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JRUP.L vs. JEPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUP.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUP.L vs. JEPG.L - Yearly Performance Comparison


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUP.L
JRUP.L Risk / Return Rank: 3636
Overall Rank
JRUP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JRUP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
JRUP.L Omega Ratio Rank: 3434
Omega Ratio Rank
JRUP.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
JRUP.L Martin Ratio Rank: 3838
Martin Ratio Rank

JEPG.L
JEPG.L Risk / Return Rank: 1919
Overall Rank
JEPG.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LJEPG.LDifference
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

JRUP.L vs. JEPG.L - Sharpe Ratio Comparison

The current JRUP.L Sharpe Ratio is 1.07, which is higher than the JEPG.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of JRUP.L and JEPG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.LJEPG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.39%

-4.65%

+3.26%

Average Drawdown

Average peak-to-trough decline

-7.59%

-2.90%

-4.69%

Ulcer Index

Depth 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.LJEPG.LDifference

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%.


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.

Portfolio Optimizer

Find the right allocation for JRUP.L and JEPG.L

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