IB01.L vs. JEIP.L
IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. IB01.L is passively managed, while JEIP.L is actively managed. Over the past year, IB01.L returned 3.95% vs 7.62% for JEIP.L. At a correlation of -0.03, they often move in opposite directions. IB01.L charges 0.07%/yr vs 0.35%/yr for JEIP.L.
Performance
IB01.L vs. JEIP.L - Performance Comparison
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Different Trading Currencies
IB01.L is traded in USD, while JEIP.L is traded in GBp. To make them comparable, the JEIP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IB01.L achieves a 1.53% return, which is significantly higher than JEIP.L's 0.44% return.
IB01.L
- 1D
- 0.00%
- 1M
- 0.32%
- YTD
- 1.53%
- 6M
- 1.75%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.22%
- 10Y*
- —
JEIP.L
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 0.44%
- 6M
- 0.83%
- 1Y
- 7.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IB01.L vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.53% | 4.34% | 0.83% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 0.44% | 8.47% | -23.63% |
Correlation
The correlation between IB01.L and JEIP.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | -0.03 |
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Return for Risk
IB01.L vs. JEIP.L — Risk / Return Rank
IB01.L
JEIP.L
IB01.L vs. JEIP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.
| IB01.L | JEIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +10.95 | ||
| Sortino ratioReturn per unit of downside risk | +35.35 | ||
| Omega ratioGain probability vs. loss probability | 7.97 | 1.17 | +6.81 |
| Calmar ratioReturn relative to maximum drawdown | 114.57 | 1.20 | +113.37 |
| Martin ratioReturn relative to average drawdown | 566.04 | 3.66 | +562.38 |
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Drawdowns
IB01.L vs. JEIP.L - Drawdown Comparison
The maximum IB01.L drawdown since its inception was -1.28%, smaller than the maximum JEIP.L drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for IB01.L and JEIP.L.
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Drawdown Indicators
| IB01.L | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.28% | -31.81% | +30.53% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -6.32% | +6.29% |
Max Drawdown (3Y)Largest decline over 3 years | -0.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -1.15% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -17.03% | +17.03% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -20.09% | +19.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.08% | -2.07% |
Volatility
IB01.L vs. JEIP.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) has a volatility of 1.35%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than JEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IB01.L | JEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 1.35% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 0.23% | 6.10% | -5.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.33% | 7.98% | -7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.54% | 20.71% | -20.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.79% | 20.71% | -19.92% |
IB01.L vs. JEIP.L - Expense Ratio Comparison
IB01.L has a 0.07% expense ratio, which is lower than JEIP.L's 0.35% expense ratio.
Dividends
IB01.L vs. JEIP.L - Dividend Comparison
IB01.L has not paid dividends to shareholders, while JEIP.L's dividend yield for the trailing twelve months is around 7.93%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 7.93% | 7.18% | 0.61% |
Frequently Asked Questions
IB01.L and JEIP.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IB01.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEIP.L.
IB01.L is categorized as Government Bonds, while JEIP.L is Derivative Income. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for IB01.L and 0.35% for JEIP.L.
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