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JEPE.L vs. JREG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEPE.L vs. JREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) (JEPE.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEPE.L is traded in EUR, while JREG.L is traded in USD. To make them comparable, the JREG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period


JEPE.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JREG.L

1D
-0.35%
1M
2.82%
YTD
10.30%
6M
10.34%
1Y
22.49%
3Y*
16.79%
5Y*
13.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JEPE.L vs. JREG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPE.L

JREG.L
JREG.L Risk / Return Rank: 6565
Overall Rank
JREG.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JREG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
JREG.L Omega Ratio Rank: 6363
Omega Ratio Rank
JREG.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
JREG.L Martin Ratio Rank: 6969
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.

JEPE.L vs. JREG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) (JEPE.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JEPE.L vs. JREG.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEPE.LJREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

Drawdowns

JEPE.L vs. JREG.L - Drawdown Comparison


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Drawdown Indicators


JEPE.LJREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

Max Drawdown (3Y)

Largest decline over 3 years

-20.32%

Max Drawdown (5Y)

Largest decline over 5 years

-20.32%

Current Drawdown

Current decline from peak

-0.74%

Average Drawdown

Average peak-to-trough decline

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

Volatility

JEPE.L vs. JREG.L - Volatility Comparison


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Volatility by Period


JEPE.LJREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

JEPE.L vs. JREG.L - Expense Ratio Comparison

JEPE.L has a 0.35% expense ratio, which is higher than JREG.L's 0.25% expense ratio.


Dividends

JEPE.L vs. JREG.L - Dividend Comparison

Neither JEPE.L nor JREG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, JREG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREG.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEPE.L.

JEPE.L is categorized as Derivative Income, while JREG.L is Global Equities. Their fees differ too: 0.35% for JEPE.L and 0.25% for JREG.L.

Portfolio Optimizer

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