JHYU.L vs. JEPG.L
JHYU.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JHYU.L is a High Yield Bonds fund tracking the ICE BofA Gbl HY Constnd TR USD, while JEPG.L is a Global Equities fund actively managed by JPMorgan. JHYU.L is passively managed, while JEPG.L is actively managed. Over the past year, JHYU.L returned 8.64% vs 1.21% for JEPG.L. At a 0.34 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JHYU.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JHYU.L achieves a 2.22% return, which is significantly higher than JEPG.L's -2.64% return.
JHYU.L
- 1D
- 0.12%
- 1M
- 0.38%
- YTD
- 2.22%
- 6M
- 3.15%
- 1Y
- 8.64%
- 3Y*
- 9.05%
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.03%
- 1M
- -1.49%
- YTD
- -2.64%
- 6M
- -1.72%
- 1Y
- 1.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHYU.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JHYU.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) | 2.22% | 9.40% | 7.95% | 2.56% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.64% | 12.39% | 7.83% | 1.63% |
Correlation
The correlation between JHYU.L and JEPG.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.34 |
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Return for Risk
JHYU.L vs. JEPG.L — Risk / Return Rank
JHYU.L
JEPG.L
JHYU.L vs. JEPG.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 USD Hedged (acc) (JHYU.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.
| JHYU.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.56 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.02 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 0.09 | +3.29 |
| Martin ratioReturn relative to average drawdown | 14.46 | 0.23 | +14.23 |
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
| JHYU.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.08 | +2.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 0.69 | +0.91 |
Drawdowns
JHYU.L vs. JEPG.L - Drawdown Comparison
The maximum JHYU.L drawdown since its inception was -7.58%, smaller than the maximum JEPG.L drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for JHYU.L and JEPG.L.
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Drawdown Indicators
| JHYU.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.58% | -8.41% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -8.41% | +5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -4.70% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -7.98% | +7.78% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -1.70% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 3.20% | -2.60% |
Volatility
JHYU.L vs. JEPG.L - Volatility Comparison
The current volatility for JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) (JHYU.L) is 1.01%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 2.69%. This indicates that JHYU.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
| JHYU.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 2.69% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 6.64% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 9.19% | -5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 10.97% | -5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 10.97% | -5.47% |
JHYU.L vs. JEPG.L - Expense Ratio Comparison
Both JHYU.L and JEPG.L have an expense ratio of 0.35%.
Dividends
JHYU.L vs. JEPG.L - Dividend Comparison
JHYU.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
JHYU.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JHYU.L and JEPG.L have a correlation of 0.33, 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.
JHYU.L and JEPG.L have the same expense ratio: 0.35% per year.
JHYU.L is categorized as High Yield Bonds, while JEPG.L is Global Equities.
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