JEPI.L vs. WINC.L
JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and WINC.L (iShares World Equity High Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JEPI.L is a Derivative Income fund actively managed by JPMorgan, while WINC.L is a Dividend fund actively managed by iShares. Both are actively managed. Over the past year, JEPI.L returned 8.59% vs 21.03% for WINC.L. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JEPI.L vs. WINC.L - Performance Comparison
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Different Trading Currencies
JEPI.L is traded in USD, while WINC.L is traded in GBP. To make them comparable, the WINC.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 3.17% return, which is significantly lower than WINC.L's 9.65% return.
JEPI.L
- 1D
- 0.00%
- 1M
- 1.21%
- 6M
- 1.43%
- YTD
- 3.17%
- 1Y
- 8.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WINC.L
- 1D
- -1.83%
- 1M
- 0.19%
- 6M
- 8.05%
- YTD
- 9.65%
- 1Y
- 21.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI.L vs. WINC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 3.17% | 8.11% | -0.36% |
WINC.L iShares World Equity High Income Active UCITS ETF USD (Dist) | 9.65% | 20.31% | 0.31% |
Correlation
The correlation between JEPI.L and WINC.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.47 |
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Return for Risk
JEPI.L vs. WINC.L — Risk / Return Rank
JEPI.L
WINC.L
JEPI.L vs. WINC.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 iShares World Equity High Income Active UCITS ETF USD (Dist) (WINC.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.
| JEPI.L | WINC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.00 | -1.63 |
| Martin ratioReturn relative to average drawdown | 3.67 | 12.99 | -9.32 |
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Drawdowns
JEPI.L vs. WINC.L - Drawdown Comparison
The maximum JEPI.L drawdown since its inception was -14.36%, smaller than the maximum WINC.L drawdown of -15.16%. Use the drawdown chart below to compare losses from any high point for JEPI.L and WINC.L.
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Drawdown Indicators
| JEPI.L | WINC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -15.16% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -6.98% | +0.69% |
Current DrawdownCurrent decline from peak | -1.61% | -1.83% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -1.47% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.62% | +0.72% |
Volatility
JEPI.L vs. WINC.L - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) is 2.34%, while iShares World Equity High Income Active UCITS ETF USD (Dist) (WINC.L) has a volatility of 3.54%. This indicates that JEPI.L experiences smaller price fluctuations and is considered to be less risky than WINC.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 | WINC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 3.54% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 8.59% | -1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 10.94% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.63% | 12.65% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.63% | 12.65% | -1.02% |
JEPI.L vs. WINC.L - Expense Ratio Comparison
Both JEPI.L and WINC.L have an expense ratio of 0.35%.
Dividends
JEPI.L vs. WINC.L - Dividend Comparison
JEPI.L's dividend yield for the trailing twelve months is around 7.67%, less than WINC.L's 9.95% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.67% | 7.08% | 0.62% |
WINC.L iShares World Equity High Income Active UCITS ETF USD (Dist) | 9.95% | 9.75% | 4.72% |
Frequently Asked Questions
JEPI.L and WINC.L have a correlation of 0.41, 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 WINC.L have the same expense ratio: 0.35% per year.
JEPI.L is categorized as Derivative Income, while WINC.L is Dividend. They also come from different issuers: JPMorgan and iShares.
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