IBTU.L vs. JEPG.L
IBTU.L (iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - IBTU.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index, while JEPG.L is a Global Equities fund actively managed by JPMorgan. IBTU.L is passively managed, while JEPG.L is actively managed. Over the past year, IBTU.L returned 3.93% vs 0.49% for JEPG.L. At a 0.03 correlation, their price movements are largely independent. IBTU.L charges 0.07%/yr vs 0.35%/yr for JEPG.L.
Performance
IBTU.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, IBTU.L achieves a 1.35% return, which is significantly higher than JEPG.L's -2.58% return.
IBTU.L
- 1D
- 0.00%
- 1M
- 0.20%
- YTD
- 1.35%
- 6M
- 1.76%
- 1Y
- 3.93%
- 3Y*
- 4.69%
- 5Y*
- 3.38%
- 10Y*
- —
JEPG.L
- 1D
- -0.04%
- 1M
- -0.15%
- YTD
- -2.58%
- 6M
- -0.53%
- 1Y
- 0.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBTU.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBTU.L iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 1.35% | 4.33% | 5.31% | 0.59% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.58% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between IBTU.L and JEPG.L is 0.03, 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 | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.03 |
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Return for Risk
IBTU.L vs. JEPG.L — Risk / Return Rank
IBTU.L
JEPG.L
IBTU.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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.
| IBTU.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.35 | ||
| Sortino ratioReturn per unit of downside risk | +6.96 | ||
| Omega ratioGain probability vs. loss probability | 3.47 | 1.02 | +2.46 |
| Calmar ratioReturn relative to maximum drawdown | 19.33 | 0.06 | +19.27 |
| Martin ratioReturn relative to average drawdown | 83.95 | 0.15 | +83.80 |
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
| IBTU.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.41 | 0.05 | +3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.86 | 0.71 | +2.15 |
Drawdowns
IBTU.L vs. JEPG.L - Drawdown Comparison
The maximum IBTU.L drawdown since its inception was -0.72%, smaller than the maximum JEPG.L drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for IBTU.L and JEPG.L.
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Drawdown Indicators
| IBTU.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.72% | -8.41% | +7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.20% | -8.41% | +8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -0.20% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -0.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.90% | +7.90% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -1.71% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.05% | 3.29% | -3.24% |
Volatility
IBTU.L vs. JEPG.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) is 0.35%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 2.39%. This indicates that IBTU.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
| IBTU.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.35% | 2.39% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.82% | 6.53% | -5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.15% | 9.16% | -8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.01% | 10.90% | -9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.95% | 10.90% | -9.95% |
IBTU.L vs. JEPG.L - Expense Ratio Comparison
IBTU.L has a 0.07% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
IBTU.L vs. JEPG.L - Dividend Comparison
IBTU.L's dividend yield for the trailing twelve months is around 4.07%, less than JEPG.L's 8.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBTU.L iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 4.07% | 4.43% | 6.82% | 3.99% | 0.44% | 0.10% | 1.28% | 1.21% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.87% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBTU.L and JEPG.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBTU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBTU.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPG.L.
IBTU.L is categorized as Government Bonds, while JEPG.L is Global Equities. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for IBTU.L and 0.35% for JEPG.L.
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