J15R.L vs. JEQP.L

Last updated Jun 5, 2026

J15R.L (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - J15R.L is a European Corporate Bonds fund tracking the Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. J15R.L is passively managed, while JEQP.L is actively managed. Over the past year, J15R.L returned 4.87% vs 29.62% for JEQP.L. At a correlation of -0.01, they often move in opposite directions. J15R.L charges 0.04%/yr vs 0.35%/yr for JEQP.L.

Performance

J15R.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) 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.

Different Trading Currencies

J15R.L is traded in GBP, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, J15R.L achieves a -0.52% return, which is significantly lower than JEQP.L's 8.97% return.

J15R.L

• 1D: 0.23%
• 1M: 0.89%
• YTD: -0.52%
• 6M: -0.43%
• 1Y: 4.87%
• 3Y*: 4.41%
• 5Y*: 1.30%
• 10Y*: —

JEQP.L

• 1D: -0.35%
• 1M: 4.81%
• YTD: 8.97%
• 6M: 9.21%
• 1Y: 29.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

J15R.L vs. JEQP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF	-0.52%	8.88%	0.26%
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	8.97%	6.58%	5.67%

Correlation

The correlation between J15R.L and JEQP.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024	-0.01

The correlation between J15R.L and JEQP.L shifts across timeframes, from -0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

J15R.L vs. JEQP.L — Risk / Return Rank

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

J15R.L

J15R.L Risk / Return Rank: 30
J15R.L Sharpe Ratio Rank: 32
J15R.L Sortino Ratio Rank: 33
J15R.L Omega Ratio Rank: 29
J15R.L Calmar Ratio Rank: 30
J15R.L Martin Ratio Rank: 27

JEQP.L

JEQP.L Risk / Return Rank: 84
JEQP.L Sharpe Ratio Rank: 82
JEQP.L Sortino Ratio Rank: 80
JEQP.L Omega Ratio Rank: 83
JEQP.L Calmar Ratio Rank: 89
JEQP.L Martin Ratio Rank: 89

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.

J15R.L vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) 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.

	J15R.L	JEQP.L	Difference
Sharpe ratio: Return per unit of total volatility	1.13	2.63	-1.51
Sortino ratio: Return per unit of downside risk	1.72	3.53	-1.81
Omega ratio: Gain probability vs. loss probability	1.19	1.50	-0.30
Calmar ratio: Return relative to maximum drawdown	1.45	5.23	-3.78
Martin ratio: Return relative to average drawdown	3.71	19.59	-15.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

J15R.L vs. JEQP.L - Sharpe Ratio Comparison

The current J15R.L Sharpe Ratio is 1.13, which is lower than the JEQP.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of J15R.L and JEQP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	J15R.L	JEQP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	2.63	-1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.94	-0.82

Drawdowns

J15R.L vs. JEQP.L - Drawdown Comparison

The maximum J15R.L drawdown since its inception was -16.15%, smaller than the maximum JEQP.L drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for J15R.L and JEQP.L.

Drawdown Indicators

	J15R.L	JEQP.L	Difference
Max Drawdown Largest peak-to-trough decline	-16.15%	-22.00%	+5.85%
Max Drawdown (1Y) Largest decline over 1 year	-3.35%	-5.64%	+2.29%
Max Drawdown (3Y) Largest decline over 3 years	-3.35%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-10.32%	—	—
Current Drawdown Current decline from peak	-1.85%	-0.35%	-1.50%
Average Drawdown Average peak-to-trough decline	-7.53%	-4.92%	-2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.31%	1.51%	-0.20%

Volatility

J15R.L vs. JEQP.L - Volatility Comparison

The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (J15R.L) is 1.27%, while JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a volatility of 1.57%. This indicates that J15R.L experiences smaller price fluctuations and is considered to be less risky than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	J15R.L	JEQP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.27%	1.57%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	3.12%	7.83%	-4.71%
Volatility (1Y) Calculated over the trailing 1-year period	4.31%	11.20%	-6.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.47%	14.88%	-9.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.42%	14.88%	-8.46%

J15R.L vs. JEQP.L - Expense Ratio Comparison

J15R.L has a 0.04% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.

Dividends

J15R.L vs. JEQP.L - Dividend Comparison

J15R.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.

Position	TTM	2025	2024
J15R.L JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF	0.00%	0.00%	0.00%
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	10.21%	10.04%	0.73%

Frequently Asked Questions

Can I hold both J15R.L and JEQP.L in my portfolio?

J15R.L and JEQP.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, J15R.L or JEQP.L?

On fees, J15R.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, J15R.L or JEQP.L?

J15R.L is cheaper with a 0.04% expense ratio, compared with 0.35% for JEQP.L.

What is the main difference between J15R.L and JEQP.L?

J15R.L is categorized as European Corporate Bonds, while JEQP.L is Nasdaq-100. Their fees differ too: 0.04% for J15R.L and 0.35% for JEQP.L.