JEPI.L vs. BB3M.L
JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and BB3M.L (JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD) are both exchange-traded funds - JEPI.L is a Derivative Income fund actively managed by JPMorgan, while BB3M.L is a Ultrashort Bond fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEPI.L returned 8.10% vs 3.90% for BB3M.L. At a 0.06 correlation, their price movements are largely independent. JEPI.L charges 0.35%/yr vs 0.07%/yr for BB3M.L.
Performance
JEPI.L vs. BB3M.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPI.L achieves a 0.22% return, which is significantly lower than BB3M.L's 1.48% return.
JEPI.L
- 1D
- 0.18%
- 1M
- -1.13%
- YTD
- 0.22%
- 6M
- 0.99%
- 1Y
- 8.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BB3M.L
- 1D
- 0.05%
- 1M
- 0.34%
- YTD
- 1.48%
- 6M
- 1.79%
- 1Y
- 3.90%
- 3Y*
- 4.69%
- 5Y*
- 3.46%
- 10Y*
- —
JEPI.L vs. BB3M.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 0.22% | 8.11% | -2.06% |
BB3M.L JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD | 1.48% | 4.28% | 0.77% |
Correlation
The correlation between JEPI.L and BB3M.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.06 |
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Return for Risk
JEPI.L vs. BB3M.L — Risk / Return Rank
JEPI.L
BB3M.L
JEPI.L vs. BB3M.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) and JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.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.
| JEPI.L | BB3M.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.80 | ||
| Sortino ratioReturn per unit of downside risk | -6.66 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 2.14 | -0.96 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 28.84 | -27.54 |
| Martin ratioReturn relative to average drawdown | 3.92 | 103.10 | -99.18 |
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
| JEPI.L | BB3M.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 4.80 | -3.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 3.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 3.40 | -3.08 |
Drawdowns
JEPI.L vs. BB3M.L - Drawdown Comparison
The maximum JEPI.L drawdown since its inception was -14.36%, which is greater than BB3M.L's maximum drawdown of -1.19%. Use the drawdown chart below to compare losses from any high point for JEPI.L and BB3M.L.
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Drawdown Indicators
| JEPI.L | BB3M.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -1.19% | -13.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -0.14% | -6.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.23% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -1.19% | — |
Current DrawdownCurrent decline from peak | -4.43% | 0.00% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -0.03% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 0.04% | +2.04% |
Volatility
JEPI.L vs. BB3M.L - Volatility Comparison
JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) has a higher volatility of 2.11% compared to JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD (BB3M.L) at 0.30%. This indicates that JEPI.L's price experiences larger fluctuations and is considered to be riskier than BB3M.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI.L | BB3M.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 0.30% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 0.63% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 0.82% | +7.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.81% | 0.99% | +10.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.81% | 0.96% | +10.85% |
JEPI.L vs. BB3M.L - Expense Ratio Comparison
JEPI.L has a 0.35% expense ratio, which is higher than BB3M.L's 0.07% expense ratio.
Dividends
JEPI.L vs. BB3M.L - Dividend Comparison
JEPI.L's dividend yield for the trailing twelve months is around 8.33%, while BB3M.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BB3M.L JPM BetaBuilders US Treasury Bond 0-3 Months UCITS ETF USD Acc USD | 0.00% | 0.00% | 0.00% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.33% | 7.08% | 0.62% |
Frequently Asked Questions
JEPI.L and BB3M.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BB3M.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BB3M.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPI.L.
JEPI.L is categorized as Derivative Income, while BB3M.L is Ultrashort Bond. Their fees differ too: 0.35% for JEPI.L and 0.07% for BB3M.L.
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