JPBM.DE vs. JEIP.DE
JPBM.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JPBM.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JPBM.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JPBM.DE returned 8.68% vs 7.13% for JEIP.DE. A 0.58 correlation means they provide meaningful diversification when combined. JPBM.DE charges 0.39%/yr vs 0.35%/yr for JEIP.DE.
Performance
JPBM.DE vs. JEIP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPBM.DE achieves a 2.71% return, which is significantly higher than JEIP.DE's 1.23% return.
JPBM.DE
- 1D
- 0.15%
- 1M
- 1.60%
- YTD
- 2.71%
- 6M
- 1.92%
- 1Y
- 8.68%
- 3Y*
- 4.41%
- 5Y*
- 1.97%
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPBM.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 2.71% | 0.17% | 2.87% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JPBM.DE and JEIP.DE is 0.52, 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 | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.58 |
The correlation between JPBM.DE and JEIP.DE has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPBM.DE vs. JEIP.DE — Risk / Return Rank
JPBM.DE
JEIP.DE
JPBM.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 - USD (Dist) (JPBM.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.
| JPBM.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.14 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.36 | +1.30 |
| Martin ratioReturn relative to average drawdown | 7.31 | 3.69 | +3.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JPBM.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.81 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | -0.31 | +0.62 |
Drawdowns
JPBM.DE vs. JEIP.DE - Drawdown Comparison
The maximum JPBM.DE drawdown since its inception was -25.97%, 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 JPBM.DE and JEIP.DE.
Loading charts...
Drawdown Indicators
| JPBM.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.97% | -19.56% | -6.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -4.88% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.31% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | -7.15% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -8.26% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.80% | -0.66% |
Volatility
JPBM.DE vs. JEIP.DE - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) is 1.12%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) has a volatility of 2.47%. This indicates that JPBM.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.
Loading charts...
Volatility by Period
| JPBM.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 2.47% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 5.52% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 8.16% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.51% | 13.09% | -4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 13.09% | -3.38% |
JPBM.DE vs. JEIP.DE - Expense Ratio Comparison
JPBM.DE has a 0.39% expense ratio, which is higher than JEIP.DE's 0.35% expense ratio.
Dividends
JPBM.DE vs. JEIP.DE - Dividend Comparison
JPBM.DE's dividend yield for the trailing twelve months is around 5.09%, less than JEIP.DE's 8.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.09% | 5.54% | 5.26% | 5.00% | 5.33% | 3.35% | 3.87% | 3.92% | 2.69% |
Frequently Asked Questions
JPBM.DE and JEIP.DE have a correlation of 0.52, 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 JPBM.DE.
JPBM.DE is categorized as Emerging Markets Bonds, while JEIP.DE is Derivative Income. Their fees differ too: 0.39% for JPBM.DE and 0.35% for JEIP.DE.
Find the right allocation for JPBM.DE and JEIP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer