UIME.DE vs. JEPI
UIME.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - UIME.DE is a Europe Equities fund tracking the MSCI EMU Value, while JEPI is a Dividend fund actively managed by JPMorgan. UIME.DE is passively managed, while JEPI is actively managed. Over the past 5 years, UIME.DE returned 13.26%/yr vs 8.47%/yr for JEPI. At a 0.20 correlation, their price movements are largely independent. UIME.DE charges 0.25%/yr vs 0.35%/yr for JEPI.
Performance
UIME.DE vs. JEPI - Performance Comparison
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Different Trading Currencies
UIME.DE is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UIME.DE achieves a 7.26% return, which is significantly higher than JEPI's 2.32% return.
UIME.DE
- 1D
- 0.47%
- 1M
- 0.62%
- YTD
- 7.26%
- 6M
- 10.82%
- 1Y
- 21.11%
- 3Y*
- 20.26%
- 5Y*
- 13.26%
- 10Y*
- 9.94%
JEPI
- 1D
- 0.46%
- 1M
- 0.94%
- YTD
- 2.32%
- 6M
- 1.82%
- 1Y
- 7.14%
- 3Y*
- 6.33%
- 5Y*
- 8.47%
- 10Y*
- —
UIME.DE vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 7.26% | 37.25% | 9.43% | 18.66% | -4.81% | 19.85% | 26.92% |
JEPI JPMorgan Equity Premium Income ETF | 2.32% | -4.74% | 20.00% | 6.53% | 2.49% | 30.61% | 6.27% |
Correlation
The correlation between UIME.DE and JEPI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.20 |
The correlation between UIME.DE and JEPI shifts across timeframes, from 0.14 (3 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UIME.DE vs. JEPI — Risk / Return Rank
UIME.DE
JEPI
UIME.DE vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and JPMorgan Equity Premium Income ETF (JEPI). 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.
| UIME.DE | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.36 | +1.06 |
| Martin ratioReturn relative to average drawdown | 8.21 | 3.57 | +4.63 |
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
| UIME.DE | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.80 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.70 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.84 | -0.52 |
Drawdowns
UIME.DE vs. JEPI - Drawdown Comparison
The maximum UIME.DE drawdown since its inception was -41.99%, which is greater than JEPI's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for UIME.DE and JEPI.
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Drawdown Indicators
| UIME.DE | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.99% | -19.13% | -22.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -5.26% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -19.13% | +4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.67% | -19.13% | -3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | — | — |
Current DrawdownCurrent decline from peak | -1.47% | -6.05% | +4.58% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -3.69% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.00% | +0.63% |
Volatility
UIME.DE vs. JEPI - Volatility Comparison
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) has a higher volatility of 3.60% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.00%. This indicates that UIME.DE's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIME.DE | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 2.00% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 6.48% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 8.94% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 12.13% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 11.83% | +6.02% |
UIME.DE vs. JEPI - Expense Ratio Comparison
UIME.DE has a 0.25% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Dividends
UIME.DE vs. JEPI - Dividend Comparison
UIME.DE's dividend yield for the trailing twelve months is around 3.75%, less than JEPI's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.26% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 3.75% | 3.42% | 3.51% | 3.89% | 4.13% | 2.67% | 2.40% | 3.87% | 4.07% | 3.49% | 5.50% | 4.19% |
Frequently Asked Questions
UIME.DE and JEPI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIME.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIME.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEPI.
UIME.DE is categorized as Europe Equities, while JEPI is Dividend. They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.25% for UIME.DE and 0.35% for JEPI.
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