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JEPE.L vs. BBRT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEPE.L vs. BBRT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) (JEPE.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEPE.L is traded in EUR, while BBRT.L is traded in GBP. To make them comparable, the BBRT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period


JEPE.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BBRT.L

1D
0.15%
1M
0.87%
YTD
0.73%
6M
0.29%
1Y
2.16%
3Y*
-0.06%
5Y*
0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JEPE.L vs. BBRT.L — Risk / Return Rank

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

JEPE.L

BBRT.L
BBRT.L Risk / Return Rank: 2222
Overall Rank
BBRT.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BBRT.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
BBRT.L Omega Ratio Rank: 2222
Omega Ratio Rank
BBRT.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
BBRT.L Martin Ratio Rank: 2020
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.

JEPE.L vs. BBRT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) (JEPE.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JEPE.L vs. BBRT.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEPE.LBBRT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

Drawdowns

JEPE.L vs. BBRT.L - Drawdown Comparison


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Drawdown Indicators


JEPE.LBBRT.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.40%

Max Drawdown (5Y)

Largest decline over 5 years

-13.41%

Current Drawdown

Current decline from peak

-21.07%

Average Drawdown

Average peak-to-trough decline

-19.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

JEPE.L vs. BBRT.L - Volatility Comparison


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Volatility by Period


JEPE.LBBRT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.42%

JEPE.L vs. BBRT.L - Expense Ratio Comparison

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


Dividends

JEPE.L vs. BBRT.L - Dividend Comparison

Neither JEPE.L nor BBRT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

BBRT.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPE.L.

JEPE.L is categorized as Derivative Income, while BBRT.L is Government Bonds. Their fees differ too: 0.35% for JEPE.L and 0.07% for BBRT.L.

Portfolio Optimizer

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