JEPE.L vs. BBRT.L
JEPE.L (JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist)) and BBRT.L (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) are both exchange-traded funds - JEPE.L is a Derivative Income fund actively managed by JPMorgan, while BBRT.L is a Government Bonds fund tracking the J.P. Morgan Government Bond US Index. JEPE.L is actively managed, while BBRT.L is passively managed. JEPE.L charges 0.35%/yr vs 0.07%/yr for BBRT.L.
Performance
JEPE.L vs. BBRT.L - Performance Comparison
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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*
- —
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Return for Risk
JEPE.L vs. BBRT.L — Risk / Return Rank
JEPE.L
BBRT.L
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.
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Sharpe Ratios by Period
| JEPE.L | BBRT.L | Difference | |
|---|---|---|---|
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.L | BBRT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | — | -21.07% | — |
Average DrawdownAverage peak-to-trough decline | — | -19.34% | — |
Ulcer IndexDepth 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.L | BBRT.L | Difference | |
|---|---|---|---|
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.
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.
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