JEIP.DE vs. JER5.DE
Compare and contrast key facts about JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE).
JEIP.DE and JER5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEIP.DE is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. JER5.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). It was launched on Dec 5, 2018.
Performance
JEIP.DE vs. JER5.DE - Performance Comparison
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JEIP.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.78% | -4.10% | 0.88% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | -0.52% | 3.43% | 0.64% |
Returns By Period
In the year-to-date period, JEIP.DE achieves a 1.78% return, which is significantly higher than JER5.DE's -0.52% return.
JEIP.DE
- 1D
- 0.50%
- 1M
- -2.46%
- YTD
- 1.78%
- 6M
- 4.84%
- 1Y
- 1.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JER5.DE
- 1D
- -0.12%
- 1M
- -0.95%
- YTD
- -0.52%
- 6M
- -0.25%
- 1Y
- 2.18%
- 3Y*
- 4.02%
- 5Y*
- 0.92%
- 10Y*
- —
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JEIP.DE vs. JER5.DE - Expense Ratio Comparison
JEIP.DE has a 0.35% expense ratio, which is higher than JER5.DE's 0.04% expense ratio.
Return for Risk
JEIP.DE vs. JER5.DE — Risk / Return Rank
JEIP.DE
JER5.DE
JEIP.DE vs. JER5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
| JEIP.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 1.23 | -1.11 |
Sortino ratioReturn per unit of downside risk | 0.24 | 1.78 | -1.53 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.10 | -0.05 |
Martin ratioReturn relative to average drawdown | 3.29 | 5.11 | -1.82 |
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
| JEIP.DE | JER5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 1.23 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.35 | -0.44 |
Correlation
The correlation between JEIP.DE and JER5.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JEIP.DE vs. JER5.DE - Dividend Comparison
JEIP.DE's dividend yield for the trailing twelve months is around 7.53%, while JER5.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.53% | 7.31% | 0.61% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
JEIP.DE vs. JER5.DE - Drawdown Comparison
The maximum JEIP.DE drawdown since its inception was -18.69%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and JER5.DE.
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Drawdown Indicators
| JEIP.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.69% | -10.17% | -8.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -1.98% | -6.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.17% | — |
Current DrawdownCurrent decline from peak | -5.64% | -1.45% | -4.19% |
Average DrawdownAverage peak-to-trough decline | -7.39% | -2.29% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 0.43% | +1.30% |
Volatility
JEIP.DE vs. JER5.DE - Volatility Comparison
JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) has a higher volatility of 2.66% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 1.08%. This indicates that JEIP.DE's price experiences larger fluctuations and is considered to be riskier than JER5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEIP.DE | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 1.08% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 5.61% | 1.43% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 1.77% | +11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 2.50% | +10.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.88% | 3.10% | +9.78% |