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JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) Sharpe Ratio: 1.51

ETF · Currency in GBp · Last updated Jun 25, 2026

The ETF aims to provide high current income and potential capital appreciation by investing in a diversified portfolio of high-quality, blue-chip large and mid-cap stocks selected for their ability to generate income through monthly dividends and distributions.

JEIP.L's Sharpe Ratio of 1.51 indicates that for each unit of volatility, it generates 1.51 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

JEIP.L Sharpe Ratio Rank

JEIP.L Sharpe Ratio Rank: 48.649
Average

JEIP.L ranks above 48.6% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

JEIP.L Sharpe Ratio Market Positioning

The chart shows JEIP.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 6.84+
  • Median: 1.51 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPM US Equity Premium Income Active UCITS ETF USD Dist's Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how JEIP.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GOOI.LIncomeShares Alphabet (GOOG) Options ETP2.54
JEQP.LJPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP2.26
JEPQ.LJPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)1.92
QQQY.LIncomeShares Nasdaq 100 Options (0DTE) ETP1.72
JEIP.LJPM US Equity Premium Income Active UCITS ETF USD Dist1.51
GOOO.LIncomeShares Alphabet (GOOG) Options ETP GBP1.44
JEPI.LJPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)0.96
QQQO.LIncomeShares Nasdaq 100 Options (0DTE) ETP GBP0.75
SPYY.LIncomeShares S&P500 Options (0DTE) ETP0.74
AAPY.LIncomeShares Apple (AAPL) Options ETP0.73

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JEIP.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JEIP.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does JEIP.L fit in your portfolio?

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