JGHY.L vs. JEPG.L
JGHY.L (JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JGHY.L is a High Yield Bonds fund actively managed by JPMorgan, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGHY.L returned 7.41% vs 5.60% for JEPG.L. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JGHY.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JGHY.L achieves a 2.09% return, which is significantly higher than JEPG.L's 0.31% return.
JGHY.L
- 1D
- -0.08%
- 1M
- -0.13%
- 6M
- 1.98%
- YTD
- 2.09%
- 1Y
- 7.41%
- 3Y*
- 8.58%
- 5Y*
- 3.74%
- 10Y*
- —
JEPG.L
- 1D
- 0.04%
- 1M
- 1.61%
- 6M
- 0.13%
- YTD
- 0.31%
- 1Y
- 5.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGHY.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGHY.L JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 2.09% | 11.61% | 6.10% | 3.76% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.31% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between JGHY.L and JEPG.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.36 |
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Return for Risk
JGHY.L vs. JEPG.L — Risk / Return Rank
JGHY.L
JEPG.L
JGHY.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
| JGHY.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 0.64 | +1.53 |
| Martin ratioReturn relative to average drawdown | 9.24 | 1.43 | +7.81 |
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Drawdowns
JGHY.L vs. JEPG.L - Drawdown Comparison
The maximum JGHY.L drawdown since its inception was -20.47%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for JGHY.L and JEPG.L.
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Drawdown Indicators
| JGHY.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.47% | -8.74% | -11.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -8.74% | +5.41% |
Max Drawdown (3Y)Largest decline over 3 years | -4.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -5.17% | +4.97% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -1.90% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 3.91% | -3.13% |
Volatility
JGHY.L vs. JEPG.L - Volatility Comparison
The current volatility for JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) is 0.98%, while JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a volatility of 2.53%. This indicates that JGHY.L experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGHY.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 2.53% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 7.06% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 9.25% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.55% | 10.90% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 10.90% | -2.49% |
JGHY.L vs. JEPG.L - Expense Ratio Comparison
Both JGHY.L and JEPG.L have an expense ratio of 0.35%.
Dividends
JGHY.L vs. JEPG.L - Dividend Comparison
JGHY.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.16%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% |
JGHY.L JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGHY.L and JEPG.L have a correlation of 0.34, 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.L and JEPG.L have the same expense ratio: 0.35% per year.
JGHY.L is categorized as High Yield Bonds, while JEPG.L is Derivative Income.
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