JEIP.DE vs. JPCT.DE

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE).

JEIP.DE and JPCT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEIP.DE is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. JPCT.DE is a passively managed fund by JPMorgan that tracks the performance of the Solactive JP Morgan Asset Management Carbon Transition Global Equity. It was launched on Nov 4, 2020.

Performance

JEIP.DE vs. JPCT.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 (Dist) (JEIP.DE) and JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE). The values are adjusted to include any dividend payments, if applicable.

JEIP.DE vs. JPCT.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)	1.27%	-4.10%	0.88%
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)	-3.66%	6.84%	2.90%

Returns By Period

In the year-to-date period, JEIP.DE achieves a 1.27% return, which is significantly higher than JPCT.DE's -3.66% return.

JEIP.DE

• 1D: 0.36%
• 1M: -3.36%
• YTD: 1.27%
• 6M: 4.52%
• 1Y: 0.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPCT.DE

• 1D: 2.31%
• 1M: -3.96%
• YTD: -3.66%
• 6M: 0.00%
• 1Y: 10.02%
• 3Y*: 13.10%
• 5Y*: 9.71%
• 10Y*: —

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

JEIP.DE vs. JPCT.DE - Expense Ratio Comparison

JEIP.DE has a 0.35% expense ratio, which is higher than JPCT.DE's 0.19% expense ratio.

JEIP.DE

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

JPCT.DE

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)

Return for Risk

JEIP.DE vs. JPCT.DE — Risk / Return Rank

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

JEIP.DE

JEIP.DE Risk / Return Rank: 13
JEIP.DE Sharpe Ratio Rank: 13
JEIP.DE Sortino Ratio Rank: 12
JEIP.DE Omega Ratio Rank: 12
JEIP.DE Calmar Ratio Rank: 14
JEIP.DE Martin Ratio Rank: 15

JPCT.DE

JPCT.DE Risk / Return Rank: 34
JPCT.DE Sharpe Ratio Rank: 29
JPCT.DE Sortino Ratio Rank: 29
JPCT.DE Omega Ratio Rank: 31
JPCT.DE Calmar Ratio Rank: 39
JPCT.DE Martin Ratio Rank: 41

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.

JEIP.DE vs. JPCT.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 (Dist) (JEIP.DE) and JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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.

	JEIP.DE	JPCT.DE	Difference
Sharpe ratio Return per unit of total volatility	0.06	0.60	-0.53
Sortino ratio Return per unit of downside risk	0.17	0.92	-0.75
Omega ratio Gain probability vs. loss probability	1.03	1.13	-0.11
Calmar ratio Return relative to maximum drawdown	0.12	1.11	-0.99
Martin ratio Return relative to average drawdown	0.50	4.26	-3.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEIP.DE vs. JPCT.DE - Sharpe Ratio Comparison

The current JEIP.DE Sharpe Ratio is 0.06, which is lower than the JPCT.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of JEIP.DE and JPCT.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

	JEIP.DE	JPCT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	0.60	-0.53
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	0.82	-0.94

Correlation

The correlation between JEIP.DE and JPCT.DE is 0.68, 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

JEIP.DE vs. JPCT.DE - Dividend Comparison

JEIP.DE's dividend yield for the trailing twelve months is around 7.56%, while JPCT.DE has not paid dividends to shareholders.

	TTM	2025	2024
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)	7.56%	7.31%	0.61%
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)	0.00%	0.00%	0.00%

Drawdowns

JEIP.DE vs. JPCT.DE - Drawdown Comparison

The maximum JEIP.DE drawdown since its inception was -18.69%, smaller than the maximum JPCT.DE drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and JPCT.DE.

Drawdown Indicators

	JEIP.DE	JPCT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-18.69%	-22.18%	+3.49%
Max Drawdown (1Y) Largest decline over 1 year	-12.46%	-13.35%	+0.89%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.18%	—
Current Drawdown Current decline from peak	-6.10%	-5.97%	-0.13%
Average Drawdown Average peak-to-trough decline	-7.39%	-4.23%	-3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.34%	-0.16%

Volatility

JEIP.DE vs. JPCT.DE - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) is 2.63%, while JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a volatility of 4.84%. This indicates that JEIP.DE experiences smaller price fluctuations and is considered to be less risky than JPCT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEIP.DE	JPCT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	4.84%	-2.21%
Volatility (6M) Calculated over the trailing 6-month period	5.61%	8.93%	-3.32%
Volatility (1Y) Calculated over the trailing 1-year period	13.35%	16.78%	-3.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.89%	14.10%	-1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.89%	13.96%	-1.07%