JHYP.L vs. JEIP.L
Compare and contrast key facts about 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).
JHYP.L and JEIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHYP.L is a passively managed fund by JPMorgan that tracks the performance of the ICE BofA Gbl HY Constnd TR HGBP. It was launched on Apr 24, 2020. JEIP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
JHYP.L vs. JEIP.L - Performance Comparison
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JHYP.L vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JHYP.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF - GBP Hedged (dist) | -0.33% | 9.26% | 0.58% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 1.55% | 0.86% | 0.59% |
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*
- —
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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
JHYP.L
JEIP.L
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.L | JEIP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.50 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.18 | 0.74 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.10 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.50 | 1.73 | +1.76 |
Martin ratioReturn relative to average drawdown | 14.58 | 5.92 | +8.66 |
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
| JHYP.L | JEIP.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.L | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.36% | -3.20% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -5.39% | +2.09% |
Ulcer IndexDepth 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.L | JEIP.L | Difference | |
|---|---|---|---|
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% |