JER5.DE vs. JEIP.DE
JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds — JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JER5.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JER5.DE returned 2.38% vs 10.31% for JEIP.DE. At 0.27, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.35%/yr for JEIP.DE.
Performance
JER5.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JER5.DE achieves a 0.02% return, which is significantly lower than JEIP.DE's 1.78% return.
JER5.DE
- 1D
- 0.06%
- 1M
- 0.34%
- YTD
- 0.02%
- 6M
- -0.01%
- 1Y
- 2.38%
- 3Y*
- 4.30%
- 5Y*
- 1.05%
- 10Y*
- —
JEIP.DE
- 1D
- -0.31%
- 1M
- -1.62%
- YTD
- 1.78%
- 6M
- 4.03%
- 1Y
- 10.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JER5.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.02% | 3.43% | 0.92% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.78% | -4.10% | -3.58% |
Correlation
The correlation between JER5.DE and JEIP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.27 |
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Return for Risk
JER5.DE vs. JEIP.DE — Risk / Return Rank
JER5.DE
JEIP.DE
JER5.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.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.
| JER5.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.14 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.71 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.49 | -1.19 |
Martin ratioReturn relative to average drawdown | 5.55 | 6.54 | -0.99 |
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
| JER5.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.14 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | -0.31 | +0.68 |
Drawdowns
JER5.DE vs. JEIP.DE - Drawdown Comparison
The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum JEIP.DE drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JER5.DE and JEIP.DE.
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Drawdown Indicators
| JER5.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.17% | -19.56% | +9.39% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | -4.46% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -10.17% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -6.64% | +5.73% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -8.38% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 1.70% | -1.23% |
Volatility
JER5.DE vs. JEIP.DE - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 1.17%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) has a volatility of 2.80%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than JEIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JER5.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 2.80% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 5.82% | -4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 9.14% | -7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.52% | 13.53% | -11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 13.53% | -10.42% |
JER5.DE vs. JEIP.DE - Expense Ratio Comparison
JER5.DE has a 0.04% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JER5.DE vs. JEIP.DE - Dividend Comparison
JER5.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 7.71%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.71% | 7.31% | 0.61% |