SSHY.L vs. JEPIX
Compare and contrast key facts about PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
SSHY.L is a passively managed fund by PIMCO that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Mar 14, 2012. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
SSHY.L vs. JEPIX - Performance Comparison
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SSHY.L vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SSHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist | 0.91% | 1.40% | 10.17% | 5.51% | 6.56% | 5.70% | 0.33% | 6.66% | -2.84% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 1.37% | 0.14% | 14.39% | 4.20% | 7.62% | 20.49% | 2.91% | 12.01% | -9.24% |
Different Trading Currencies
SSHY.L is traded in GBP, while JEPIX is traded in USD. To make them comparable, the JEPIX values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SSHY.L achieves a 0.91% return, which is significantly lower than JEPIX's 1.37% return.
SSHY.L
- 1D
- -0.15%
- 1M
- 0.67%
- YTD
- 0.91%
- 6M
- 2.75%
- 1Y
- 4.21%
- 3Y*
- 5.92%
- 5Y*
- 5.94%
- 10Y*
- 6.49%
JEPIX
- 1D
- 1.58%
- 1M
- -3.98%
- YTD
- 1.37%
- 6M
- 4.13%
- 1Y
- 4.44%
- 3Y*
- 6.67%
- 5Y*
- 8.88%
- 10Y*
- —
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SSHY.L vs. JEPIX - Expense Ratio Comparison
SSHY.L has a 0.55% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
SSHY.L vs. JEPIX — Risk / Return Rank
SSHY.L
JEPIX
SSHY.L vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| SSHY.L | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.31 | +0.31 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.54 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.56 | +0.70 |
Martin ratioReturn relative to average drawdown | 3.25 | 1.97 | +1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSHY.L | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.31 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.75 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.44 | +0.16 |
Correlation
The correlation between SSHY.L and JEPIX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SSHY.L vs. JEPIX - Dividend Comparison
SSHY.L's dividend yield for the trailing twelve months is around 7.02%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist | 7.02% | 7.33% | 7.48% | 6.52% | 4.86% | 4.47% | 5.24% | 5.27% | 5.10% | 5.48% | 4.92% | 5.11% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SSHY.L vs. JEPIX - Drawdown Comparison
The maximum SSHY.L drawdown since its inception was -15.94%, smaller than the maximum JEPIX drawdown of -24.70%. Use the drawdown chart below to compare losses from any high point for SSHY.L and JEPIX.
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Drawdown Indicators
| SSHY.L | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.94% | -32.63% | +16.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.37% | -10.49% | +6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -10.24% | -13.67% | +3.43% |
Max Drawdown (10Y)Largest decline over 10 years | -15.94% | — | — |
Current DrawdownCurrent decline from peak | -1.47% | -5.53% | +4.06% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -3.19% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 2.27% | -0.86% |
Volatility
SSHY.L vs. JEPIX - Volatility Comparison
The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) is 1.67%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.56%. This indicates that SSHY.L experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSHY.L | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | 3.56% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 4.16% | 7.39% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.80% | 14.60% | -7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.62% | 11.93% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.20% | 15.56% | -6.36% |