HYUP vs. JEPI
Compare and contrast key facts about Xtrackers High Beta High Yield Bond ETF (HYUP) and JPMorgan Equity Premium Income ETF (JEPI).
HYUP and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYUP is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market High Beta Index. It was launched on Jan 11, 2018. 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: HYUP or JEPI.
Performance
HYUP vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, HYUP achieves a 10.54% return, which is significantly lower than JEPI's 14.71% return.
HYUP
10.54%
0.35%
8.31%
16.53%
4.88%
N/A
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| HYUP | JEPI | |
|---|---|---|
| Sharpe Ratio | 3.42 | 2.55 |
| Sortino Ratio | 5.25 | 3.54 |
| Omega Ratio | 1.69 | 1.50 |
| Calmar Ratio | 2.72 | 4.65 |
| Martin Ratio | 24.72 | 18.00 |
| Ulcer Index | 0.68% | 1.00% |
| Daily Std Dev | 4.90% | 7.05% |
| Max Drawdown | -24.79% | -13.71% |
| Current Drawdown | -0.42% | -1.12% |
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HYUP vs. JEPI - Expense Ratio Comparison
HYUP has a 0.20% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Correlation
The correlation between HYUP and JEPI is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HYUP vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) 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
HYUP vs. JEPI - Dividend Comparison
HYUP's dividend yield for the trailing twelve months is around 7.59%, more than JEPI's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
HYUP Xtrackers High Beta High Yield Bond ETF | 7.59% | 7.48% | 7.15% | 6.19% | 6.89% | 6.78% | 6.97% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
HYUP vs. JEPI - Drawdown Comparison
The maximum HYUP drawdown since its inception was -24.79%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HYUP and JEPI. For additional features, visit the drawdowns tool.
Volatility
HYUP vs. JEPI - Volatility Comparison
The current volatility for Xtrackers High Beta High Yield Bond ETF (HYUP) is 1.05%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.14%. This indicates that HYUP 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.