JEGP.L vs. JGYH.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JGYH.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JGYH.L is a High Yield Bonds fund tracking the ICE BofA Gbl HY Constnd TR USD. JEGP.L is actively managed, while JGYH.L is passively managed. Over the past year, JEGP.L returned 2.35% vs 9.59% for JGYH.L. At a 0.48 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JEGP.L vs. JGYH.L - Performance Comparison
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Different Trading Currencies
JEGP.L is traded in GBp, while JGYH.L is traded in GBP. To make them comparable, the JGYH.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEGP.L achieves a -1.87% return, which is significantly lower than JGYH.L's 1.97% return.
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGYH.L
- 1D
- 0.17%
- 1M
- 1.39%
- YTD
- 1.97%
- 6M
- 2.21%
- 1Y
- 9.59%
- 3Y*
- 6.40%
- 5Y*
- 4.89%
- 10Y*
- —
JEGP.L vs. JGYH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.70% | 9.52% | 0.47% |
JGYH.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) | 1.97% | 4.09% | 7.92% | 1.87% |
Correlation
The correlation between JEGP.L and JGYH.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.48 |
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Return for Risk
JEGP.L vs. JGYH.L — Risk / Return Rank
JEGP.L
JGYH.L
JEGP.L vs. JGYH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.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.
| JEGP.L | JGYH.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.36 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 3.97 | -3.71 |
| Martin ratioReturn relative to average drawdown | 0.75 | 11.86 | -11.12 |
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
| JEGP.L | JGYH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 1.93 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.42 | +0.12 |
Drawdowns
JEGP.L vs. JGYH.L - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JGYH.L drawdown of -12.24%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JGYH.L.
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Drawdown Indicators
| JEGP.L | JGYH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -12.24% | +2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -2.41% | -6.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.75% | — |
Current DrawdownCurrent decline from peak | -7.31% | 0.00% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -2.52% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 0.81% | +2.33% |
Volatility
JEGP.L vs. JGYH.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a higher volatility of 2.79% compared to JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) at 1.22%. This indicates that JEGP.L's price experiences larger fluctuations and is considered to be riskier than JGYH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEGP.L | JGYH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 1.22% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 3.56% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.46% | 4.94% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.29% | 6.92% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 8.60% | +0.69% |
JEGP.L vs. JGYH.L - Expense Ratio Comparison
Both JEGP.L and JGYH.L have an expense ratio of 0.35%.
Dividends
JEGP.L vs. JGYH.L - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 8.82%, while JGYH.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% |
JGYH.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGP.L and JGYH.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEGP.L and JGYH.L have the same expense ratio: 0.35% per year.
JEGP.L is categorized as Global Equity Income, while JGYH.L is High Yield Bonds.
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