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JPMorgan US Equity Premium Income Active UCITS ETF...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE0000EAPBT6
Issuer
JPMorgan
Inception Date
Oct 29, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

JEIA.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) has returned 0.78% so far this year and 1.14% over the past 12 months.


JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)

1D
-0.26%
1M
-2.82%
YTD
0.78%
6M
4.52%
1Y
1.14%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 6, 2024, JEIA.DE's average daily return is 0.00%, while the average monthly return is -0.10%.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2024 with a return of +3.7%, while the worst month was Apr 2025 at -6.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.

On a daily basis, JEIA.DE closed higher 50% of trading days. The best single day was Apr 10, 2025 with a return of +3.6%, while the worst single day was Apr 9, 2025 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.41%3.28%-2.82%0.78%
20252.40%0.02%-6.73%-6.74%1.99%-0.92%3.53%-0.81%-0.02%2.12%1.93%-0.37%-4.14%
20243.69%-2.68%0.91%

Benchmark Metrics

JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) has an annualized alpha of -0.37%, beta of 0.16, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since November 07, 2024.

  • This ETF participated in 77.63% of S&P 500 Index downside but only 55.72% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.16 may look defensive, but with R² of 0.06 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.06 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.37%
Beta
0.16
0.06
Upside Capture
55.72%
Downside Capture
77.63%

Expense Ratio

JEIA.DE has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JEIA.DE ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JEIA.DE Risk / Return Rank: 1313
Overall Rank
JEIA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEIA.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
JEIA.DE Omega Ratio Rank: 1313
Omega Ratio Rank
JEIA.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEIA.DE Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) and compare them to a chosen benchmark (S&P 500 Index).


JEIA.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.43

-0.34

Sortino ratio

Return per unit of downside risk

0.20

0.73

-0.53

Omega ratio

Gain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratio

Return relative to maximum drawdown

0.03

0.67

-0.64

Martin ratio

Return relative to average drawdown

0.09

2.80

-2.71

Explore JEIA.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) was 18.73%, occurring on Apr 9, 2025. The portfolio has not yet recovered.

The current JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) drawdown is 6.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.73%Feb 20, 202535Apr 9, 2025
-3.4%Nov 25, 202422Dec 27, 202428Feb 7, 202550
-1.7%Nov 15, 20243Nov 19, 20242Nov 21, 20245
-1.01%Feb 10, 20256Feb 17, 20252Feb 19, 20258
-0.59%Nov 7, 20241Nov 7, 20241Nov 8, 20242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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