DHYA.L vs. JEPI
Compare and contrast key facts about iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) and JPMorgan Equity Premium Income ETF (JEPI).
DHYA.L and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DHYA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Nov 12, 2019. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHYA.L or JEPI.
Key characteristics
| DHYA.L | JEPI | |
|---|---|---|
| YTD Return | 8.10% | 15.79% |
| 1Y Return | 15.13% | 20.11% |
| 3Y Return (Ann) | 2.40% | 8.29% |
| Sharpe Ratio | 3.01 | 2.87 |
| Sortino Ratio | 4.67 | 4.00 |
| Omega Ratio | 1.61 | 1.58 |
| Calmar Ratio | 2.03 | 5.20 |
| Martin Ratio | 23.95 | 20.34 |
| Ulcer Index | 0.59% | 0.99% |
| Daily Std Dev | 4.75% | 7.00% |
| Max Drawdown | -16.70% | -13.71% |
| Current Drawdown | -0.27% | -0.18% |
Correlation
The correlation between DHYA.L and JEPI is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DHYA.L vs. JEPI - Performance Comparison
In the year-to-date period, DHYA.L achieves a 8.10% return, which is significantly lower than JEPI's 15.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DHYA.L vs. JEPI - Expense Ratio Comparison
DHYA.L has a 0.25% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
DHYA.L vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) and JPMorgan Equity Premium Income ETF (JEPI). 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.
Dividends
DHYA.L vs. JEPI - Dividend Comparison
DHYA.L has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
DHYA.L iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
DHYA.L vs. JEPI - Drawdown Comparison
The maximum DHYA.L drawdown since its inception was -16.70%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DHYA.L and JEPI. For additional features, visit the drawdowns tool.
Volatility
DHYA.L vs. JEPI - Volatility Comparison
The current volatility for iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) is 1.21%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 1.97%. This indicates that DHYA.L experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.