JEPE.L vs. JHYP.L
JEPE.L (JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist)) and JHYP.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)) are both exchange-traded funds - JEPE.L is a Derivative Income fund actively managed by JPMorgan, while JHYP.L is a High Yield Bonds fund tracking the ICE BofA Gbl HY Constnd TR HGBP. JEPE.L is actively managed, while JHYP.L is passively managed. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JEPE.L vs. JHYP.L - Performance Comparison
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Different Trading Currencies
JEPE.L is traded in EUR, while JHYP.L is traded in GBP. To make them comparable, the JHYP.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
JEPE.L
- 1D
- 0.20%
- 1M
- 3.11%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHYP.L
- 1D
- 0.04%
- 1M
- 0.46%
- YTD
- 3.05%
- 6M
- 3.92%
- 1Y
- 5.59%
- 3Y*
- 8.58%
- 5Y*
- 3.56%
- 10Y*
- —
JEPE.L vs. JHYP.L - Yearly Performance Comparison
Correlation
The correlation between JEPE.L and JHYP.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 23, 2026 | 0.59 |
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Return for Risk
JEPE.L vs. JHYP.L — Risk / Return Rank
JEPE.L
JHYP.L
JEPE.L vs. JHYP.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 Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.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 | JHYP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.95 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.68 | -0.62 |
Drawdowns
JEPE.L vs. JHYP.L - Drawdown Comparison
The maximum JEPE.L drawdown since its inception was -8.60%, smaller than the maximum JHYP.L drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for JEPE.L and JHYP.L.
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Drawdown Indicators
| JEPE.L | JHYP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.60% | -20.05% | +11.45% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.11% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.05% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.20% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -4.32% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.92% | — |
Volatility
JEPE.L vs. JHYP.L - Volatility Comparison
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Volatility by Period
| JEPE.L | JHYP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.74% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 5.83% | +9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 8.36% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 8.58% | +6.46% |
JEPE.L vs. JHYP.L - Expense Ratio Comparison
Both JEPE.L and JHYP.L have an expense ratio of 0.35%.
Dividends
JEPE.L vs. JHYP.L - Dividend Comparison
JEPE.L's dividend yield for the trailing twelve months is around 2.30%, less than JHYP.L's 5.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPE.L JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JHYP.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) | 5.97% | 6.58% | 5.96% | 8.55% | 5.62% | 4.37% | 0.69% |
Frequently Asked Questions
JEPE.L and JHYP.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEPE.L and JHYP.L have the same expense ratio: 0.35% per year.
JEPE.L is categorized as Derivative Income, while JHYP.L is High Yield Bonds.
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