FUSA.DE vs. JEIP.DE
FUSA.DE (Fidelity US Quality Income UCITS ETF Acc) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - FUSA.DE is a Large Cap Value Equities fund tracking the Fidelity US Quality Income NR USD, while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. FUSA.DE is passively managed, while JEIP.DE is actively managed. Over the past year, FUSA.DE returned 21.54% vs 7.13% for JEIP.DE. A 0.71 correlation means they provide meaningful diversification when combined. FUSA.DE charges 0.30%/yr vs 0.35%/yr for JEIP.DE.
Performance
FUSA.DE vs. JEIP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FUSA.DE achieves a 8.98% return, which is significantly higher than JEIP.DE's 1.23% return.
FUSA.DE
- 1D
- -0.10%
- 1M
- 3.18%
- YTD
- 8.98%
- 6M
- 8.57%
- 1Y
- 21.54%
- 3Y*
- 14.80%
- 5Y*
- 12.78%
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUSA.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FUSA.DE Fidelity US Quality Income UCITS ETF Acc | 8.98% | 3.93% | 4.36% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between FUSA.DE and JEIP.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.71 |
The correlation between FUSA.DE and JEIP.DE has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FUSA.DE vs. JEIP.DE — Risk / Return Rank
FUSA.DE
JEIP.DE
FUSA.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE). 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.
| FUSA.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.14 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 1.36 | +2.72 |
| Martin ratioReturn relative to average drawdown | 15.57 | 3.69 | +11.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FUSA.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.81 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | -0.31 | +1.11 |
Drawdowns
FUSA.DE vs. JEIP.DE - Drawdown Comparison
The maximum FUSA.DE drawdown since its inception was -35.37%, which is greater than JEIP.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for FUSA.DE and JEIP.DE.
Loading charts...
Drawdown Indicators
| FUSA.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.37% | -19.56% | -15.81% |
Max Drawdown (1Y)Largest decline over 1 year | -5.24% | -4.88% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | — | — |
Current DrawdownCurrent decline from peak | -0.13% | -7.15% | +7.02% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -8.26% | +4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.80% | -0.42% |
Volatility
FUSA.DE vs. JEIP.DE - Volatility Comparison
Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) have volatilities of 2.49% and 2.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FUSA.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.47% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 5.52% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 8.16% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 13.09% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 13.09% | +2.56% |
FUSA.DE vs. JEIP.DE - Expense Ratio Comparison
FUSA.DE has a 0.30% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
FUSA.DE vs. JEIP.DE - Dividend Comparison
FUSA.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 8.31%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FUSA.DE Fidelity US Quality Income UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
Frequently Asked Questions
FUSA.DE and JEIP.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUSA.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JEIP.DE.
FUSA.DE is categorized as Large Cap Value Equities, while JEIP.DE is Derivative Income. They also come from different issuers: Fidelity and JPMorgan. Their fees differ too: 0.30% for FUSA.DE and 0.35% for JEIP.DE.
Find the right allocation for FUSA.DE and JEIP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer