JREB.DE vs. JEIP.DE
JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JREB.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG), while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JREB.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JREB.DE returned 2.34% vs 7.13% for JEIP.DE. At a 0.26 correlation, their price movements are largely independent. JREB.DE charges 0.04%/yr vs 0.35%/yr for JEIP.DE.
Performance
JREB.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREB.DE achieves a 0.57% return, which is significantly lower than JEIP.DE's 1.23% return.
JREB.DE
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.57%
- 6M
- 0.53%
- 1Y
- 2.34%
- 3Y*
- 4.65%
- 5Y*
- 0.14%
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREB.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.57% | 3.18% | 1.00% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JREB.DE and JEIP.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.26 |
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Return for Risk
JREB.DE vs. JEIP.DE — Risk / Return Rank
JREB.DE
JEIP.DE
JREB.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.
| JREB.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.36 | -0.65 |
| Martin ratioReturn relative to average drawdown | 2.52 | 3.69 | -1.17 |
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
| JREB.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.81 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | -0.31 | +0.54 |
Drawdowns
JREB.DE vs. JEIP.DE - Drawdown Comparison
The maximum JREB.DE drawdown since its inception was -17.22%, smaller than the maximum JEIP.DE drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JREB.DE and JEIP.DE.
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Drawdown Indicators
| JREB.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -19.56% | +2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -4.88% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -2.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -7.15% | +6.39% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -8.26% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 1.80% | -1.00% |
Volatility
JREB.DE vs. JEIP.DE - Volatility Comparison
The current volatility for JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) is 1.16%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) has a volatility of 2.47%. This indicates that JREB.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
| JREB.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 2.47% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 5.52% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 8.16% | -4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 13.09% | -8.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 13.09% | -8.13% |
JREB.DE vs. JEIP.DE - Expense Ratio Comparison
JREB.DE has a 0.04% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JREB.DE vs. JEIP.DE - Dividend Comparison
JREB.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% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREB.DE and JEIP.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.35% for JEIP.DE.
JREB.DE is categorized as European Corporate Bonds, while JEIP.DE is Derivative Income. Their fees differ too: 0.04% for JREB.DE and 0.35% for JEIP.DE.
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