JIBG.L vs. JEPG.L
JIBG.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JIBG.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. JIBG.L is passively managed, while JEPG.L is actively managed. Over the past year, JIBG.L returned 9.29% vs 4.86% for JEPG.L. At a 0.33 correlation, their price movements are largely independent. JIBG.L charges 0.19%/yr vs 0.35%/yr for JEPG.L.
Performance
JIBG.L vs. JEPG.L - Performance Comparison
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Different Trading Currencies
JIBG.L is traded in GBP, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JIBG.L achieves a 3.34% return, which is significantly higher than JEPG.L's -0.17% return.
JIBG.L
- 1D
- 0.78%
- 1M
- 3.64%
- YTD
- 3.34%
- 6M
- 4.08%
- 1Y
- 9.29%
- 3Y*
- 4.15%
- 5Y*
- 1.59%
- 10Y*
- —
JEPG.L
- 1D
- 0.74%
- 1M
- 0.93%
- YTD
- -0.17%
- 6M
- 0.56%
- 1Y
- 4.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JIBG.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 3.34% | 0.49% | 3.97% | 3.37% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -0.17% | 4.41% | 9.68% | 1.31% |
Correlation
The correlation between JIBG.L and JEPG.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.33 |
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Return for Risk
JIBG.L vs. JEPG.L — Risk / Return Rank
JIBG.L
JEPG.L
JIBG.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JIBG.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.09 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 0.55 | +1.44 |
| Martin ratioReturn relative to average drawdown | 4.99 | 1.41 | +3.59 |
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Drawdowns
JIBG.L vs. JEPG.L - Drawdown Comparison
The maximum JIBG.L drawdown since its inception was -33.28%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for JIBG.L and JEPG.L.
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Drawdown Indicators
| JIBG.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.28% | -8.78% | -24.50% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -8.78% | +4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -8.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.77% | — | — |
Current DrawdownCurrent decline from peak | -22.33% | -5.56% | -16.77% |
Average DrawdownAverage peak-to-trough decline | -27.41% | -2.85% | -24.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 3.44% | -1.58% |
Volatility
JIBG.L vs. JEPG.L - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) is 1.77%, while JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a volatility of 3.52%. This indicates that JIBG.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
| JIBG.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 3.52% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 7.69% | -3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 10.22% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 11.40% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.01% | 11.40% | +1.61% |
JIBG.L vs. JEPG.L - Expense Ratio Comparison
JIBG.L has a 0.19% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
JIBG.L vs. JEPG.L - Dividend Comparison
JIBG.L's dividend yield for the trailing twelve months is around 5.13%, less than JEPG.L's 8.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.32% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% |
JIBG.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 5.13% | 4.93% | 5.37% | 4.10% | 3.94% | 6.87% | 0.10% |
Frequently Asked Questions
JIBG.L and JEPG.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JIBG.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JIBG.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEPG.L.
JIBG.L is categorized as Corporate Bonds, while JEPG.L is Derivative Income. Their fees differ too: 0.19% for JIBG.L and 0.35% for JEPG.L.
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