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JEIA.DE vs. JEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEIA.DE vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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JEIA.DE vs. JEPI - Yearly Performance Comparison


Different Trading Currencies

JEIA.DE is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEIA.DE achieves a 1.29% return, which is significantly lower than JEPI's 2.01% return.


JEIA.DE

1D
0.50%
1M
-3.35%
YTD
1.29%
6M
4.54%
1Y
0.85%
3Y*
5Y*
10Y*

JEPI

1D
0.16%
1M
-3.28%
YTD
2.01%
6M
4.65%
1Y
0.82%
3Y*
7.33%
5Y*
8.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEIA.DE vs. JEPI - Expense Ratio Comparison

Both JEIA.DE and JEPI have an expense ratio of 0.35%.


Return for Risk

JEIA.DE vs. JEPI — Risk / Return Rank

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

JEIA.DE
JEIA.DE Risk / Return Rank: 1313
Overall Rank
JEIA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEIA.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
JEIA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
JEIA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
JEIA.DE Martin Ratio Rank: 1515
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3434
Overall Rank
JEPI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3131
Sortino Ratio Rank
JEPI Omega Ratio Rank: 3737
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4040
Martin Ratio Rank
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.

JEIA.DE vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) and JPMorgan Equity Premium Income ETF (JEPI). 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.


JEIA.DEJEPIDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.05

+0.01

Sortino ratio

Return per unit of downside risk

0.17

0.18

-0.01

Omega ratio

Gain probability vs. loss probability

1.03

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

0.14

0.09

+0.06

Martin ratio

Return relative to average drawdown

0.59

0.26

+0.33

JEIA.DE vs. JEPI - Sharpe Ratio Comparison

The current JEIA.DE Sharpe Ratio is 0.06, which is comparable to the JEPI Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of JEIA.DE and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEIA.DEJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.05

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.86

-0.97

Correlation

The correlation between JEIA.DE and JEPI is 0.62, 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

JEIA.DE vs. JEPI - Dividend Comparison

JEIA.DE has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.46%.


TTM202520242023202220212020
JEIA.DE
JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.46%8.25%7.33%8.40%11.68%6.59%5.79%

Drawdowns

JEIA.DE vs. JEPI - Drawdown Comparison

The maximum JEIA.DE drawdown since its inception was -18.73%, roughly equal to the maximum JEPI drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for JEIA.DE and JEPI.


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Drawdown Indicators


JEIA.DEJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-18.73%

-13.71%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-10.28%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

Current Drawdown

Current decline from peak

-6.12%

-4.53%

-1.59%

Average Drawdown

Average peak-to-trough decline

-7.45%

-2.07%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.12%

+0.09%

Volatility

JEIA.DE vs. JEPI - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) is 2.68%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.06%. This indicates that JEIA.DE experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEIA.DEJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

3.06%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

5.69%

6.99%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

15.76%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

12.14%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.00%

11.94%

+1.06%