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JHYP.L vs. JEIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHYP.L vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

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JHYP.L vs. JEIP.L - Yearly Performance Comparison


Different Trading Currencies

JHYP.L is traded in GBP, while JEIP.L is traded in GBp. To make them comparable, the JEIP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JHYP.L achieves a -0.33% return, which is significantly lower than JEIP.L's 1.55% return.


JHYP.L

1D
0.19%
1M
-0.52%
YTD
-0.33%
6M
1.77%
1Y
7.63%
3Y*
7.74%
5Y*
3.51%
10Y*

JEIP.L

1D
0.43%
1M
-2.25%
YTD
1.55%
6M
4.71%
1Y
5.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHYP.L vs. JEIP.L - Expense Ratio Comparison

Both JHYP.L and JEIP.L have an expense ratio of 0.35%.


Return for Risk

JHYP.L vs. JEIP.L — Risk / Return Rank

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

JHYP.L
JHYP.L Risk / Return Rank: 8383
Overall Rank
JHYP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JHYP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JHYP.L Omega Ratio Rank: 7575
Omega Ratio Rank
JHYP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JHYP.L Martin Ratio Rank: 9292
Martin Ratio Rank

JEIP.L
JEIP.L Risk / Return Rank: 3636
Overall Rank
JEIP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2424
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 5252
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.

JHYP.L vs. JEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.


JHYP.LJEIP.LDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.50

+1.04

Sortino ratio

Return per unit of downside risk

2.18

0.74

+1.43

Omega ratio

Gain probability vs. loss probability

1.30

1.10

+0.19

Calmar ratio

Return relative to maximum drawdown

3.50

1.73

+1.76

Martin ratio

Return relative to average drawdown

14.58

5.92

+8.66

JHYP.L vs. JEIP.L - Sharpe Ratio Comparison

The current JHYP.L Sharpe Ratio is 1.54, which is higher than the JEIP.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of JHYP.L and JEIP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JHYP.LJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

0.50

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.19

+0.77

Correlation

The correlation between JHYP.L and JEIP.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JHYP.L vs. JEIP.L - Dividend Comparison

JHYP.L's dividend yield for the trailing twelve months is around 6.12%, less than JEIP.L's 7.47% yield.


TTM202520242023202220212020
JHYP.L
JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist)
6.12%6.58%5.96%8.55%5.62%4.37%0.69%
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist
7.47%7.18%0.61%0.00%0.00%0.00%0.00%

Drawdowns

JHYP.L vs. JEIP.L - Drawdown Comparison

The maximum JHYP.L drawdown since its inception was -15.44%, roughly equal to the maximum JEIP.L drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for JHYP.L and JEIP.L.


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Drawdown Indicators


JHYP.LJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.44%

-15.73%

+0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-6.37%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

Current Drawdown

Current decline from peak

-1.36%

-3.20%

+1.84%

Average Drawdown

Average peak-to-trough decline

-3.30%

-5.39%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

1.54%

-0.95%

Volatility

JHYP.L vs. JEIP.L - Volatility Comparison

The current volatility for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) (JHYP.L) is 1.67%, while JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) has a volatility of 3.15%. This indicates that JHYP.L experiences smaller price fluctuations and is considered to be less risky than JEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHYP.LJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

3.15%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

6.45%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

11.85%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

11.54%

-5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

11.54%

-5.82%