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JEIP.L vs. CYBU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEIP.L vs. CYBU.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEIP.L is traded in GBp, while CYBU.AS is traded in USD. To make them comparable, the CYBU.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEIP.L achieves a 0.89% return, which is significantly lower than CYBU.AS's 2.67% return.


JEIP.L

1D
0.25%
1M
1.82%
YTD
0.89%
6M
0.60%
1Y
9.37%
3Y*
5Y*
10Y*

CYBU.AS

1D
0.07%
1M
1.02%
YTD
2.67%
6M
2.08%
1Y
4.71%
3Y*
4.56%
5Y*
6.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEIP.L vs. CYBU.AS - Yearly Performance Comparison


Correlation

The correlation between JEIP.L and CYBU.AS is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.37

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Return for Risk

JEIP.L vs. CYBU.AS — Risk / Return Rank

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

JEIP.L
JEIP.L Risk / Return Rank: 3333
Overall Rank
JEIP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 3131
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3232
Martin Ratio Rank

CYBU.AS
CYBU.AS Risk / Return Rank: 4848
Overall Rank
CYBU.AS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CYBU.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
CYBU.AS Omega Ratio Rank: 2828
Omega Ratio Rank
CYBU.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
CYBU.AS Martin Ratio Rank: 6666
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.

JEIP.L vs. CYBU.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS). 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.


JEIP.LCYBU.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratioReturn relative to maximum drawdown

1.51

0.83

+0.68

Martin ratioReturn relative to average drawdown

4.23

2.11

+2.11

JEIP.L vs. CYBU.AS - Sharpe Ratio Comparison

The current JEIP.L Sharpe Ratio is 1.11, which is higher than the CYBU.AS Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of JEIP.L and CYBU.AS, 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

JEIP.L vs. CYBU.AS - Drawdown Comparison

The maximum JEIP.L drawdown since its inception was -30.22%, which is greater than CYBU.AS's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for JEIP.L and CYBU.AS.


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Drawdown Indicators


JEIP.LCYBU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-20.45%

-9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-5.61%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.75%

Current Drawdown

Current decline from peak

-19.22%

-5.02%

-14.20%

Average Drawdown

Average peak-to-trough decline

-21.09%

-8.92%

-12.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.22%

-0.01%

Volatility

JEIP.L vs. CYBU.AS - Volatility Comparison

JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) has a higher volatility of 2.29% compared to iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS) at 1.74%. This indicates that JEIP.L's price experiences larger fluctuations and is considered to be riskier than CYBU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEIP.LCYBU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

1.74%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.29%

5.15%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

7.06%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

8.91%

+11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

9.28%

+10.66%

JEIP.L vs. CYBU.AS - Expense Ratio Comparison

JEIP.L has a 0.35% expense ratio, which is lower than CYBU.AS's 0.40% expense ratio.


Dividends

JEIP.L vs. CYBU.AS - Dividend Comparison

JEIP.L's dividend yield for the trailing twelve months is around 7.93%, more than CYBU.AS's 0.89% yield.


PositionTTM2025202420232022202120202019
CYBU.AS
iShares China CNY Bond UCITS ETF USD Hedged (Dist)
0.89%1.88%2.13%2.45%2.60%2.82%2.66%0.21%
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%

Frequently Asked Questions


JEIP.L and CYBU.AS have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEIP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEIP.L is cheaper with a 0.35% expense ratio, compared with 0.40% for CYBU.AS.

JEIP.L is categorized as Derivative Income, while CYBU.AS is Emerging Markets Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEIP.L and 0.40% for CYBU.AS.

Portfolio Optimizer

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