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XYLD.L vs. JEBP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD.L vs. JEBP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) and JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XYLD.L achieves a 0.82% return, which is significantly lower than JEBP.L's 1.31% return.


XYLD.L

1D
0.05%
1M
-0.05%
6M
0.88%
YTD
0.82%
1Y
3.64%
3Y*
5.09%
5Y*
1.51%
10Y*

JEBP.L

1D
-0.24%
1M
0.83%
6M
1.48%
YTD
1.31%
1Y
3.59%
3Y*
7.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLD.L vs. JEBP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
0.82%6.20%4.88%5.72%-8.68%-0.54%
JEBP.L
JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)
1.31%13.16%4.12%14.94%-21.57%-0.69%

Correlation

The correlation between XYLD.L and JEBP.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.45

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Return for Risk

XYLD.L vs. JEBP.L — Risk / Return Rank

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

XYLD.L
XYLD.L Risk / Return Rank: 8181
Overall Rank
XYLD.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 7777
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 8585
Martin Ratio Rank

JEBP.L
JEBP.L Risk / Return Rank: 3939
Overall Rank
JEBP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JEBP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
JEBP.L Omega Ratio Rank: 4444
Omega Ratio Rank
JEBP.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
JEBP.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.

XYLD.L vs. JEBP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) and JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.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.


XYLD.LJEBP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.26

Calmar ratioReturn relative to maximum drawdown

3.51

0.56

+2.95

Martin ratioReturn relative to average drawdown

13.04

1.49

+11.56

XYLD.L vs. JEBP.L - Sharpe Ratio Comparison

The current XYLD.L Sharpe Ratio is 1.84, which is higher than the JEBP.L Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of XYLD.L and JEBP.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

XYLD.L vs. JEBP.L - Drawdown Comparison

The maximum XYLD.L drawdown since its inception was -18.92%, smaller than the maximum JEBP.L drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for XYLD.L and JEBP.L.


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Drawdown Indicators


XYLD.LJEBP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.92%

-32.59%

+13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-6.37%

+5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-1.38%

-8.63%

+7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.40%

Current Drawdown

Current decline from peak

-0.27%

-2.21%

+1.94%

Average Drawdown

Average peak-to-trough decline

-3.10%

-9.94%

+6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

2.41%

-2.13%

Volatility

XYLD.L vs. JEBP.L - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) is 0.53%, while JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) has a volatility of 1.86%. This indicates that XYLD.L experiences smaller price fluctuations and is considered to be less risky than JEBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLD.LJEBP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.86%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

6.36%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

1.97%

8.01%

-6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.19%

10.71%

-7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

10.71%

-4.84%

XYLD.L vs. JEBP.L - Expense Ratio Comparison

XYLD.L has a 0.16% expense ratio, which is higher than JEBP.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

XYLD.L vs. JEBP.L - Dividend Comparison

XYLD.L's dividend yield for the trailing twelve months is around 3.76%, while JEBP.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
JEBP.L
JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.76%3.61%3.34%2.88%6.03%3.88%3.78%

Frequently Asked Questions


XYLD.L and JEBP.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEBP.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEBP.L is cheaper with a 0.04% expense ratio, compared with 0.16% for XYLD.L.

They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.16% for XYLD.L and 0.04% for JEBP.L.

Portfolio Optimizer

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

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