JEIP.DE vs. JREA.DE
JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and JREA.DE (JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JEIP.DE is a Derivative Income fund actively managed by JPMorgan, while JREA.DE is a Asia Pacific Equities fund tracking the JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG). JEIP.DE is actively managed, while JREA.DE is passively managed. Over the past year, JEIP.DE returned 7.13% vs 49.01% for JREA.DE. At a 0.32 correlation, their price movements are largely independent. JEIP.DE charges 0.35%/yr vs 0.30%/yr for JREA.DE.
Performance
JEIP.DE vs. JREA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEIP.DE achieves a 1.23% return, which is significantly lower than JREA.DE's 30.23% return.
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREA.DE
- 1D
- -1.51%
- 1M
- 4.07%
- YTD
- 30.23%
- 6M
- 30.94%
- 1Y
- 49.01%
- 3Y*
- 20.04%
- 5Y*
- —
- 10Y*
- —
JEIP.DE vs. JREA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
JREA.DE JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.23% | 14.97% | 0.18% |
Correlation
The correlation between JEIP.DE and JREA.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.32 |
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Return for Risk
JEIP.DE vs. JREA.DE — Risk / Return Rank
JEIP.DE
JREA.DE
JEIP.DE vs. JREA.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 AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.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 | JREA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.53 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 5.19 | -3.83 |
| Martin ratioReturn relative to average drawdown | 3.69 | 18.76 | -15.07 |
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
| JEIP.DE | JREA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 2.94 | -2.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.31 | 0.67 | -0.99 |
Drawdowns
JEIP.DE vs. JREA.DE - Drawdown Comparison
The maximum JEIP.DE drawdown since its inception was -19.56%, roughly equal to the maximum JREA.DE drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and JREA.DE.
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Drawdown Indicators
| JEIP.DE | JREA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -20.14% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.88% | -9.64% | +4.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.14% | — |
Current DrawdownCurrent decline from peak | -7.15% | -2.73% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -6.28% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.67% | -0.87% |
Volatility
JEIP.DE vs. JREA.DE - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) is 2.47%, while JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) has a volatility of 7.19%. This indicates that JEIP.DE experiences smaller price fluctuations and is considered to be less risky than JREA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEIP.DE | JREA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 7.19% | -4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 5.52% | 14.07% | -8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 17.02% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 16.86% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 16.86% | -3.77% |
JEIP.DE vs. JREA.DE - Expense Ratio Comparison
JEIP.DE has a 0.35% expense ratio, which is higher than JREA.DE's 0.30% expense ratio.
Dividends
JEIP.DE vs. JREA.DE - Dividend Comparison
JEIP.DE's dividend yield for the trailing twelve months is around 8.31%, while JREA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
JREA.DE JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEIP.DE and JREA.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREA.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JEIP.DE.
JEIP.DE is categorized as Derivative Income, while JREA.DE is Asia Pacific Equities. Their fees differ too: 0.35% for JEIP.DE and 0.30% for JREA.DE.
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