EXHE.DE vs. JEPI.L
Compare and contrast key facts about iShares Pfandbriefe UCITS ETF (DE) (EXHE.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L).
EXHE.DE and JEPI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXHE.DE is a passively managed fund by iShares that tracks the performance of the iBoxx® Pfandbriefe. It was launched on Dec 2, 2004. JEPI.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
EXHE.DE vs. JEPI.L - Performance Comparison
Loading graphics...
EXHE.DE vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXHE.DE iShares Pfandbriefe UCITS ETF (DE) | -0.45% | 2.34% | 0.42% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.47% | -4.72% | 1.51% |
Different Trading Currencies
EXHE.DE is traded in EUR, while JEPI.L is traded in USD. To make them comparable, the JEPI.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXHE.DE achieves a -0.45% return, which is significantly lower than JEPI.L's 1.47% return.
EXHE.DE
- 1D
- 0.16%
- 1M
- -1.62%
- YTD
- -0.45%
- 6M
- -0.39%
- 1Y
- 1.29%
- 3Y*
- 2.84%
- 5Y*
- -1.15%
- 10Y*
- -0.22%
JEPI.L
- 1D
- 1.18%
- 1M
- -3.06%
- YTD
- 1.47%
- 6M
- 4.71%
- 1Y
- 0.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EXHE.DE vs. JEPI.L - Expense Ratio Comparison
EXHE.DE has a 0.10% expense ratio, which is lower than JEPI.L's 0.35% expense ratio.
Return for Risk
EXHE.DE vs. JEPI.L — Risk / Return Rank
EXHE.DE
JEPI.L
EXHE.DE vs. JEPI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Pfandbriefe UCITS ETF (DE) (EXHE.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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.
| EXHE.DE | JEPI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.06 | +0.49 |
Sortino ratioReturn per unit of downside risk | 0.79 | 0.18 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.03 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 0.15 | +0.47 |
Martin ratioReturn relative to average drawdown | 2.67 | 0.50 | +2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EXHE.DE | JEPI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.06 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | -0.10 | +0.51 |
Correlation
The correlation between EXHE.DE and JEPI.L is 0.07, 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.
Dividends
EXHE.DE vs. JEPI.L - Dividend Comparison
EXHE.DE's dividend yield for the trailing twelve months is around 1.68%, less than JEPI.L's 7.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXHE.DE iShares Pfandbriefe UCITS ETF (DE) | 1.68% | 1.61% | 1.34% | 0.88% | 0.38% | 0.33% | 0.39% | 0.53% | 0.61% | 0.89% | 1.14% | 1.75% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.58% | 7.08% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXHE.DE vs. JEPI.L - Drawdown Comparison
The maximum EXHE.DE drawdown since its inception was -16.57%, smaller than the maximum JEPI.L drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for EXHE.DE and JEPI.L.
Loading graphics...
Drawdown Indicators
| EXHE.DE | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -14.36% | -2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.25% | -10.51% | +8.26% |
Max Drawdown (5Y)Largest decline over 5 years | -15.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | — | — |
Current DrawdownCurrent decline from peak | -7.28% | -4.71% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -2.32% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 1.80% | -1.28% |
Volatility
EXHE.DE vs. JEPI.L - Volatility Comparison
The current volatility for iShares Pfandbriefe UCITS ETF (DE) (EXHE.DE) is 1.07%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) has a volatility of 3.61%. This indicates that EXHE.DE experiences smaller price fluctuations and is considered to be less risky than JEPI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EXHE.DE | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 3.61% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 1.62% | 6.69% | -5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 13.64% | -11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 13.47% | -9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.14% | 13.47% | -10.33% |