STHY.L vs. JEPG.L
Compare and contrast key facts about PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income (STHY.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L).
STHY.L and JEPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STHY.L is a passively managed fund by PIMCO that tracks the performance of the ICE BofA 0-5 Year US High Yield Constrained Index. It was launched on May 28, 2015. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
STHY.L vs. JEPG.L - Performance Comparison
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STHY.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
STHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income | -0.02% | 8.60% | 8.44% | 2.29% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 1.23% | 12.39% | 7.83% | 1.63% |
Returns By Period
In the year-to-date period, STHY.L achieves a -0.02% return, which is significantly lower than JEPG.L's 1.23% return.
STHY.L
- 1D
- 0.66%
- 1M
- -0.19%
- YTD
- -0.02%
- 6M
- 1.46%
- 1Y
- 7.52%
- 3Y*
- 8.56%
- 5Y*
- 5.13%
- 10Y*
- 5.83%
JEPG.L
- 1D
- 1.37%
- 1M
- -3.72%
- YTD
- 1.23%
- 6M
- 2.94%
- 1Y
- 4.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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STHY.L vs. JEPG.L - Expense Ratio Comparison
STHY.L has a 0.55% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.
Return for Risk
STHY.L vs. JEPG.L — Risk / Return Rank
STHY.L
JEPG.L
STHY.L vs. JEPG.L - 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 Income (STHY.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.
| STHY.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 0.34 | +1.46 |
Sortino ratioReturn per unit of downside risk | 2.45 | 0.55 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.08 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 2.72 | 0.56 | +2.16 |
Martin ratioReturn relative to average drawdown | 14.37 | 2.05 | +12.31 |
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
| STHY.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.34 | +1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.90 | -0.02 |
Correlation
The correlation between STHY.L and JEPG.L is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
STHY.L vs. JEPG.L - Dividend Comparison
STHY.L's dividend yield for the trailing twelve months is around 7.04%, less than JEPG.L's 7.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income | 7.04% | 7.17% | 7.60% | 6.36% | 4.97% | 4.58% | 4.89% | 5.10% | 5.32% | 5.21% | 5.39% | 5.29% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.95% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
STHY.L vs. JEPG.L - Drawdown Comparison
The maximum STHY.L drawdown since its inception was -21.75%, which is greater than JEPG.L's maximum drawdown of -7.92%. Use the drawdown chart below to compare losses from any high point for STHY.L and JEPG.L.
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Drawdown Indicators
| STHY.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.75% | -7.92% | -13.83% |
Max Drawdown (1Y)Largest decline over 1 year | -3.69% | -7.92% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -9.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -21.75% | — | — |
Current DrawdownCurrent decline from peak | -0.80% | -4.32% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -1.35% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 2.06% | -1.54% |
Volatility
STHY.L vs. JEPG.L - Volatility Comparison
The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income (STHY.L) is 1.70%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 4.00%. This indicates that STHY.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
| STHY.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 4.00% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 6.57% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.16% | 12.48% | -8.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 11.11% | -5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.31% | 11.11% | -4.80% |