JRUB.L vs. JEPI.L
JRUB.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc)) and JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JRUB.L is a Corporate Bonds fund actively managed by JPMorgan, while JEPI.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JRUB.L returned 4.87% vs 9.57% for JEPI.L. At a 0.32 correlation, their price movements are largely independent. JRUB.L charges 0.19%/yr vs 0.35%/yr for JEPI.L.
Performance
JRUB.L vs. JEPI.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRUB.L achieves a -0.11% return, which is significantly lower than JEPI.L's 2.77% return.
JRUB.L
- 1D
- 0.11%
- 1M
- -0.83%
- 6M
- -0.31%
- YTD
- -0.11%
- 1Y
- 4.87%
- 3Y*
- 4.85%
- 5Y*
- 0.04%
- 10Y*
- —
JEPI.L
- 1D
- 0.00%
- 1M
- 1.24%
- 6M
- 1.27%
- YTD
- 2.77%
- 1Y
- 9.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUB.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRUB.L JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) | -0.11% | 7.75% | -0.21% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 2.77% | 8.11% | -0.36% |
Correlation
The correlation between JRUB.L and JEPI.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.32 |
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Return for Risk
JRUB.L vs. JEPI.L — Risk / Return Rank
JRUB.L
JEPI.L
JRUB.L vs. JEPI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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.
| JRUB.L | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.52 | +0.10 |
| Martin ratioReturn relative to average drawdown | 4.75 | 4.10 | +0.65 |
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Drawdowns
JRUB.L vs. JEPI.L - Drawdown Comparison
The maximum JRUB.L drawdown since its inception was -22.30%, which is greater than JEPI.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for JRUB.L and JEPI.L.
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Drawdown Indicators
| JRUB.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -14.36% | -7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -6.29% | +3.30% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.16% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | -1.99% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -2.48% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 2.34% | -1.32% |
Volatility
JRUB.L vs. JEPI.L - Volatility Comparison
The current volatility for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) is 0.97%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) has a volatility of 2.55%. This indicates that JRUB.L experiences smaller price fluctuations and is considered to be less risky than JEPI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUB.L | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 2.55% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 6.66% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 8.47% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.58% | 11.65% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.82% | 11.65% | -3.83% |
JRUB.L vs. JEPI.L - Expense Ratio Comparison
JRUB.L has a 0.19% expense ratio, which is lower than JEPI.L's 0.35% expense ratio.
Dividends
JRUB.L vs. JEPI.L - Dividend Comparison
JRUB.L has not paid dividends to shareholders, while JEPI.L's dividend yield for the trailing twelve months is around 7.70%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.70% | 7.08% | 0.62% |
JRUB.L JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUB.L and JEPI.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUB.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEPI.L.
JRUB.L is categorized as Corporate Bonds, while JEPI.L is Derivative Income. Their fees differ too: 0.19% for JRUB.L and 0.35% for JEPI.L.
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