JEIP.L vs. JREU.L
Compare and contrast key facts about JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L).
JEIP.L and JREU.L 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. JREU.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 10, 2018.
Performance
JEIP.L vs. JREU.L - Performance Comparison
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JEIP.L vs. JREU.L - 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% |
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | -2.45% | 8.01% | 2.94% |
Different Trading Currencies
JEIP.L is traded in GBp, while JREU.L is traded in USD. To make them comparable, the JREU.L 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 JREU.L's -2.45% return.
JEIP.L
- 1D
- 0.20%
- 1M
- -3.62%
- YTD
- 1.11%
- 6M
- 4.72%
- 1Y
- 5.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREU.L
- 1D
- 2.15%
- 1M
- -2.70%
- YTD
- -2.45%
- 6M
- 1.17%
- 1Y
- 15.05%
- 3Y*
- 15.81%
- 5Y*
- 12.87%
- 10Y*
- —
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JEIP.L vs. JREU.L - Expense Ratio Comparison
JEIP.L has a 0.35% expense ratio, which is higher than JREU.L's 0.20% expense ratio.
Return for Risk
JEIP.L vs. JREU.L — Risk / Return Rank
JEIP.L
JREU.L
JEIP.L vs. JREU.L - 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 US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L). 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 | JREU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.94 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.37 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.19 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.21 | -1.35 |
Martin ratioReturn relative to average drawdown | 3.01 | 7.22 | -4.21 |
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.L | JREU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.94 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.80 | -0.65 |
Correlation
The correlation between JEIP.L and JREU.L is 0.67, 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. JREU.L - Dividend Comparison
JEIP.L's dividend yield for the trailing twelve months is around 7.50%, while JREU.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 7.50% | 7.18% | 0.61% |
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% |
Drawdowns
JEIP.L vs. JREU.L - Drawdown Comparison
The maximum JEIP.L drawdown since its inception was -15.73%, smaller than the maximum JREU.L drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for JEIP.L and JREU.L.
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Drawdown Indicators
| JEIP.L | JREU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.73% | -34.56% | +18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.08% | -11.78% | +2.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.31% | — |
Current DrawdownCurrent decline from peak | -3.62% | -5.45% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -5.08% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.05% | -0.23% |
Volatility
JEIP.L vs. JREU.L - Volatility Comparison
The current volatility for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) is 3.17%, while JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) has a volatility of 4.76%. This indicates that JEIP.L experiences smaller price fluctuations and is considered to be less risky than JREU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEIP.L | JREU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 4.76% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.44% | 8.91% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 15.95% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.55% | 15.50% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.55% | 17.49% | -5.94% |