XYLD.L vs. JIBG.L

Last updated Jun 25, 2026

XYLD.L (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) and JIBG.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both Corporate Bonds funds tracking the Bloomberg US Corp Bond TR USD, from Xtrackers and JPMorgan respectively. Both are passively managed. Over the past 5 years, XYLD.L returned 1.72%/yr vs 0.53%/yr for JIBG.L. A 0.60 correlation means they provide meaningful diversification when combined. XYLD.L charges 0.16%/yr vs 0.19%/yr for JIBG.L.

Performance

XYLD.L vs. JIBG.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XYLD.L is traded in USD, while JIBG.L is traded in GBP. To make them comparable, the JIBG.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 JIBG.L's 1.09% return.

XYLD.L

• 1D: 0.11%
• 1M: 0.49%
• YTD: 0.82%
• 6M: 0.93%
• 1Y: 3.70%
• 3Y*: 5.29%
• 5Y*: 1.72%
• 10Y*: —

JIBG.L

• 1D: 0.48%
• 1M: 1.66%
• YTD: 1.09%
• 6M: 1.48%
• 1Y: 5.67%
• 3Y*: 5.36%
• 5Y*: 0.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D	0.82%	6.20%	4.88%	5.72%	-8.68%	0.34%	3.76%
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF	1.09%	8.07%	2.23%	7.70%	-15.78%	-1.55%	-20.78%

Correlation

The correlation between XYLD.L and JIBG.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 9, 2020	0.60

The correlation between XYLD.L and JIBG.L shifts across timeframes, from 0.41 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

XYLD.L vs. JIBG.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: 73
XYLD.L Sharpe Ratio Rank: 66
XYLD.L Sortino Ratio Rank: 74
XYLD.L Omega Ratio Rank: 67
XYLD.L Calmar Ratio Rank: 79
XYLD.L Martin Ratio Rank: 79

JIBG.L

JIBG.L Risk / Return Rank: 47
JIBG.L Sharpe Ratio Rank: 50
JIBG.L Sortino Ratio Rank: 55
JIBG.L Omega Ratio Rank: 49
JIBG.L Calmar Ratio Rank: 45
JIBG.L Martin Ratio Rank: 36

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. JIBG.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.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.L	JIBG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.03	+0.83
Sortino ratio: Return per unit of downside risk	2.88	1.53	+1.35
Omega ratio: Gain probability vs. loss probability	1.35	1.17	+0.17
Calmar ratio: Return relative to maximum drawdown	3.56	1.72	+1.84
Martin ratio: Return relative to average drawdown	13.31	5.25	+8.06

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

The current XYLD.L Sharpe Ratio is 1.87, which is higher than the JIBG.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of XYLD.L and JIBG.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.

Drawdowns

XYLD.L vs. JIBG.L - Drawdown Comparison

The maximum XYLD.L drawdown since its inception was -18.92%, smaller than the maximum JIBG.L drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XYLD.L and JIBG.L.

Drawdown Indicators

	XYLD.L	JIBG.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.92%	-38.50%	+19.58%
Max Drawdown (1Y) Largest decline over 1 year	-1.03%	-3.28%	+2.25%
Max Drawdown (3Y) Largest decline over 3 years	-1.38%	-6.49%	+5.11%
Max Drawdown (5Y) Largest decline over 5 years	-12.40%	-22.12%	+9.72%
Current Drawdown Current decline from peak	-0.11%	-20.99%	+20.88%
Average Drawdown Average peak-to-trough decline	-3.08%	-27.26%	+24.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.28%	1.08%	-0.80%

Volatility

XYLD.L vs. JIBG.L - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) is 0.56%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) has a volatility of 1.80%. This indicates that XYLD.L experiences smaller price fluctuations and is considered to be less risky than JIBG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XYLD.L	JIBG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.56%	1.80%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	1.52%	4.24%	-2.72%
Volatility (1Y) Calculated over the trailing 1-year period	1.99%	5.47%	-3.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.19%	8.41%	-5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.79%	12.32%	-6.53%

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

XYLD.L has a 0.16% expense ratio, which is lower than JIBG.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

XYLD.L vs. JIBG.L - Dividend Comparison

XYLD.L's dividend yield for the trailing twelve months is around 3.76%, less than JIBG.L's 5.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF	5.13%	4.93%	5.37%	4.10%	3.94%	6.87%	0.10%	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%	2.92%

Frequently Asked Questions

Can I hold both XYLD.L and JIBG.L in my portfolio?

XYLD.L and JIBG.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XYLD.L or JIBG.L?

On fees, XYLD.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XYLD.L or JIBG.L?

XYLD.L is cheaper with a 0.16% expense ratio, compared with 0.19% for JIBG.L.

What is the main difference between XYLD.L and JIBG.L?

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.16% for XYLD.L and 0.19% for JIBG.L.