EUN1.DE vs. JEPI
EUN1.DE (iShares STOXX Europe 50 UCITS ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50, while JEPI is a Dividend fund actively managed by JPMorgan. EUN1.DE is passively managed, while JEPI is actively managed. Over the past 5 years, EUN1.DE returned 11.08%/yr vs 8.46%/yr for JEPI. At a 0.31 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
EUN1.DE vs. JEPI - Performance Comparison
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Different Trading Currencies
EUN1.DE is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUN1.DE achieves a 7.28% return, which is significantly higher than JEPI's 1.89% return.
EUN1.DE
- 1D
- 0.78%
- 1M
- 2.62%
- YTD
- 7.28%
- 6M
- 9.74%
- 1Y
- 15.85%
- 3Y*
- 12.02%
- 5Y*
- 11.08%
- 10Y*
- 9.16%
JEPI
- 1D
- -0.42%
- 1M
- 1.77%
- YTD
- 1.89%
- 6M
- 1.81%
- 1Y
- 5.72%
- 3Y*
- 6.28%
- 5Y*
- 8.46%
- 10Y*
- —
EUN1.DE vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 7.28% | 17.86% | 7.29% | 14.83% | -1.88% | 26.01% | 10.71% |
JEPI JPMorgan Equity Premium Income ETF | 1.89% | -4.74% | 20.00% | 6.53% | 2.49% | 30.61% | 6.27% |
Correlation
The correlation between EUN1.DE and JEPI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.31 |
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Return for Risk
EUN1.DE vs. JEPI — Risk / Return Rank
EUN1.DE
JEPI
EUN1.DE vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) 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.
| EUN1.DE | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.12 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.09 | +0.60 |
| Martin ratioReturn relative to average drawdown | 5.92 | 2.85 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUN1.DE | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.65 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.70 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.84 | -0.68 |
Drawdowns
EUN1.DE vs. JEPI - Drawdown Comparison
The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than JEPI's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and JEPI.
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Drawdown Indicators
| EUN1.DE | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.27% | -19.13% | -43.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -5.26% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.40% | -19.13% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.40% | -19.13% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -6.45% | +4.73% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -3.69% | -17.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.01% | +0.74% |
Volatility
EUN1.DE vs. JEPI - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 4.21% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. This indicates that EUN1.DE's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN1.DE | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 2.04% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 6.49% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 8.92% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 12.14% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 11.83% | +3.43% |
EUN1.DE vs. JEPI - Expense Ratio Comparison
Both EUN1.DE and JEPI have an expense ratio of 0.35%.
Dividends
EUN1.DE vs. JEPI - Dividend Comparison
EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, less than JEPI's 8.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
JEPI JPMorgan Equity Premium Income ETF | 8.28% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUN1.DE and JEPI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EUN1.DE and JEPI have the same expense ratio: 0.35% per year.
EUN1.DE is categorized as Europe Equities, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan.
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