JEPG.L vs. JHYP.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) and JHYP.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)) are both exchange-traded funds - JEPG.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. JEPG.L is actively managed, while JHYP.L is passively managed. Over the past year, JEPG.L returned 1.67% vs 4.70% for JHYP.L. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JEPG.L vs. JHYP.L - Performance Comparison
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Different Trading Currencies
JEPG.L is traded in USD, while JHYP.L is traded in GBP. To make them comparable, the JHYP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPG.L achieves a -2.40% return, which is significantly lower than JHYP.L's 0.46% return.
JEPG.L
- 1D
- -0.04%
- 1M
- -0.71%
- YTD
- -2.40%
- 6M
- -1.92%
- 1Y
- 1.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHYP.L
- 1D
- 0.21%
- 1M
- -0.90%
- YTD
- 0.46%
- 6M
- 0.31%
- 1Y
- 4.70%
- 3Y*
- 10.31%
- 5Y*
- 2.59%
- 10Y*
- —
JEPG.L vs. JHYP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -2.40% | 12.42% | 7.80% | 2.18% |
JHYP.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) | 0.46% | 17.67% | 5.85% | 3.61% |
Correlation
The correlation between JEPG.L and JHYP.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.28 |
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Return for Risk
JEPG.L vs. JHYP.L — Risk / Return Rank
JEPG.L
JHYP.L
JEPG.L vs. JHYP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPG.L | JHYP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.10 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.70 | -0.51 |
| Martin ratioReturn relative to average drawdown | 0.45 | 2.04 | -1.58 |
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Drawdowns
JEPG.L vs. JHYP.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum JHYP.L drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for JEPG.L and JHYP.L.
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Drawdown Indicators
| JEPG.L | JHYP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.74% | -34.71% | +25.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -6.65% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.96% | — |
Current DrawdownCurrent decline from peak | -7.73% | -2.77% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -8.34% | +6.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 2.30% | +1.38% |
Volatility
JEPG.L vs. JHYP.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a higher volatility of 3.23% compared to JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L) at 1.87%. This indicates that JEPG.L's price experiences larger fluctuations and is considered to be riskier than JHYP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPG.L | JHYP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 1.87% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 6.98% | 6.05% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 8.32% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.95% | 11.93% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 11.79% | -0.84% |
JEPG.L vs. JHYP.L - Expense Ratio Comparison
Both JEPG.L and JHYP.L have an expense ratio of 0.35%.
Dividends
JEPG.L vs. JHYP.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.33%, more than JHYP.L's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% |
JHYP.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) | 5.95% | 6.58% | 5.97% | 8.55% | 5.62% | 4.37% | 0.69% |
Frequently Asked Questions
JEPG.L and JHYP.L have a correlation of 0.25, 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.
JEPG.L and JHYP.L have the same expense ratio: 0.35% per year.
JEPG.L is categorized as Derivative Income, while JHYP.L is High Yield Bonds.
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