IUS7.DE vs. JGPI.DE
Compare and contrast key facts about iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).
IUS7.DE and JGPI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUS7.DE is a passively managed fund by iShares that tracks the performance of the JP Morgan EMBI Global Core. It was launched on Feb 15, 2008. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
IUS7.DE vs. JGPI.DE - Performance Comparison
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IUS7.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | -0.01% | 1.14% | 11.74% | 0.23% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 2.61% | -1.01% | 14.60% | -1.17% |
Returns By Period
In the year-to-date period, IUS7.DE achieves a -0.01% return, which is significantly lower than JGPI.DE's 2.61% return.
IUS7.DE
- 1D
- 0.40%
- 1M
- -1.86%
- YTD
- -0.01%
- 6M
- 2.58%
- 1Y
- 1.63%
- 3Y*
- 6.21%
- 5Y*
- 2.26%
- 10Y*
- 3.08%
JGPI.DE
- 1D
- 0.72%
- 1M
- -3.00%
- YTD
- 2.61%
- 6M
- 4.04%
- 1Y
- -3.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IUS7.DE vs. JGPI.DE - Expense Ratio Comparison
IUS7.DE has a 0.45% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Return for Risk
IUS7.DE vs. JGPI.DE — Risk / Return Rank
IUS7.DE
JGPI.DE
IUS7.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). 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.
| IUS7.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | -0.29 | +0.48 |
Sortino ratioReturn per unit of downside risk | 0.30 | -0.30 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.96 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | -0.34 | +0.68 |
Martin ratioReturn relative to average drawdown | 1.39 | -0.58 | +1.98 |
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
| IUS7.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | -0.29 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.64 | -0.04 |
Correlation
The correlation between IUS7.DE and JGPI.DE is 0.43, 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.
Dividends
IUS7.DE vs. JGPI.DE - Dividend Comparison
IUS7.DE's dividend yield for the trailing twelve months is around 5.93%, less than JGPI.DE's 7.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.93% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 7.78% | 7.73% | 6.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUS7.DE vs. JGPI.DE - Drawdown Comparison
The maximum IUS7.DE drawdown since its inception was -27.13%, which is greater than JGPI.DE's maximum drawdown of -12.16%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and JGPI.DE.
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Drawdown Indicators
| IUS7.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.13% | -12.16% | -14.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -9.37% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.13% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -5.66% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -4.23% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 4.55% | -2.94% |
Volatility
IUS7.DE vs. JGPI.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) is 2.22%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.96%. This indicates that IUS7.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS7.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.96% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | 5.52% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.70% | 11.13% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.57% | 9.72% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.05% | 9.72% | +1.33% |