PortfoliosLab logoPortfoliosLab logo
JGHY.L vs. JEPQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGHY.L vs. JEPQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ETFs (Ireland) ICAV Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JGHY.L achieves a 2.09% return, which is significantly lower than JEPQ.L's 8.88% 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*

JEPQ.L

1D
-0.51%
1M
-0.66%
6M
8.88%
YTD
8.88%
1Y
22.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGHY.L vs. JEPQ.L - Yearly Performance Comparison


Correlation

The correlation between JGHY.L and JEPQ.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.50

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JGHY.L vs. JEPQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGHY.L
JGHY.L Risk / Return Rank: 6666
Overall Rank
JGHY.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JGHY.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JGHY.L Omega Ratio Rank: 7070
Omega Ratio Rank
JGHY.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JGHY.L Martin Ratio Rank: 6565
Martin Ratio Rank

JEPQ.L
JEPQ.L Risk / Return Rank: 7070
Overall Rank
JEPQ.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JEPQ.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
JEPQ.L Omega Ratio Rank: 7070
Omega Ratio Rank
JEPQ.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
JEPQ.L Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGHY.L vs. JEPQ.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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.LJEPQ.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.17

2.72

-0.55

Martin ratioReturn relative to average drawdown

9.24

11.26

-2.02

JGHY.L vs. JEPQ.L - Sharpe Ratio Comparison

The current JGHY.L Sharpe Ratio is 1.72, which is comparable to the JEPQ.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of JGHY.L and JEPQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JGHY.L vs. JEPQ.L - Drawdown Comparison

The maximum JGHY.L drawdown since its inception was -20.47%, roughly equal to the maximum JEPQ.L drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for JGHY.L and JEPQ.L.


Loading charts...

Drawdown Indicators


JGHY.LJEPQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.47%

-20.08%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-8.31%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

Current Drawdown

Current decline from peak

-0.20%

-1.48%

+1.28%

Average Drawdown

Average peak-to-trough decline

-3.78%

-2.68%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.01%

-1.23%

Volatility

JGHY.L vs. JEPQ.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a volatility of 4.79%. This indicates that JGHY.L experiences smaller price fluctuations and is considered to be less risky than JEPQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JGHY.LJEPQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

4.79%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

10.26%

-6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

13.13%

-8.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

16.29%

-9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.41%

16.29%

-7.88%

JGHY.L vs. JEPQ.L - Expense Ratio Comparison

Both JGHY.L and JEPQ.L have an expense ratio of 0.35%.


Dividends

JGHY.L vs. JEPQ.L - Dividend Comparison

JGHY.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 10.11%.


Frequently Asked Questions


JGHY.L and JEPQ.L have a correlation of 0.50, 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 JEPQ.L have the same expense ratio: 0.35% per year.

JGHY.L is categorized as High Yield Bonds, while JEPQ.L is Nasdaq-100.

Portfolio Optimizer

Find the right allocation for JGHY.L and JEPQ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer