JHYU.L vs. JEPI.L
JHYU.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)) and JEPI.L (JPMorgan US 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 JEPI.L is a Derivative Income fund actively managed by JPMorgan. JHYU.L is passively managed, while JEPI.L is actively managed. Over the past year, JHYU.L returned 8.64% vs 8.10% for JEPI.L. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JHYU.L vs. JEPI.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 JEPI.L's 0.22% return.
JHYU.L
- 1D
- 0.12%
- 1M
- 0.38%
- YTD
- 2.22%
- 6M
- 3.15%
- 1Y
- 8.64%
- 3Y*
- 9.05%
- 5Y*
- —
- 10Y*
- —
JEPI.L
- 1D
- 0.18%
- 1M
- -1.13%
- YTD
- 0.22%
- 6M
- 0.99%
- 1Y
- 8.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHYU.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JHYU.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc) | 2.22% | 9.40% | 0.58% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 0.22% | 8.11% | -2.06% |
Correlation
The correlation between JHYU.L and JEPI.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.51 |
The correlation between JHYU.L and JEPI.L has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.
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Return for Risk
JHYU.L vs. JEPI.L — Risk / Return Rank
JHYU.L
JEPI.L
JHYU.L vs. JEPI.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 JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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 | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.18 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 1.29 | +2.08 |
| Martin ratioReturn relative to average drawdown | 14.46 | 3.92 | +10.54 |
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 | JEPI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.99 | +1.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 0.33 | +1.27 |
Drawdowns
JHYU.L vs. JEPI.L - Drawdown Comparison
The maximum JHYU.L drawdown since its inception was -7.58%, smaller than the maximum JEPI.L drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for JHYU.L and JEPI.L.
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Drawdown Indicators
| JHYU.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.58% | -14.36% | +6.78% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -6.29% | +3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -4.70% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -4.43% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -2.47% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 2.08% | -1.48% |
Volatility
JHYU.L vs. JEPI.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 JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) has a volatility of 2.11%. This indicates that JHYU.L experiences smaller price fluctuations and is considered to be less risky than JEPI.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 | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 2.11% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 6.36% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 8.20% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 11.81% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 11.81% | -6.31% |
JHYU.L vs. JEPI.L - Expense Ratio Comparison
Both JHYU.L and JEPI.L have an expense ratio of 0.35%.
Dividends
JHYU.L vs. JEPI.L - Dividend Comparison
JHYU.L has not paid dividends to shareholders, while JEPI.L's dividend yield for the trailing twelve months is around 8.33%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.33% | 7.08% | 0.62% |
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 JEPI.L have a correlation of 0.47, 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 JEPI.L have the same expense ratio: 0.35% per year.
JHYU.L is categorized as High Yield Bonds, while JEPI.L is Derivative Income.
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