JEIP.L vs. JPM

Last updated Apr 2, 2026

Compare and contrast key facts about JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and JPMorgan Chase & Co. (JPM).

JEIP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.

Performance

JEIP.L vs. JPM - 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 JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

JEIP.L vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist	1.11%	0.86%	0.59%
JPM JPMorgan Chase & Co.	-6.40%	27.49%	-0.14%

Different Trading Currencies

JEIP.L is traded in GBp, while JPM is traded in USD. To make them comparable, the JPM 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 1.11% return, which is significantly higher than JPM's -6.40% return.

JEIP.L

• 1D: 0.20%
• 1M: -3.62%
• YTD: 1.11%
• 6M: 4.72%
• 1Y: 5.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPM

• 1D: 0.18%
• 1M: 0.39%
• YTD: -6.40%
• 6M: -2.42%
• 1Y: 20.61%
• 3Y*: 31.32%
• 5Y*: 17.89%
• 10Y*: 21.35%

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

Return for Risk

JEIP.L vs. JPM — 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: 26
JEIP.L Sharpe Ratio Rank: 23
JEIP.L Sortino Ratio Rank: 22
JEIP.L Omega Ratio Rank: 22
JEIP.L Calmar Ratio Rank: 33
JEIP.L Martin Ratio Rank: 33

JPM

JPM Risk / Return Rank: 68
JPM Sharpe Ratio Rank: 72
JPM Sortino Ratio Rank: 63
JPM Omega Ratio Rank: 65
JPM Calmar Ratio Rank: 70
JPM Martin Ratio Rank: 72

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. JPM - 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 JPMorgan Chase & Co. (JPM). 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.L	JPM	Difference
Sharpe ratio Return per unit of total volatility	0.43	0.80	-0.37
Sortino ratio Return per unit of downside risk	0.65	1.17	-0.52
Omega ratio Gain probability vs. loss probability	1.09	1.16	-0.07
Calmar ratio Return relative to maximum drawdown	0.86	1.37	-0.51
Martin ratio Return relative to average drawdown	3.01	3.43	-0.41
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. JPM - Sharpe Ratio Comparison

The current JEIP.L Sharpe Ratio is 0.43, which is lower than the JPM Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of JEIP.L and JPM, 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.L	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	0.80	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.41	-0.25

Correlation

The correlation between JEIP.L and JPM is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JEIP.L vs. JPM - Dividend Comparison

JEIP.L's dividend yield for the trailing twelve months is around 7.50%, more than JPM's 1.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist	7.50%	7.18%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPM JPMorgan Chase & Co.	1.96%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%

Drawdowns

JEIP.L vs. JPM - Drawdown Comparison

The maximum JEIP.L drawdown since its inception was -15.73%, smaller than the maximum JPM drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for JEIP.L and JPM.

Drawdown Indicators

	JEIP.L	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-15.73%	-76.16%	+60.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.08%	-15.47%	+6.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.63%	—
Current Drawdown Current decline from peak	-3.62%	-11.72%	+8.10%
Average Drawdown Average peak-to-trough decline	-5.40%	-17.66%	+12.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	5.72%	-3.90%

Volatility

JEIP.L vs. JPM - Volatility Comparison

The current volatility for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) is 3.17%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.03%. This indicates that JEIP.L experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEIP.L	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	6.03%	-2.86%
Volatility (6M) Calculated over the trailing 6-month period	6.44%	17.15%	-10.71%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	25.75%	-13.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.55%	23.92%	-12.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.55%	27.38%	-15.83%