JEPI vs. EUNY.DE
JEPI (JPMorgan Equity Premium Income ETF) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both exchange-traded funds - JEPI is a Dividend fund actively managed by JPMorgan, while EUNY.DE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend. JEPI is actively managed, while EUNY.DE is passively managed. Over the past 5 years, JEPI returned 7.28%/yr vs 4.30%/yr for EUNY.DE. At a 0.33 correlation, their price movements are largely independent. JEPI charges 0.35%/yr vs 0.65%/yr for EUNY.DE.
Performance
JEPI vs. EUNY.DE - Performance Comparison
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Different Trading Currencies
JEPI is traded in USD, while EUNY.DE is traded in EUR. To make them comparable, the EUNY.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPI achieves a 0.04% return, which is significantly lower than EUNY.DE's 10.16% return.
JEPI
- 1D
- -0.31%
- 1M
- -0.40%
- YTD
- 0.04%
- 6M
- 0.91%
- 1Y
- 7.03%
- 3Y*
- 8.80%
- 5Y*
- 7.28%
- 10Y*
- —
EUNY.DE
- 1D
- -0.45%
- 1M
- -3.77%
- YTD
- 10.16%
- 6M
- 12.47%
- 1Y
- 27.56%
- 3Y*
- 20.45%
- 5Y*
- 4.30%
- 10Y*
- 7.38%
JEPI vs. EUNY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.04% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 10.16% | 28.66% | 5.96% | 19.01% | -30.20% | 10.52% | 26.13% |
Correlation
The correlation between JEPI and EUNY.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.33 |
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Return for Risk
JEPI vs. EUNY.DE — Risk / Return Rank
JEPI
EUNY.DE
JEPI vs. EUNY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). 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 | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 4.80 | -3.74 |
| Martin ratioReturn relative to average drawdown | 3.31 | 13.42 | -10.11 |
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 | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.06 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.25 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.18 | +0.82 |
Drawdowns
JEPI vs. EUNY.DE - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum EUNY.DE drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for JEPI and EUNY.DE.
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Drawdown Indicators
| JEPI | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -48.41% | +34.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -5.73% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -14.74% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -40.81% | +27.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -4.93% | -3.96% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -15.76% | +13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.05% | +0.08% |
Volatility
JEPI vs. EUNY.DE - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 1.48%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 5.13%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 5.13% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 11.02% | -4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.89% | 13.37% | -5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.06% | 17.37% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 17.83% | -7.04% |
JEPI vs. EUNY.DE - Expense Ratio Comparison
JEPI has a 0.35% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.
Dividends
JEPI vs. EUNY.DE - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 8.28%, more than EUNY.DE's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
JEPI JPMorgan Equity Premium Income ETF | 8.28% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPI and EUNY.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.65% for EUNY.DE.
JEPI is categorized as Dividend, while EUNY.DE is Emerging Markets Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPI and 0.65% for EUNY.DE.
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