XYLD.L vs. JRBU.L
XYLD.L (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) and JRBU.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 0.56%/yr for JRBU.L. A 0.59 correlation means they provide meaningful diversification when combined. XYLD.L charges 0.16%/yr vs 0.19%/yr for JRBU.L.
Performance
XYLD.L vs. JRBU.L - Performance Comparison
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Different Trading Currencies
XYLD.L is traded in USD, while JRBU.L is traded in GBP. To make them comparable, the JRBU.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 JRBU.L's 1.03% 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*
- —
JRBU.L
- 1D
- 0.45%
- 1M
- 1.62%
- YTD
- 1.03%
- 6M
- 1.43%
- 1Y
- 5.63%
- 3Y*
- 5.35%
- 5Y*
- 0.56%
- 10Y*
- —
XYLD.L vs. JRBU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 10.34% | 17.19% | 0.46% |
JRBU.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.03% | 8.08% | 2.25% | 7.71% | -15.67% | -1.32% | 8.73% | 15.42% | -20.57% |
Correlation
The correlation between XYLD.L and JRBU.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.59 |
The correlation between XYLD.L and JRBU.L shifts across timeframes, from 0.42 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XYLD.L vs. JRBU.L — Risk / Return Rank
XYLD.L
JRBU.L
XYLD.L vs. JRBU.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 (JRBU.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 | JRBU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.66 | +1.90 |
| Martin ratioReturn relative to average drawdown | 13.31 | 5.09 | +8.22 |
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Drawdowns
XYLD.L vs. JRBU.L - Drawdown Comparison
The maximum XYLD.L drawdown since its inception was -18.92%, smaller than the maximum JRBU.L drawdown of -22.52%. Use the drawdown chart below to compare losses from any high point for XYLD.L and JRBU.L.
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Drawdown Indicators
| XYLD.L | JRBU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.92% | -22.52% | +3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -3.38% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -1.38% | -6.47% | +5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -12.40% | -22.07% | +9.67% |
Current DrawdownCurrent decline from peak | -0.11% | -0.56% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -8.97% | +5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 1.10% | -0.82% |
Volatility
XYLD.L vs. JRBU.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 (JRBU.L) has a volatility of 1.79%. This indicates that XYLD.L experiences smaller price fluctuations and is considered to be less risky than JRBU.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.L | JRBU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 1.79% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 4.21% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 5.53% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.19% | 8.47% | -5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.79% | 11.73% | -5.94% |
XYLD.L vs. JRBU.L - Expense Ratio Comparison
XYLD.L has a 0.16% expense ratio, which is lower than JRBU.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. JRBU.L - Dividend Comparison
XYLD.L's dividend yield for the trailing twelve months is around 3.76%, while JRBU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JRBU.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.00% | 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% | 2.92% |
Frequently Asked Questions
XYLD.L and JRBU.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
XYLD.L is cheaper with a 0.16% expense ratio, compared with 0.19% for JRBU.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 JRBU.L.
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