JEIP.L vs. IB01.L
JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both exchange-traded funds - JEIP.L is a Derivative Income fund actively managed by JPMorgan, while IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. JEIP.L is actively managed, while IB01.L is passively managed. Over the past year, JEIP.L returned 9.32% vs 4.92% for IB01.L. At a 0.46 correlation, their price movements are largely independent. JEIP.L charges 0.35%/yr vs 0.07%/yr for IB01.L.
Performance
JEIP.L vs. IB01.L - Performance Comparison
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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*
- —
JEIP.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 0.23% | 0.86% | 0.59% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.86% | -3.10% | 3.65% |
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
JEIP.L
IB01.L
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.L | IB01.L | Difference | |
|---|---|---|---|
| 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 |
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.L | IB01.L | Difference | |
|---|---|---|---|
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.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.46% | -6.11% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -9.35% | +4.10% |
Ulcer IndexDepth 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.L | IB01.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 8.32% | 7.18% | 0.61% |
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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