IEF vs. JEIP.L
IEF (iShares 7-10 Year Treasury Bond ETF) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. IEF is passively managed, while JEIP.L is actively managed. Over the past year, IEF returned 3.39% vs 7.62% for JEIP.L. At a 0.17 correlation, their price movements are largely independent. IEF charges 0.15%/yr vs 0.35%/yr for JEIP.L.
Performance
IEF vs. JEIP.L - Performance Comparison
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Different Trading Currencies
IEF 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, IEF achieves a -0.47% return, which is significantly lower than JEIP.L's 0.44% return.
IEF
- 1D
- -0.17%
- 1M
- 0.19%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.39%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
JEIP.L
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 0.44%
- 6M
- 0.83%
- 1Y
- 7.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IEF vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -1.42% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 0.44% | 8.47% | -23.63% |
Correlation
The correlation between IEF and JEIP.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.17 |
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Return for Risk
IEF vs. JEIP.L — Risk / Return Rank
IEF
JEIP.L
IEF vs. JEIP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.
| IEF | JEIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.17 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.20 | -0.36 |
| Martin ratioReturn relative to average drawdown | 2.35 | 3.66 | -1.31 |
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Drawdowns
IEF vs. JEIP.L - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum JEIP.L drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for IEF and JEIP.L.
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Drawdown Indicators
| IEF | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -31.81% | +7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -6.32% | +2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | — | — |
Current DrawdownCurrent decline from peak | -11.18% | -17.03% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -20.09% | +14.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 2.08% | -0.63% |
Volatility
IEF vs. JEIP.L - Volatility Comparison
iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.62% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 1.35%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier 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
| IEF | JEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.35% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.42% | 6.10% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 7.98% | -3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 20.71% | -13.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 20.71% | -14.08% |
IEF vs. JEIP.L - Expense Ratio Comparison
IEF has a 0.15% expense ratio, which is lower than JEIP.L's 0.35% expense ratio.
Dividends
IEF vs. JEIP.L - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.89%, less than JEIP.L's 7.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 7.93% | 7.18% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IEF and JEIP.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEF is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEF is cheaper with a 0.15% expense ratio, compared with 0.35% for JEIP.L.
IEF is categorized as Government Bonds, while JEIP.L is Derivative Income. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for IEF and 0.35% for JEIP.L.
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