PortfoliosLab logoPortfoliosLab logo

Sharpe ratio is not yet available for JEPE.L. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist)'s Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how JEPE.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 5, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GOOO.LIncomeShares Alphabet (GOOG) Options ETP GBP3.26
GOOI.LIncomeShares Alphabet (GOOG) Options ETP3.01
JEQP.LJPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP2.63
JEPQ.LJPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)2.41
QQQO.LIncomeShares Nasdaq 100 Options (0DTE) ETP GBP2.37
QQQY.LIncomeShares Nasdaq 100 Options (0DTE) ETP2.18
TSLI.LIncomeShares Tesla TSLA Options ETP1.25
NVDD.LIncomeShares NVIDIA (NVDA) Options ETP GBP1.25
GLDI.LIncomeShares Gold+ Yield ETP1.23
JEIP.LJPM US Equity Premium Income Active UCITS ETF USD Dist1.11
JEPE.LJPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist)

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JEPE.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 JEPE.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sharpe Ratio Calculator

How does JEPE.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio