The UE1 Pro is a single-sided earpiece designed for musicians on stage that want situational awareness out of their other ear. Therefore, it's not suitable for music listening.
The UE4 Pro is actually a very nice, neutral-ish entry-level monitor. For the price, it's quite good. I haven't heard the JH5, though from their shared heritage, I'm fairly sure it's quite (very) similar to either the UE4 Pro or the UE5 Pro. FYI, the UE5 Pro has very slightly more mid-bass kick than the UE4 Pro, and that's about it.
Both the JH5 and UE4 cost the same price at $399 (unless you live overseas, in which case these prices will depend on the local distributor and dealer), so it's probably a toss-up between UE or JH. Personally, I'd recommend UE over JH at this price bracket simply because you'll get a more consistent level of service with UE, whereas JH is still a relatively small company that from time to time has issues with customer service and throughput. Of course, JH Audio is currently in an aggressive stage of expansion; they recently hired a new CEO and managed to steal Chuck Reynolds from UE to be their new Marketing head. So, JH may possibly be improving their level of service from here on out. So yeah, it's probably a toss-up, and will most likely depend on how you like your connectors (UE's right-angle style vs. conventional JH/Westone/CIEM style), included accessories, cases, etc.
I've not heard the UM Aero before, but from FR characteristics, the Aero seems to be brighter than the UE4. The extra brightness may possibly cause rock and metal music to sound harsher that you'd be willing to accept. Also, IMHO, UM's customer service is... messy... and depending on where/who you get it from, average at best.
If you're willing to consider a non-mainstream brand such as UM, you might as well be a bit more adventurous and consider other, newer brands such as Cosmic Ears, which will give you a better overall bang-for-buck value --- a BA4F/R is right in your price range.