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JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) Sharpe Ratio: 2.51

ETF · Currency in GBp · Last updated Jun 24, 2026

The ETF aims to provide consistent premium income with reduced volatility by offering exposure to the Nasdaq 100 and generating monthly distributable income through a disciplined options overlay strategy involving written out-of-the-money calls, supported by an applied data science approach in its fundamental research.

JEQP.L's Sharpe Ratio of 2.51 indicates that for each unit of volatility, it generates 2.51 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 24, 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.

JEQP.L Sharpe Ratio Rank

JEQP.L Sharpe Ratio Rank: 82.382
Exceptional

JEQP.L ranks above 82.3% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

JEQP.L Sharpe Ratio Market Positioning

The chart shows JEQP.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%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.15
  • Green zone (top 25%): 2.15 or higher
  • Top 1%: 6.99+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP's Sharpe Ratio with other ETFs in the Nasdaq-100, Derivative Income category across multiple time periods, showing how JEQP.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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NESP.LInvesco Nasdaq-100 ESG UCITS ETF Acc2.72
GOOI.LIncomeShares Alphabet (GOOG) Options ETP2.60
QYLP.LGlobal X NASDAQ 100 Covered Call UCITS ETF Dis GBP2.59
5QQE.LLeverage Shares 5x Long Nasdaq 100 ETP Securities EUR2.53
JEQP.LJPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP2.51
EQSG.LInvesco Nasdaq-100 Swap UCITS ETF Acc2.49
XNAQ.LXtrackers Nasdaq 100 UCITS ETF 1C2.48
ANXG.LAmundi Nasdaq-100 UCITS USD2.48
NASL.LLyxor UCITS Nasdaq-100 D-EUR2.48
EQQQ.LInvesco EQQQ NASDAQ-100 UCITS ETF2.48

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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