JRUP.L vs. JEPG.L
JRUP.L (JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - GBP Hedged (acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JRUP.L is a Corporate Bonds fund actively managed by JPMorgan, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JRUP.L returned 4.85% vs 5.41% for JEPG.L. At a 0.09 correlation, their price movements are largely independent.
Performance
JRUP.L vs. JEPG.L - Performance Comparison
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Different Trading Currencies
JRUP.L is traded in GBP, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
JRUP.L
- 1D
- 0.07%
- 1M
- -0.66%
- 6M
- -0.16%
- YTD
- 0.00%
- 1Y
- 4.85%
- 3Y*
- 4.67%
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.00%
- 1M
- 1.61%
- 6M
- 0.41%
- YTD
- 0.79%
- 1Y
- 5.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUP.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRUP.L JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) | 0.00% | 7.47% | 2.11% | 4.69% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -0.10% | 4.41% | 9.68% | 1.31% |
Correlation
The correlation between JRUP.L and JEPG.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.09 |
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Return for Risk
JRUP.L vs. JEPG.L — Risk / Return Rank
JRUP.L
JEPG.L
JRUP.L vs. JEPG.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 - GBP Hedged (acc) (JRUP.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
| JRUP.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.61 | +1.00 |
| Martin ratioReturn relative to average drawdown | 4.75 | 1.48 | +3.27 |
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Drawdowns
JRUP.L vs. JEPG.L - Drawdown Comparison
The maximum JRUP.L drawdown since its inception was -19.44%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for JRUP.L and JEPG.L.
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Drawdown Indicators
| JRUP.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.44% | -8.78% | -10.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -8.78% | +5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -6.21% | — | — |
Current DrawdownCurrent decline from peak | -1.39% | -4.65% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -2.90% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 3.64% | -2.62% |
Volatility
JRUP.L vs. JEPG.L - Volatility Comparison
The current volatility for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) (JRUP.L) is 1.01%, while JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a volatility of 2.79%. This indicates that JRUP.L experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUP.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 2.79% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 3.38% | 7.83% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.48% | 10.33% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.81% | 11.36% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.81% | 11.36% | -3.55% |
Dividends
JRUP.L vs. JEPG.L - Dividend Comparison
JRUP.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.16%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% |
JRUP.L JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - GBP Hedged (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUP.L and JEPG.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JRUP.L is categorized as Corporate Bonds, while JEPG.L is Derivative Income.
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