JEIP.DE vs. JPVA.DE
JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) are both exchange-traded funds - JEIP.DE is a Derivative Income fund actively managed by JPMorgan, while JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEIP.DE returned 9.25% vs 25.48% for JPVA.DE. A 0.69 correlation means they provide meaningful diversification when combined. JEIP.DE charges 0.35%/yr vs 0.50%/yr for JPVA.DE.
Performance
JEIP.DE vs. JPVA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JEIP.DE achieves a 2.91% return, which is significantly lower than JPVA.DE's 12.75% return.
JEIP.DE
- 1D
- 0.00%
- 1M
- 0.91%
- YTD
- 2.91%
- 6M
- 3.45%
- 1Y
- 9.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPVA.DE
- 1D
- 0.00%
- 1M
- 4.54%
- YTD
- 12.75%
- 6M
- 13.18%
- 1Y
- 25.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEIP.DE vs. JPVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 2.91% | -4.10% | -3.58% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 12.75% | 1.79% | 2.40% |
Correlation
The correlation between JEIP.DE and JPVA.DE 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | 0.69 |
The correlation between JEIP.DE and JPVA.DE has been stable across timeframes, ranging from 0.69 to 0.69 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JEIP.DE vs. JPVA.DE — Risk / Return Rank
JEIP.DE
JPVA.DE
JEIP.DE vs. JPVA.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 US Value Active UCITS ETF USD (Acc) (JPVA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEIP.DE | JPVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 5.09 | -3.18 |
| Martin ratioReturn relative to average drawdown | 4.94 | 16.25 | -11.31 |
Loading charts...
Drawdowns
JEIP.DE vs. JPVA.DE - Drawdown Comparison
The maximum JEIP.DE drawdown since its inception was -19.56%, smaller than the maximum JPVA.DE drawdown of -21.80%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and JPVA.DE.
Loading charts...
Drawdown Indicators
| JEIP.DE | JPVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -21.80% | +2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -4.88% | -5.03% | +0.15% |
Current DrawdownCurrent decline from peak | -5.60% | -0.52% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -5.49% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.57% | +0.31% |
Volatility
JEIP.DE vs. JPVA.DE - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) is 2.14%, while JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) has a volatility of 2.69%. This indicates that JEIP.DE experiences smaller price fluctuations and is considered to be less risky than JPVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JEIP.DE | JPVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.14% | 2.69% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 7.66% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.18% | 11.38% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.96% | 14.17% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 14.17% | -1.21% |
JEIP.DE vs. JPVA.DE - Expense Ratio Comparison
JEIP.DE has a 0.35% expense ratio, which is lower than JPVA.DE's 0.50% expense ratio.
Dividends
JEIP.DE vs. JPVA.DE - Dividend Comparison
JEIP.DE's dividend yield for the trailing twelve months is around 7.01%, while JPVA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.01% | 7.31% | 0.62% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEIP.DE and JPVA.DE 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.
On fees, JEIP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEIP.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for JPVA.DE.
JEIP.DE is categorized as Derivative Income, while JPVA.DE is Large Cap Value Equities. Their fees differ too: 0.35% for JEIP.DE and 0.50% for JPVA.DE.
Find the right allocation for JEIP.DE and JPVA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer