 1D
- 0.38%
- 1M
- -1.45%
- YTD
- -0.60%
- 6M
- -0.40%
- 1Y
- 2.16%
- 3Y*
- 4.26%
- 5Y*
- -0.20%
- 10Y*
- —
J15R.L
- 1D
- 0.71%
- 1M
- -1.16%
- YTD
- -0.41%
- 6M
- 0.16%
- 1Y
- 2.26%
- 3Y*
- 4.20%
- 5Y*
- 0.99%
- 10Y*
- —
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XBLC.L vs. J15R.L - Expense Ratio Comparison
XBLC.L has a 0.12% expense ratio, which is higher than J15R.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%.
Return for Risk
XBLC.L vs. J15R.L — Risk / Return Rank
XBLC.L
J15R.L
XBLC.L vs. J15R.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.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.
| XBLC.L | J15R.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.65 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.01 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.85 | +0.03 |
Martin ratioReturn relative to average drawdown | 3.86 | 3.61 | +0.24 |
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
| XBLC.L | J15R.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.65 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.25 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.23 | -0.07 |
Correlation
The correlation between XBLC.L and J15R.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XBLC.L vs. J15R.L - Dividend Comparison
Neither XBLC.L nor J15R.L has paid dividends to shareholders.
Drawdowns
XBLC.L vs. J15R.L - Drawdown Comparison
The maximum XBLC.L drawdown since its inception was -17.18%, which is greater than J15R.L's maximum drawdown of -10.92%. Use the drawdown chart below to compare losses from any high point for XBLC.L and J15R.L.
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Drawdown Indicators
| XBLC.L | J15R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.18% | -16.15% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -3.35% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.18% | -10.69% | -6.49% |
Current DrawdownCurrent decline from peak | -2.18% | -2.14% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -7.65% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 1.21% | -0.60% |
Volatility
XBLC.L vs. J15R.L - Volatility Comparison
Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) has a higher volatility of 1.62% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) at 1.45%. This indicates that XBLC.L's price experiences larger fluctuations and is considered to be riskier than J15R.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XBLC.L | J15R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.45% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 2.06% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.63% | 3.44% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 3.90% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.71% | 4.97% | -0.26% |