EOI vs. JEQP.L

Last updated Apr 2, 2026

Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund (EOI) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L).

EOI is managed by Eaton Vance. It was launched on Oct 29, 2004. JEQP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.

Performance

EOI vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Enhanced Equity Income Fund (EOI) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

EOI vs. JEQP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EOI Eaton Vance Enhanced Equity Income Fund	-4.84%	7.21%	2.70%
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	-2.29%	14.92%	2.43%

Different Trading Currencies

EOI is traded in USD, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EOI achieves a -4.84% return, which is significantly lower than JEQP.L's -2.29% return.

EOI

• 1D: 2.13%
• 1M: -5.29%
• YTD: -4.84%
• 6M: -5.18%
• 1Y: 10.41%
• 3Y*: 17.08%
• 5Y*: 10.83%
• 10Y*: 12.39%

JEQP.L

• 1D: 2.74%
• 1M: -2.26%
• YTD: -2.29%
• 6M: 2.84%
• 1Y: 20.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EOI vs. JEQP.L - Expense Ratio Comparison

EOI has a 0.01% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.

JEQP.L

JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP

EOI

Eaton Vance Enhanced Equity Income Fund

Return for Risk

EOI vs. JEQP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EOI

EOI Risk / Return Rank: 21
EOI Sharpe Ratio Rank: 18
EOI Sortino Ratio Rank: 18
EOI Omega Ratio Rank: 21
EOI Calmar Ratio Rank: 25
EOI Martin Ratio Rank: 23

JEQP.L

JEQP.L Risk / Return Rank: 72
JEQP.L Sharpe Ratio Rank: 62
JEQP.L Sortino Ratio Rank: 62
JEQP.L Omega Ratio Rank: 61
JEQP.L Calmar Ratio Rank: 88
JEQP.L Martin Ratio Rank: 85

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.

EOI vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund (EOI) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	EOI	JEQP.L	Difference
Sharpe ratio Return per unit of total volatility	0.54	1.28	-0.74
Sortino ratio Return per unit of downside risk	0.88	1.85	-0.97
Omega ratio Gain probability vs. loss probability	1.14	1.28	-0.14
Calmar ratio Return relative to maximum drawdown	0.81	2.32	-1.51
Martin ratio Return relative to average drawdown	2.76	9.68	-6.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EOI vs. JEQP.L - Sharpe Ratio Comparison

The current EOI Sharpe Ratio is 0.54, which is lower than the JEQP.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EOI and JEQP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EOI	JEQP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	1.28	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.66	-0.25

Correlation

The correlation between EOI and JEQP.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EOI vs. JEQP.L - Dividend Comparison

EOI's dividend yield for the trailing twelve months is around 8.37%, less than JEQP.L's 11.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EOI Eaton Vance Enhanced Equity Income Fund	8.37%	7.81%	7.38%	7.93%	8.80%	5.83%	6.66%	6.78%	8.01%	7.15%	8.36%	7.73%
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	11.04%	10.25%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EOI vs. JEQP.L - Drawdown Comparison

The maximum EOI drawdown since its inception was -53.72%, which is greater than JEQP.L's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for EOI and JEQP.L.

Drawdown Indicators

	EOI	JEQP.L	Difference
Max Drawdown Largest peak-to-trough decline	-53.72%	-21.99%	-31.73%
Max Drawdown (1Y) Largest decline over 1 year	-13.24%	-9.99%	-3.25%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.01%	—	—
Current Drawdown Current decline from peak	-7.30%	-2.83%	-4.47%
Average Drawdown Average peak-to-trough decline	-7.42%	-5.46%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.87%	1.67%	+2.20%

Volatility

EOI vs. JEQP.L - Volatility Comparison

Eaton Vance Enhanced Equity Income Fund (EOI) has a higher volatility of 6.92% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 5.30%. This indicates that EOI's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EOI	JEQP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	5.30%	+1.62%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	10.23%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	19.26%	16.32%	+2.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.61%	16.26%	+2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.88%	16.26%	+3.62%