JGHY.DE vs. JEQP.DE
JGHY.DE (JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JGHY.DE is a High Yield Bonds fund actively managed by JPMorgan, while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGHY.DE returned 8.73% vs 25.32% for JEQP.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JGHY.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGHY.DE achieves a 4.92% return, which is significantly lower than JEQP.DE's 12.05% return.
JGHY.DE
- 1D
- -0.21%
- 1M
- 1.20%
- 6M
- 3.93%
- YTD
- 4.92%
- 1Y
- 8.73%
- 3Y*
- 7.91%
- 5Y*
- 4.39%
- 10Y*
- —
JEQP.DE
- 1D
- 0.00%
- 1M
- 1.09%
- 6M
- 10.81%
- YTD
- 12.05%
- 1Y
- 25.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGHY.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGHY.DE JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 4.92% | -0.68% | 3.65% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 12.05% | 1.98% | 2.22% |
Correlation
The correlation between JGHY.DE and JEQP.DE is 0.53, 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 | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | 0.57 |
The correlation between JGHY.DE and JEQP.DE has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
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Return for Risk
JGHY.DE vs. JEQP.DE — Risk / Return Rank
JGHY.DE
JEQP.DE
JGHY.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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.
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.
| JGHY.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.36 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 4.57 | -0.42 |
| Martin ratioReturn relative to average drawdown | 13.75 | 15.18 | -1.43 |
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Drawdowns
JGHY.DE vs. JEQP.DE - Drawdown Comparison
The maximum JGHY.DE drawdown since its inception was -24.72%, roughly equal to the maximum JEQP.DE drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for JGHY.DE and JEQP.DE.
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Drawdown Indicators
| JGHY.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.72% | -24.03% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -5.56% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -10.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | — | — |
Current DrawdownCurrent decline from peak | -0.52% | -1.05% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -5.54% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 1.67% | -0.97% |
Volatility
JGHY.DE vs. JEQP.DE - Volatility Comparison
The current volatility for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) is 1.21%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a volatility of 4.76%. This indicates that JGHY.DE experiences smaller price fluctuations and is considered to be less risky than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGHY.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 4.76% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | 9.57% | -6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 13.11% | -8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.57% | 16.63% | -10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.78% | 16.63% | -7.85% |
JGHY.DE vs. JEQP.DE - Expense Ratio Comparison
Both JGHY.DE and JEQP.DE have an expense ratio of 0.35%.
Dividends
JGHY.DE vs. JEQP.DE - Dividend Comparison
JGHY.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 9.93%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 9.93% | 10.43% | 0.73% |
JGHY.DE JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGHY.DE and JEQP.DE have a correlation of 0.53, 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.
JGHY.DE and JEQP.DE have the same expense ratio: 0.35% per year.
JGHY.DE is categorized as High Yield Bonds, while JEQP.DE is Nasdaq-100.
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