- Issuer
- JPMorgan
- Inception Date
- May 17, 2022
- Category
- High Yield Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Bond
Share Price Chart
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Performance
JGHY.L Performance Chart
JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) is up 2.1% since the beginning of the year. JGHY.L is currently trading at $130 per share. Investors who bought $1,000 worth of JGHY.L shares 5 years ago would now be looking at an investment worth $1,202.
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Returns By Period
JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) has returned 2.09% so far this year and 7.41% over the past 12 months.
JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc
- 1D
- -0.08%
- 1M
- -0.13%
- 6M
- 1.98%
- YTD
- 2.09%
- 1Y
- 7.41%
- 3Y*
- 8.58%
- 5Y*
- 3.74%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
JGHY.L Monthly Returns History
Based on dividend-adjusted daily data since Feb 4, 2020, JGHY.L's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +5.2%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JGHY.L closed higher 54% of trading days. The best single day was Apr 9, 2020 with a return of +5.4%, while the worst single day was Mar 12, 2020 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.80% | 0.14% | -2.88% | 3.39% | 0.47% | 0.15% | 0.08% | 2.09% | |||||
| 2025 | 1.16% | 0.57% | -0.28% | 1.14% | 1.78% | 1.97% | 0.17% | 1.53% | 1.04% | -0.02% | 0.59% | 1.42% | 11.61% |
| 2024 | -0.26% | -0.22% | 1.41% | -1.18% | 1.37% | 0.49% | 1.87% | 2.07% | 1.80% | -1.34% | 1.01% | -0.99% | 6.10% |
| 2023 | 3.33% | -1.86% | 1.87% | 0.50% | -1.61% | 1.92% | 1.14% | -0.25% | -1.84% | -1.04% | 5.24% | 3.76% | 11.41% |
| 2022 | -2.67% | -0.82% | -0.93% | -4.06% | 0.35% | -6.38% | 4.41% | -2.63% | -3.19% | 2.08% | 2.90% | 0.86% | -10.11% |
| 2021 | -0.30% | 0.06% | -0.05% | 1.21% | 1.01% | 0.48% | -0.09% | 0.42% | -0.47% | -0.65% | -1.65% | 1.91% | 1.82% |
Benchmark Metrics
JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc has an annualized alpha of 1.05%, beta of 0.23, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since February 04, 2020.
- This ETF participated in 44.68% of S&P 500 Index downside but only 30.59% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.23 may look defensive, but with R2 of 0.31 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.31 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.05%
- Beta
- 0.23
- R²
- 0.31
- Upside Capture
- 30.59%
- Downside Capture
- 44.68%
Expense Ratio
JGHY.L has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JGHY.L ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) and compare them to S&P 500 Index.
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.
| JGHY.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.35 | -0.18 |
| Martin ratioReturn relative to average drawdown | 9.24 | 10.19 | -0.95 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc was 20.47%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc drawdown is 0.20%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-20.47%Mar 2020 | 1mo 4d | 5mo 12d | 6mo 16dFeb 2020 - Sep 2020 | COVID crash2020 |
-17.54%Sep 2022 | 1y 14d | 1y 7mo | 2y 8moSep 2021 - May 2024 | Bear market2022 |
-4.31%Apr 2025 | 14d | 15d | 29dMar 2025 - Apr 2025 | 2025 selloff2025 |
-3.33%Mar 2026 | 1mo 6d | 21d | 1mo 27dFeb 2026 - Apr 2026 | — |
-2.38%Jan 2025 | 3mo 15d | 1mo 2d | 4mo 17dSep 2024 - Feb 2025 | — |
Drawdown Indicators
| JGHY.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.47% | -56.78% | +36.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -9.10% | +5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -4.31% | -18.90% | +14.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | -25.43% | +7.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.20% | -0.49% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -10.70% | +6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.09% | -1.31% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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