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JEIP.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEIP.L vs. IB01.L - 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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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 IB01.L is traded in USD. To make them comparable, the IB01.L 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 0.23% return, which is significantly lower than IB01.L's 1.79% return.


JEIP.L

1D
0.14%
1M
-0.02%
YTD
0.23%
6M
0.29%
1Y
9.32%
3Y*
5Y*
10Y*

IB01.L

1D
0.00%
1M
1.13%
YTD
1.79%
6M
0.98%
1Y
4.92%
3Y*
2.08%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEIP.L vs. IB01.L - Yearly Performance Comparison


Correlation

The correlation between JEIP.L and IB01.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.46

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Return for Risk

JEIP.L vs. IB01.L — 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: 3030
Overall Rank
JEIP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2929
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3131
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.L - 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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


JEIP.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratioReturn relative to maximum drawdown

1.50

0.95

+0.55

Martin ratioReturn relative to average drawdown

4.37

2.58

+1.79

JEIP.L vs. IB01.L - Sharpe Ratio Comparison

The current JEIP.L Sharpe Ratio is 1.11, which is higher than the IB01.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of JEIP.L and IB01.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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Sharpe Ratios by Period


JEIP.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.74

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.26

-0.17

Drawdowns

JEIP.L vs. IB01.L - Drawdown Comparison

The maximum JEIP.L drawdown since its inception was -15.73%, smaller than the maximum IB01.L drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for JEIP.L and IB01.L.


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Drawdown Indicators


JEIP.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.73%

-19.26%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-5.16%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

Current Drawdown

Current decline from peak

-4.46%

-6.11%

+1.65%

Average Drawdown

Average peak-to-trough decline

-5.25%

-9.35%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.90%

+0.23%

Volatility

JEIP.L vs. IB01.L - Volatility Comparison

JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) has a higher volatility of 2.64% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.81%. This indicates that JEIP.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEIP.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

1.81%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

6.23%

4.97%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

8.39%

6.60%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.22%

8.47%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.22%

8.81%

+2.41%

JEIP.L vs. IB01.L - Expense Ratio Comparison

JEIP.L has a 0.35% expense ratio, which is higher than IB01.L's 0.07% expense ratio.


Dividends

JEIP.L vs. IB01.L - Dividend Comparison

JEIP.L's dividend yield for the trailing twelve months is around 8.32%, while IB01.L has not paid dividends to shareholders.


Frequently Asked Questions


JEIP.L and IB01.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEIP.L.

JEIP.L is categorized as Derivative Income, while IB01.L is Government Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEIP.L and 0.07% for IB01.L.

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