XHYG.L vs. JEPI
Compare and contrast key facts about Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L) and JPMorgan Equity Premium Income ETF (JEPI).
XHYG.L and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHYG.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Pan Euro HY Euro TR EUR. It was launched on Jan 8, 2015. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
XHYG.L vs. JEPI - Performance Comparison
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XHYG.L vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XHYG.L Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | -1.27% | 4.77% | 6.00% | 11.49% | -9.23% | 3.13% | 12.46% |
JEPI JPMorgan Equity Premium Income ETF | 2.35% | -4.74% | 20.00% | 6.53% | 2.49% | 30.61% | 6.27% |
Different Trading Currencies
XHYG.L 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, XHYG.L achieves a -1.27% return, which is significantly lower than JEPI's 2.35% return.
XHYG.L
- 1D
- -0.05%
- 1M
- -0.62%
- YTD
- -1.27%
- 6M
- -0.53%
- 1Y
- 3.04%
- 3Y*
- 5.87%
- 5Y*
- 2.43%
- 10Y*
- —
JEPI
- 1D
- 0.52%
- 1M
- -2.70%
- YTD
- 2.35%
- 6M
- 4.90%
- 1Y
- 1.08%
- 3Y*
- 7.57%
- 5Y*
- 8.78%
- 10Y*
- —
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XHYG.L vs. JEPI - Expense Ratio Comparison
XHYG.L has a 0.20% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
XHYG.L vs. JEPI — Risk / Return Rank
XHYG.L
JEPI
XHYG.L vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L) 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.
| XHYG.L | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.07 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.20 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.09 | +1.16 |
Martin ratioReturn relative to average drawdown | 5.62 | 0.27 | +5.36 |
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
| XHYG.L | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.07 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.73 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.86 | -0.65 |
Correlation
The correlation between XHYG.L and JEPI is 0.19, 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
XHYG.L vs. JEPI - Dividend Comparison
XHYG.L's dividend yield for the trailing twelve months is around 4.94%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XHYG.L Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | 4.94% | 4.75% | 5.49% | 3.95% | 3.70% | 5.71% | 2.27% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Drawdowns
XHYG.L vs. JEPI - Drawdown Comparison
The maximum XHYG.L drawdown since its inception was -26.33%, which is greater than JEPI's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for XHYG.L and JEPI.
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Drawdown Indicators
| XHYG.L | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.33% | -13.71% | -12.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -7.37% | +4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -14.50% | -13.71% | -0.79% |
Current DrawdownCurrent decline from peak | -1.74% | -4.46% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -2.07% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 2.14% | -1.49% |
Volatility
XHYG.L vs. JEPI - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.L) is 1.86%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.10%. This indicates that XHYG.L experiences smaller price fluctuations and is considered to be less risky 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
| XHYG.L | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 3.10% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 7.01% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 15.76% | -11.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.23% | 12.14% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.14% | 11.94% | -4.80% |