JUHE.DE vs. JEIP.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JUHE.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JUHE.DE returned 17.77% vs 10.48% for JEIP.DE. At a 0.38 correlation, their price movements are largely independent. JUHE.DE charges 0.20%/yr vs 0.35%/yr for JEIP.DE.
Performance
JUHE.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly higher than JEIP.DE's 5.54% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
JEIP.DE
- 1D
- 0.00%
- 1M
- 2.70%
- 6M
- 3.49%
- YTD
- 5.54%
- 1Y
- 10.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JUHE.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 2.11% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 5.54% | -4.10% | -3.58% |
Correlation
The correlation between JUHE.DE and JEIP.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | 0.38 |
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Return for Risk
JUHE.DE vs. JEIP.DE — Risk / Return Rank
JUHE.DE
JEIP.DE
JUHE.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
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.
| JUHE.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.16 | +0.05 |
| Martin ratioReturn relative to average drawdown | 8.94 | 5.70 | +3.24 |
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Drawdowns
JUHE.DE vs. JEIP.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, which is greater than JEIP.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and JEIP.DE.
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Drawdown Indicators
| JUHE.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -19.56% | -3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -4.88% | -3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -3.19% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -7.99% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.84% | +0.27% |
Volatility
JUHE.DE vs. JEIP.DE - Volatility Comparison
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) has a higher volatility of 2.70% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) at 2.00%. This indicates that JUHE.DE's price experiences larger fluctuations and is considered to be riskier 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
| JUHE.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.00% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 5.76% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 8.19% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 12.80% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 12.80% | +3.29% |
JUHE.DE vs. JEIP.DE - Expense Ratio Comparison
JUHE.DE has a 0.20% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JUHE.DE vs. JEIP.DE - Dividend Comparison
JUHE.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 7.57%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.57% | 7.31% | 0.62% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JUHE.DE and JEIP.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JUHE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JUHE.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEIP.DE.
JUHE.DE is categorized as Large Cap Blend Equities, while JEIP.DE is Derivative Income. Their fees differ too: 0.20% for JUHE.DE and 0.35% for JEIP.DE.
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