EUN5.DE vs. JGPI.DE
EUN5.DE (iShares Core EUR Corporate Bond UCITS ETF (Dist)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - EUN5.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. EUN5.DE is passively managed, while JGPI.DE is actively managed. Over the past year, EUN5.DE returned 2.22% vs -0.44% for JGPI.DE. At a 0.17 correlation, their price movements are largely independent. EUN5.DE charges 0.20%/yr vs 0.35%/yr for JGPI.DE.
Performance
EUN5.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN5.DE achieves a 0.53% return, which is significantly higher than JGPI.DE's -1.21% return.
EUN5.DE
- 1D
- 0.05%
- 1M
- 0.36%
- YTD
- 0.53%
- 6M
- 0.49%
- 1Y
- 2.22%
- 3Y*
- 4.59%
- 5Y*
- 0.06%
- 10Y*
- 1.02%
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUN5.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 0.53% | 3.02% | 4.38% | 1.61% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between EUN5.DE and JGPI.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.17 |
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Return for Risk
EUN5.DE vs. JGPI.DE — Risk / Return Rank
EUN5.DE
JGPI.DE
EUN5.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). 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.
| EUN5.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.99 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.12 | +0.81 |
| Martin ratioReturn relative to average drawdown | 2.40 | -0.32 | +2.72 |
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
| EUN5.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | -0.12 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.01 |
Drawdowns
EUN5.DE vs. JGPI.DE - Drawdown Comparison
The maximum EUN5.DE drawdown since its inception was -17.31%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for EUN5.DE and JGPI.DE.
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Drawdown Indicators
| EUN5.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.31% | -12.10% | -5.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -8.18% | +5.47% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -17.31% | — | — |
Current DrawdownCurrent decline from peak | -1.08% | -8.94% | +7.86% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -4.41% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 3.05% | -2.27% |
Volatility
EUN5.DE vs. JGPI.DE - Volatility Comparison
The current volatility for iShares Core EUR Corporate Bond UCITS ETF (Dist) (EUN5.DE) is 1.08%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.53%. This indicates that EUN5.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN5.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 2.53% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 5.35% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 7.92% | -4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 9.59% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.55% | 9.59% | -5.04% |
EUN5.DE vs. JGPI.DE - Expense Ratio Comparison
EUN5.DE has a 0.20% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
EUN5.DE vs. JGPI.DE - Dividend Comparison
EUN5.DE's dividend yield for the trailing twelve months is around 3.33%, less than JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN5.DE iShares Core EUR Corporate Bond UCITS ETF (Dist) | 3.33% | 3.29% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUN5.DE and JGPI.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN5.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
EUN5.DE is categorized as European Corporate Bonds, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for EUN5.DE and 0.35% for JGPI.DE.
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