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JEBP.L vs. HYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEBP.L vs. HYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) and VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYGB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEBP.L achieves a 1.36% return, which is significantly lower than HYGB.L's 3.73% return.


JEBP.L

1D
-0.03%
1M
-0.37%
6M
0.94%
YTD
1.36%
1Y
3.33%
3Y*
6.06%
5Y*
10Y*

HYGB.L

1D
0.36%
1M
-0.41%
6M
2.50%
YTD
3.73%
1Y
7.76%
3Y*
8.68%
5Y*
3.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEBP.L vs. HYGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JEBP.L
JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc)
1.36%5.22%5.89%9.18%-12.18%-0.52%
HYGB.L
VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc)
3.73%1.56%13.72%1.66%-2.52%0.62%

Correlation

The correlation between JEBP.L and HYGB.L is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

-0.06

The correlation between JEBP.L and HYGB.L shifts across timeframes, from -0.17 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JEBP.L vs. HYGB.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEBP.L
JEBP.L Risk / Return Rank: 3939
Overall Rank
JEBP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JEBP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
JEBP.L Omega Ratio Rank: 4444
Omega Ratio Rank
JEBP.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
JEBP.L Martin Ratio Rank: 4040
Martin Ratio Rank

HYGB.L
HYGB.L Risk / Return Rank: 4848
Overall Rank
HYGB.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYGB.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
HYGB.L Omega Ratio Rank: 4242
Omega Ratio Rank
HYGB.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
HYGB.L Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEBP.L vs. HYGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) and VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYGB.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.


JEBP.LHYGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.22

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.24

2.33

-1.10

Martin ratioReturn relative to average drawdown

4.79

5.93

-1.14

JEBP.L vs. HYGB.L - Sharpe Ratio Comparison

The current JEBP.L Sharpe Ratio is 1.06, which is comparable to the HYGB.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of JEBP.L and HYGB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JEBP.L vs. HYGB.L - Drawdown Comparison

The maximum JEBP.L drawdown since its inception was -15.49%, smaller than the maximum HYGB.L drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for JEBP.L and HYGB.L.


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Drawdown Indicators


JEBP.LHYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-26.72%

+11.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-3.31%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-2.68%

-8.96%

+6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

Current Drawdown

Current decline from peak

-0.81%

-1.93%

+1.12%

Average Drawdown

Average peak-to-trough decline

-4.90%

-14.28%

+9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.30%

-0.61%

Volatility

JEBP.L vs. HYGB.L - Volatility Comparison

The current volatility for JPM EUR IG Corporate Bond Active UCITS ETF GBP Hedged (Acc) (JEBP.L) is 0.76%, while VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYGB.L) has a volatility of 1.48%. This indicates that JEBP.L experiences smaller price fluctuations and is considered to be less risky than HYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEBP.LHYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

1.48%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

4.96%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

6.52%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.54%

18.18%

-13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

17.40%

-12.86%

JEBP.L vs. HYGB.L - Expense Ratio Comparison

JEBP.L has a 0.04% expense ratio, which is lower than HYGB.L's 0.40% expense ratio.


Dividends

JEBP.L vs. HYGB.L - Dividend Comparison

Neither JEBP.L nor HYGB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JEBP.L and HYGB.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, JEBP.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEBP.L is cheaper with a 0.04% expense ratio, compared with 0.40% for HYGB.L.

JEBP.L is categorized as Corporate Bonds, while HYGB.L is Emerging Markets Bonds. They also come from different issuers: JPMorgan and VanEck. Their fees differ too: 0.04% for JEBP.L and 0.40% for HYGB.L.

Portfolio Optimizer

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