JMBE.DE vs. JEIP.DE
JMBE.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc)) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JMBE.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified Hedge TR EUR, while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JMBE.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JMBE.DE returned 8.47% vs 6.67% for JEIP.DE. At a 0.17 correlation, their price movements are largely independent. JMBE.DE charges 0.39%/yr vs 0.35%/yr for JEIP.DE.
Performance
JMBE.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JMBE.DE achieves a 0.85% return, which is significantly lower than JEIP.DE's 1.23% return.
JMBE.DE
- 1D
- 0.23%
- 1M
- 0.83%
- YTD
- 0.85%
- 6M
- 1.04%
- 1Y
- 8.47%
- 3Y*
- 5.74%
- 5Y*
- -0.64%
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- -0.31%
- YTD
- 1.23%
- 6M
- 1.31%
- 1Y
- 6.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMBE.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JMBE.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) | 0.85% | 11.00% | -1.69% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JMBE.DE and JEIP.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.17 |
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Return for Risk
JMBE.DE vs. JEIP.DE — Risk / Return Rank
JMBE.DE
JEIP.DE
JMBE.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE). 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.
| JMBE.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.14 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.36 | +0.42 |
| Martin ratioReturn relative to average drawdown | 7.10 | 3.69 | +3.42 |
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
| JMBE.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 0.81 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | -0.31 | +0.45 |
Drawdowns
JMBE.DE vs. JEIP.DE - Drawdown Comparison
The maximum JMBE.DE drawdown since its inception was -28.19%, which is greater than JEIP.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JMBE.DE and JEIP.DE.
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Drawdown Indicators
| JMBE.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -19.56% | -8.63% |
Max Drawdown (1Y)Largest decline over 1 year | -4.73% | -4.88% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -7.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.72% | — | — |
Current DrawdownCurrent decline from peak | -5.72% | -7.15% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -8.26% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.80% | -0.61% |
Volatility
JMBE.DE vs. JEIP.DE - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) is 1.91%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) has a volatility of 2.47%. This indicates that JMBE.DE experiences smaller price fluctuations and is considered to be less risky than JEIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMBE.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 2.47% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 4.57% | 5.52% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.54% | 8.16% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.54% | 13.09% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.66% | 13.09% | -3.43% |
JMBE.DE vs. JEIP.DE - Expense Ratio Comparison
JMBE.DE has a 0.39% expense ratio, which is higher than JEIP.DE's 0.35% expense ratio.
Dividends
JMBE.DE vs. JEIP.DE - Dividend Comparison
JMBE.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 8.31%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
JMBE.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JMBE.DE and JEIP.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEIP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEIP.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for JMBE.DE.
JMBE.DE is categorized as Emerging Markets Bonds, while JEIP.DE is Derivative Income. Their fees differ too: 0.39% for JMBE.DE and 0.35% for JEIP.DE.
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