HYUS.L vs. JEPG.L
HYUS.L (iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - HYUS.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. HYUS.L is passively managed, while JEPG.L is actively managed. Over the past year, HYUS.L returned 6.33% vs 1.67% for JEPG.L. At a 0.27 correlation, their price movements are largely independent. HYUS.L charges 0.20%/yr vs 0.35%/yr for JEPG.L.
Performance
HYUS.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, HYUS.L achieves a 1.44% return, which is significantly higher than JEPG.L's -2.40% return.
HYUS.L
- 1D
- 0.00%
- 1M
- 0.85%
- YTD
- 1.44%
- 6M
- 2.06%
- 1Y
- 6.33%
- 3Y*
- 8.96%
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- -0.04%
- 1M
- -0.71%
- YTD
- -2.40%
- 6M
- -1.92%
- 1Y
- 1.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HYUS.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | 1.44% | 8.55% | 8.46% | 3.40% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -2.40% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between HYUS.L and JEPG.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.27 |
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Return for Risk
HYUS.L vs. JEPG.L — Risk / Return Rank
HYUS.L
JEPG.L
HYUS.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HYUS.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.04 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 0.19 | +2.81 |
| Martin ratioReturn relative to average drawdown | 11.59 | 0.45 | +11.13 |
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Drawdowns
HYUS.L vs. JEPG.L - Drawdown Comparison
The maximum HYUS.L drawdown since its inception was -11.00%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for HYUS.L and JEPG.L.
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Drawdown Indicators
| HYUS.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.00% | -8.74% | -2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.10% | -8.74% | +6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -5.23% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | -7.73% | +7.52% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -1.82% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 3.68% | -3.13% |
Volatility
HYUS.L vs. JEPG.L - Volatility Comparison
The current volatility for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) is 0.92%, while JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a volatility of 3.23%. This indicates that HYUS.L experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYUS.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 3.23% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 6.98% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.23% | 9.15% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.88% | 10.95% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.88% | 10.95% | -4.07% |
HYUS.L vs. JEPG.L - Expense Ratio Comparison
HYUS.L has a 0.20% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
HYUS.L vs. JEPG.L - Dividend Comparison
HYUS.L's dividend yield for the trailing twelve months is around 9.19%, more than JEPG.L's 8.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | 9.19% | 7.38% | 7.53% | 6.31% | 1.53% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% | 0.00% | 0.00% |
Frequently Asked Questions
HYUS.L and JEPG.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HYUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HYUS.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEPG.L.
HYUS.L is categorized as High Yield Bonds, while JEPG.L is Derivative Income. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for HYUS.L and 0.35% for JEPG.L.
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