JEIA.DE vs. JEPI
JEIA.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - JEIA.DE is a Derivative Income fund actively managed by JPMorgan, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEIA.DE returned 6.56% vs 5.92% for JEPI. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JEIA.DE vs. JEPI - Performance Comparison
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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 1.24% return, which is significantly lower than JEPI's 1.35% return.
JEIA.DE
- 1D
- 0.28%
- 1M
- -0.09%
- YTD
- 1.24%
- 6M
- 1.46%
- 1Y
- 6.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- 0.00%
- 1M
- -0.53%
- YTD
- 1.35%
- 6M
- 0.84%
- 1Y
- 5.92%
- 3Y*
- 5.98%
- 5Y*
- 8.27%
- 10Y*
- —
JEIA.DE vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEIA.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) | 1.24% | -4.14% | 0.91% |
JEPI JPMorgan Equity Premium Income ETF | 1.84% | -4.74% | 1.41% |
Correlation
The correlation between JEIA.DE and JEPI is 0.69, 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 | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.64 |
The correlation between JEIA.DE and JEPI has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
JEIA.DE vs. JEPI — Risk / Return Rank
JEIA.DE
JEPI
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.DE | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.13 | +0.16 |
| Martin ratioReturn relative to average drawdown | 3.58 | 2.97 | +0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEIA.DE | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.67 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.83 | -0.94 |
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.DE | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.73% | -19.13% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.05% | -5.26% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.13% | — |
Current DrawdownCurrent decline from peak | -6.16% | -6.94% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -7.29% | -3.69% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.00% | -0.17% |
Volatility
JEIA.DE vs. JEPI - Volatility Comparison
JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 2.09% and 2.04%, 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.
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Volatility by Period
| JEIA.DE | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 2.04% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 6.47% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 8.94% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 12.14% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.47% | 11.83% | +0.64% |
JEIA.DE vs. JEPI - Expense Ratio Comparison
Both JEIA.DE and JEPI have an expense ratio of 0.35%.
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 8.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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 | 8.23% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Frequently Asked Questions
JEIA.DE and JEPI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEIA.DE and JEPI have the same expense ratio: 0.35% per year.
JEIA.DE is categorized as Derivative Income, while JEPI is Dividend.
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