JEPI.L vs. JHYP.L
JEPI.L (JPMorgan US 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 - JEPI.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. JEPI.L is actively managed, while JHYP.L is passively managed. Over the past year, JEPI.L returned 8.10% vs 7.39% for JHYP.L. At a 0.30 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JEPI.L vs. JHYP.L - Performance Comparison
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Different Trading Currencies
JEPI.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, JEPI.L achieves a 0.22% return, which is significantly lower than JHYP.L's 1.89% return.
JEPI.L
- 1D
- 0.18%
- 1M
- -1.13%
- YTD
- 0.22%
- 6M
- 0.99%
- 1Y
- 8.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHYP.L
- 1D
- 0.18%
- 1M
- -0.21%
- YTD
- 1.89%
- 6M
- 3.64%
- 1Y
- 7.39%
- 3Y*
- 11.55%
- 5Y*
- 2.60%
- 10Y*
- —
JEPI.L vs. JHYP.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% |
JHYP.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) | 1.89% | 17.50% | -2.29% |
Correlation
The correlation between JEPI.L and JHYP.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.30 |
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Return for Risk
JEPI.L vs. JHYP.L — Risk / Return Rank
JEPI.L
JHYP.L
JEPI.L vs. JHYP.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 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.
| JEPI.L | JHYP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.11 | +0.18 |
| Martin ratioReturn relative to average drawdown | 3.92 | 3.30 | +0.62 |
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 | JHYP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.86 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.58 | -0.26 |
Drawdowns
JEPI.L vs. JHYP.L - Drawdown Comparison
The maximum JEPI.L drawdown since its inception was -14.36%, smaller than the maximum JHYP.L drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for JEPI.L and JHYP.L.
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Drawdown Indicators
| JEPI.L | JHYP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -34.73% | +20.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -6.61% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.73% | — |
Current DrawdownCurrent decline from peak | -4.43% | -1.48% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -8.44% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.23% | -0.15% |
Volatility
JEPI.L vs. JHYP.L - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) is 2.11%, while JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L) has a volatility of 2.38%. This indicates that JEPI.L experiences smaller price fluctuations and is considered to be less risky 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
| JEPI.L | JHYP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 2.38% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 6.02% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 8.54% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.81% | 11.85% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.81% | 11.73% | +0.08% |
JEPI.L vs. JHYP.L - Expense Ratio Comparison
Both JEPI.L and JHYP.L have an expense ratio of 0.35%.
Dividends
JEPI.L vs. JHYP.L - Dividend Comparison
JEPI.L's dividend yield for the trailing twelve months is around 8.33%, more than JHYP.L's 5.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.33% | 7.08% | 0.62% | 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
JEPI.L and JHYP.L have a correlation of 0.36, 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.
JEPI.L and JHYP.L have the same expense ratio: 0.35% per year.
JEPI.L is categorized as Derivative Income, while JHYP.L is High Yield Bonds.
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