JHYU.L vs. JEPQ.L
JHYU.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF USD Hedged (acc)) and JEPQ.L (JPMorgan Nasdaq 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 JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan. JHYU.L is passively managed, while JEPQ.L is actively managed. Over the past year, JHYU.L returned 8.64% vs 28.73% for JEPQ.L. A 0.55 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JHYU.L vs. JEPQ.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 lower than JEPQ.L's 8.75% return.
JHYU.L
- 1D
- 0.12%
- 1M
- 0.38%
- YTD
- 2.22%
- 6M
- 3.15%
- 1Y
- 8.64%
- 3Y*
- 9.05%
- 5Y*
- —
- 10Y*
- —
JEPQ.L
- 1D
- -0.84%
- 1M
- 3.01%
- YTD
- 8.75%
- 6M
- 9.37%
- 1Y
- 28.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHYU.L vs. JEPQ.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% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.75% | 14.77% | 2.89% |
Correlation
The correlation between JHYU.L and JEPQ.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.55 |
The correlation between JHYU.L and JEPQ.L has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
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Return for Risk
JHYU.L vs. JEPQ.L — Risk / Return Rank
JHYU.L
JEPQ.L
JHYU.L vs. JEPQ.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 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.
| JHYU.L | JEPQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.47 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 3.48 | -0.10 |
| Martin ratioReturn relative to average drawdown | 14.46 | 15.39 | -0.93 |
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 | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 2.41 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 1.08 | +0.52 |
Drawdowns
JHYU.L vs. JEPQ.L - Drawdown Comparison
The maximum JHYU.L drawdown since its inception was -7.58%, smaller than the maximum JEPQ.L drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for JHYU.L and JEPQ.L.
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Drawdown Indicators
| JHYU.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.58% | -20.10% | +12.52% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -8.28% | +5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -4.70% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -0.84% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -2.77% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 1.87% | -1.27% |
Volatility
JHYU.L vs. JEPQ.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 Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a volatility of 1.99%. This indicates that JHYU.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.
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Volatility by Period
| JHYU.L | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.99% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 8.97% | -6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 11.95% | -8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 15.99% | -10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 15.99% | -10.49% |
JHYU.L vs. JEPQ.L - Expense Ratio Comparison
Both JHYU.L and JEPQ.L have an expense ratio of 0.35%.
Dividends
JHYU.L vs. JEPQ.L - Dividend Comparison
JHYU.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 10.20%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.20% | 10.06% | 0.74% |
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 JEPQ.L have a correlation of 0.51, 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 JEPQ.L have the same expense ratio: 0.35% per year.
JHYU.L is categorized as High Yield Bonds, while JEPQ.L is Nasdaq-100.
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