JEPI.L vs. JEIP.L
Compare and contrast key facts about JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L).
JEPI.L and JEIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPI.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. JEIP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
JEPI.L vs. JEIP.L - Performance Comparison
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JEPI.L vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | -0.07% | 8.11% | -2.06% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | -0.02% | 8.47% | -2.28% |
Different Trading Currencies
JEPI.L is traded in USD, while JEIP.L is traded in GBp. To make them comparable, the JEIP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPI.L achieves a -0.07% return, which is significantly lower than JEIP.L's -0.02% return.
JEPI.L
- 1D
- 1.28%
- 1M
- -4.07%
- YTD
- -0.07%
- 6M
- 3.25%
- 1Y
- 8.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEIP.L
- 1D
- 0.86%
- 1M
- -4.34%
- YTD
- -0.02%
- 6M
- 3.39%
- 1Y
- 8.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JEPI.L vs. JEIP.L - Expense Ratio Comparison
Both JEPI.L and JEIP.L have an expense ratio of 0.35%.
Return for Risk
JEPI.L vs. JEIP.L — Risk / Return Rank
JEPI.L
JEIP.L
JEPI.L vs. JEIP.L - 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) (JEPI.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.
| JEPI.L | JEIP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.65 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.94 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.89 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.50 | 4.62 | -0.12 |
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
| JEPI.L | JEIP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.36 | -0.02 |
Correlation
The correlation between JEPI.L and JEIP.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JEPI.L vs. JEIP.L - Dividend Comparison
JEPI.L's dividend yield for the trailing twelve months is around 7.58%, more than JEIP.L's 7.50% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.58% | 7.08% | 0.62% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 7.50% | 7.18% | 0.61% |
Drawdowns
JEPI.L vs. JEIP.L - Drawdown Comparison
The maximum JEPI.L drawdown since its inception was -14.36%, roughly equal to the maximum JEIP.L drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for JEPI.L and JEIP.L.
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Drawdown Indicators
| JEPI.L | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -15.73% | +1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.51% | -9.08% | -1.43% |
Current DrawdownCurrent decline from peak | -4.71% | -3.62% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -5.40% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.82% | -0.02% |
Volatility
JEPI.L vs. JEIP.L - Volatility Comparison
JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) have volatilities of 3.39% and 3.38%, 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
| JEPI.L | JEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.38% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 6.30% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 12.62% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.02% | 11.78% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.02% | 11.78% | +0.24% |