JRUB.DE vs. JEIP.DE
JRUB.DE (JPMorgan USD 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 - JRUB.DE is a Corporate Bonds fund tracking the JP Morgan USD Corporate Bond Research Enhanced Index (ESG), while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JRUB.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JRUB.DE returned 4.31% vs 7.13% for JEIP.DE. A 0.53 correlation means they provide meaningful diversification when combined. JRUB.DE charges 0.19%/yr vs 0.35%/yr for JEIP.DE.
Performance
JRUB.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.DE achieves a 1.74% return, which is significantly higher than JEIP.DE's 1.23% return.
JRUB.DE
- 1D
- 0.06%
- 1M
- 1.22%
- YTD
- 1.74%
- 6M
- 1.00%
- 1Y
- 4.31%
- 3Y*
- 2.43%
- 5Y*
- 1.48%
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUB.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 1.74% | -4.07% | 3.52% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JRUB.DE and JEIP.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.53 |
The correlation between JRUB.DE and JEIP.DE has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.
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Return for Risk
JRUB.DE vs. JEIP.DE — Risk / Return Rank
JRUB.DE
JEIP.DE
JRUB.DE vs. JEIP.DE - 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 (JRUB.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.
| JRUB.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.36 | -0.11 |
| Martin ratioReturn relative to average drawdown | 3.11 | 3.69 | -0.58 |
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
| JRUB.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.81 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | -0.31 | +0.63 |
Drawdowns
JRUB.DE vs. JEIP.DE - Drawdown Comparison
The maximum JRUB.DE drawdown since its inception was -13.79%, smaller than the maximum JEIP.DE drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JRUB.DE and JEIP.DE.
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Drawdown Indicators
| JRUB.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -19.56% | +5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -4.88% | +1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -11.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.30% | — | — |
Current DrawdownCurrent decline from peak | -5.11% | -7.15% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -8.26% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.80% | -0.53% |
Volatility
JRUB.DE vs. JEIP.DE - Volatility Comparison
The current volatility for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRUB.DE) is 1.18%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) has a volatility of 2.47%. This indicates that JRUB.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
| JRUB.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 2.47% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 5.52% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 8.16% | -2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.67% | 13.09% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.88% | 13.09% | -4.21% |
JRUB.DE vs. JEIP.DE - Expense Ratio Comparison
JRUB.DE has a 0.19% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JRUB.DE vs. JEIP.DE - Dividend Comparison
JRUB.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% |
JRUB.DE JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUB.DE and JEIP.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for JEIP.DE.
JRUB.DE is categorized as Corporate Bonds, while JEIP.DE is Derivative Income. Their fees differ too: 0.19% for JRUB.DE and 0.35% for JEIP.DE.
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