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JEIP.L vs. CSPX.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JEIP.L vs. CSPX.AS

Last updated Apr 1, 2026

Compare and contrast key facts about JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS).

JEIP.L and CSPX.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEIP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. CSPX.AS is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010.

Performance

JEIP.L vs. CSPX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS). The values are adjusted to include any dividend payments, if applicable.

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JEIP.L vs. CSPX.AS - Yearly Performance Comparison

2026 (YTD)20252024
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		0.91%0.86%0.59%
CSPX.AS
iShares Core S&P 500 UCITS ETF		-4.29%9.56%3.17%
Different Trading Currencies

JEIP.L is traded in GBp, while CSPX.AS is traded in EUR. To make them comparable, the CSPX.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEIP.L achieves a 0.91% return, which is significantly higher than CSPX.AS's -4.29% return.

JEIP.L

1D
0.52%
1M
-3.81%
YTD
0.91%
6M
4.51%
1Y
4.90%
3Y*
—
5Y*
—
10Y*
—

CSPX.AS

1D
0.00%
1M
-4.46%
YTD
-4.29%
6M
-1.22%
1Y
13.25%
3Y*
15.23%
5Y*
12.32%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPM US Equity Premium Income Active UCITS ETF USD Dist

iShares Core S&P 500 UCITS ETF

Often compared with JEIP.L:
JEIP.L vs. JEPIJEIP.L vs. JGPI.DEJEIP.L vs. JEPQJEIP.L vs. XYLDJEIP.L vs. JEQP.LJEIP.L vs. JEGP.LJEIP.L vs. VOO
Often compared with CSPX.AS:
CSPX.AS vs. CSPX.LCSPX.AS vs. VUSA.LCSPX.AS vs. SPYCSPX.AS vs. VOOCSPX.AS vs. CNDX.ASCSPX.AS vs. VUSD.LCSPX.AS vs. SPYL.DE

JEIP.L vs. CSPX.AS - Expense Ratio Comparison

JEIP.L has a 0.35% expense ratio, which is higher than CSPX.AS's 0.07% expense ratio.

JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist
CSPX.AS
iShares Core S&P 500 UCITS ETF

Return for Risk

JEIP.L vs. CSPX.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JEIP.L
JEIP.L Risk / Return Rank: 2626
Overall Rank
JEIP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2626
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 2525
Martin Ratio Rank
CSPX.AS
CSPX.AS Risk / Return Rank: 5353
Overall Rank
CSPX.AS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 3131
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 8989
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 8686
Martin Ratio Rank
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.L vs. CSPX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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.LCSPX.ASDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.81

-0.33

Sortino ratio

Return per unit of downside risk

0.72

1.21

-0.48

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

0.54

3.27

-2.73

Martin ratio

Return relative to average drawdown

1.79

11.44

-9.65

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.L vs. CSPX.AS - Sharpe Ratio Comparison

The current JEIP.L Sharpe Ratio is 0.48, which is lower than the CSPX.AS Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of JEIP.L and CSPX.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

JEIP.LCSPX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.81

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.82

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.89

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.91

-0.76

Correlation

The correlation between JEIP.L and CSPX.AS 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.L vs. CSPX.AS - Dividend Comparison

JEIP.L's dividend yield for the trailing twelve months is around 7.51%, while CSPX.AS has not paid dividends to shareholders.

TTM20252024
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		7.51%7.18%0.61%
CSPX.AS
iShares Core S&P 500 UCITS ETF		0.00%0.00%0.00%

Drawdowns

JEIP.L vs. CSPX.AS - Drawdown Comparison

The maximum JEIP.L drawdown since its inception was -15.73%, smaller than the maximum CSPX.AS drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for JEIP.L and CSPX.AS.

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Drawdown Indicators

JEIP.LCSPX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-15.73%

-33.65%

+17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-13.57%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.37%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.65%

—

Current Drawdown

Current decline from peak

-3.81%

-5.23%

+1.42%

Average Drawdown

Average peak-to-trough decline

-5.40%

-4.33%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.06%

+0.68%

Volatility

JEIP.L vs. CSPX.AS - Volatility Comparison

JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS) have volatilities of 3.25% and 3.27%, 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

JEIP.LCSPX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.27%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

8.20%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.86%

16.11%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.56%

14.76%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

16.00%

-4.44%