JEIA.DE vs. JREE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) and JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE).

JEIA.DE and JREE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEIA.DE is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. JREE.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Europe Research Enhanced Index Equity (ESG). It was launched on Jun 30, 2020.

Performance

JEIA.DE vs. JREE.DE - 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 Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE). The values are adjusted to include any dividend payments, if applicable.

JEIA.DE vs. JREE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEIA.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)	1.29%	-4.14%	0.91%
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)	1.61%	20.14%	0.08%

Returns By Period

In the year-to-date period, JEIA.DE achieves a 1.29% return, which is significantly lower than JREE.DE's 1.61% return.

JEIA.DE

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

JREE.DE

• 1D: 2.48%
• 1M: -4.03%
• YTD: 1.61%
• 6M: 7.56%
• 1Y: 13.20%
• 3Y*: 11.86%
• 5Y*: 9.81%
• 10Y*: —

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

JEIA.DE vs. JREE.DE - Expense Ratio Comparison

JEIA.DE has a 0.35% expense ratio, which is higher than JREE.DE's 0.25% expense ratio.

JEIA.DE

JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)

JREE.DE

JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)

Return for Risk

JEIA.DE vs. JREE.DE — 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: 13
JEIA.DE Sharpe Ratio Rank: 13
JEIA.DE Sortino Ratio Rank: 12
JEIA.DE Omega Ratio Rank: 12
JEIA.DE Calmar Ratio Rank: 14
JEIA.DE Martin Ratio Rank: 15

JREE.DE

JREE.DE Risk / Return Rank: 45
JREE.DE Sharpe Ratio Rank: 45
JREE.DE Sortino Ratio Rank: 39
JREE.DE Omega Ratio Rank: 45
JREE.DE Calmar Ratio Rank: 48
JREE.DE Martin Ratio Rank: 49

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. JREE.DE - 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 Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.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.

	JEIA.DE	JREE.DE	Difference
Sharpe ratio Return per unit of total volatility	0.06	0.86	-0.80
Sortino ratio Return per unit of downside risk	0.17	1.19	-1.02
Omega ratio Gain probability vs. loss probability	1.03	1.18	-0.16
Calmar ratio Return relative to maximum drawdown	0.14	1.37	-1.22
Martin ratio Return relative to average drawdown	0.59	4.95	-4.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEIA.DE vs. JREE.DE - Sharpe Ratio Comparison

The current JEIA.DE Sharpe Ratio is 0.06, which is lower than the JREE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of JEIA.DE and JREE.DE, 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

	JEIA.DE	JREE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	0.86	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.61	-0.72

Correlation

The correlation between JEIA.DE and JREE.DE is 0.44, 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. JREE.DE - Dividend Comparison

Neither JEIA.DE nor JREE.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

JEIA.DE vs. JREE.DE - Drawdown Comparison

The maximum JEIA.DE drawdown since its inception was -18.73%, smaller than the maximum JREE.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for JEIA.DE and JREE.DE.

Drawdown Indicators

	JEIA.DE	JREE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-18.73%	-35.62%	+16.89%
Max Drawdown (1Y) Largest decline over 1 year	-12.30%	-12.46%	+0.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.02%	—
Current Drawdown Current decline from peak	-6.12%	-5.70%	-0.42%
Average Drawdown Average peak-to-trough decline	-7.45%	-4.63%	-2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	2.76%	-0.55%

Volatility

JEIA.DE vs. JREE.DE - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) is 2.68%, while JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a volatility of 5.92%. This indicates that JEIA.DE experiences smaller price fluctuations and is considered to be less risky than JREE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEIA.DE	JREE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.68%	5.92%	-3.24%
Volatility (6M) Calculated over the trailing 6-month period	5.69%	9.27%	-3.58%
Volatility (1Y) Calculated over the trailing 1-year period	13.37%	15.22%	-1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.00%	14.47%	-1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.00%	16.69%	-3.69%