JU13.L vs. JEPG.L
JU13.L (JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JU13.L is a Government Bonds fund tracking the J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. JU13.L is passively managed, while JEPG.L is actively managed. Over the past year, JU13.L returned 3.28% vs 4.62% for JEPG.L. At a 0.20 correlation, their price movements are largely independent. JU13.L charges 0.07%/yr vs 0.35%/yr for JEPG.L.
Performance
JU13.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JU13.L achieves a 0.85% return, which is significantly higher than JEPG.L's 0.47% return.
JU13.L
- 1D
- 0.15%
- 1M
- 0.31%
- 6M
- 0.91%
- YTD
- 0.85%
- 1Y
- 3.28%
- 3Y*
- 4.23%
- 5Y*
- 1.89%
- 10Y*
- —
JEPG.L
- 1D
- 0.62%
- 1M
- 1.92%
- 6M
- 0.09%
- YTD
- 0.47%
- 1Y
- 4.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JU13.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JU13.L JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) | 0.85% | 5.16% | 4.03% | 1.05% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.47% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between JU13.L and JEPG.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.20 |
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Return for Risk
JU13.L vs. JEPG.L — Risk / Return Rank
JU13.L
JEPG.L
JU13.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) (JU13.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.
| JU13.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +3.62 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.09 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 4.38 | 0.53 | +3.85 |
| Martin ratioReturn relative to average drawdown | 15.05 | 1.17 | +13.88 |
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Drawdowns
JU13.L vs. JEPG.L - Drawdown Comparison
The maximum JU13.L drawdown since its inception was -5.72%, smaller than the maximum JEPG.L drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for JU13.L and JEPG.L.
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Drawdown Indicators
| JU13.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.72% | -8.74% | +3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -0.75% | -8.74% | +7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -0.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -5.72% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.02% | +5.02% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -1.91% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 3.94% | -3.72% |
Volatility
JU13.L vs. JEPG.L - Volatility Comparison
The current volatility for JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) (JU13.L) is 0.36%, while JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a volatility of 2.23%. This indicates that JU13.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
| JU13.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | 2.23% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.91% | 7.10% | -6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.23% | 9.17% | -7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.00% | 10.90% | -8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.68% | 10.90% | -9.22% |
JU13.L vs. JEPG.L - Expense Ratio Comparison
JU13.L has a 0.07% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
JU13.L vs. JEPG.L - Dividend Comparison
JU13.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.14% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JU13.L JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.97% |
Frequently Asked Questions
JU13.L and JEPG.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JU13.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JU13.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPG.L.
JU13.L is categorized as Government Bonds, while JEPG.L is Derivative Income. Their fees differ too: 0.07% for JU13.L and 0.35% for JEPG.L.
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