JEPI vs. EXUS.DE
JEPI (JPMorgan Equity Premium Income ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - JEPI is a Dividend fund actively managed by JPMorgan, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. JEPI is actively managed, while EXUS.DE is passively managed. Over the past year, JEPI returned 7.03% vs 22.63% for EXUS.DE. At a 0.45 correlation, their price movements are largely independent. JEPI charges 0.35%/yr vs 0.15%/yr for EXUS.DE.
Performance
JEPI vs. EXUS.DE - Performance Comparison
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Different Trading Currencies
JEPI is traded in USD, while EXUS.DE is traded in EUR. To make them comparable, the EXUS.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 EXUS.DE's 8.36% return.
JEPI
- 1D
- -0.31%
- 1M
- -0.40%
- YTD
- 0.04%
- 6M
- 0.91%
- 1Y
- 7.03%
- 3Y*
- 8.80%
- 5Y*
- 7.28%
- 10Y*
- —
EXUS.DE
- 1D
- 0.30%
- 1M
- 1.07%
- YTD
- 8.36%
- 6M
- 11.34%
- 1Y
- 22.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.04% | 8.09% | 6.81% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 8.36% | 32.99% | 0.55% |
Correlation
The correlation between JEPI and EXUS.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.45 |
The correlation between JEPI and EXUS.DE has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
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Return for Risk
JEPI vs. EXUS.DE — Risk / Return Rank
JEPI
EXUS.DE
JEPI vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.05 | -1.00 |
| Martin ratioReturn relative to average drawdown | 3.31 | 7.60 | -4.29 |
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 | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.55 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 1.20 | -0.20 |
Drawdowns
JEPI vs. EXUS.DE - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, roughly equal to the maximum EXUS.DE drawdown of -13.99%. Use the drawdown chart below to compare losses from any high point for JEPI and EXUS.DE.
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Drawdown Indicators
| JEPI | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -13.99% | +0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -10.74% | +4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | — | — |
Current DrawdownCurrent decline from peak | -4.93% | -1.03% | -3.90% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -2.33% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.91% | -0.78% |
Volatility
JEPI vs. EXUS.DE - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 1.48%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.86%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 3.86% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 11.66% | -5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.89% | 14.23% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.06% | 15.09% | -4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 15.09% | -4.30% |
JEPI vs. EXUS.DE - Expense Ratio Comparison
JEPI has a 0.35% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
JEPI vs. EXUS.DE - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 8.28%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.28% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Frequently Asked Questions
JEPI and EXUS.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for JEPI.
JEPI is categorized as Dividend, while EXUS.DE is Global Equities. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.35% for JEPI and 0.15% for EXUS.DE.
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