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JEPI.L vs. JEQP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEPI.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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JEPI.L vs. JEQP.L - Yearly Performance Comparison


Different Trading Currencies

JEPI.L is traded in USD, while JEQP.L is traded in GBp. To make them comparable, the JEQP.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 higher than JEQP.L's -2.29% return.


JEPI.L

1D
1.28%
1M
-4.07%
YTD
-0.07%
6M
3.25%
1Y
8.12%
3Y*
5Y*
10Y*

JEQP.L

1D
2.74%
1M
-2.26%
YTD
-2.29%
6M
2.84%
1Y
20.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEPI.L vs. JEQP.L - Expense Ratio Comparison

Both JEPI.L and JEQP.L have an expense ratio of 0.35%.


Return for Risk

JEPI.L vs. JEQP.L — Risk / Return Rank

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

JEPI.L
JEPI.L Risk / Return Rank: 3434
Overall Rank
JEPI.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEPI.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
JEPI.L Omega Ratio Rank: 3535
Omega Ratio Rank
JEPI.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
JEPI.L Martin Ratio Rank: 4343
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 7272
Overall Rank
JEQP.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 6161
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8585
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.

JEPI.L vs. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.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.LJEQP.LDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.28

-0.64

Sortino ratio

Return per unit of downside risk

0.95

1.85

-0.90

Omega ratio

Gain probability vs. loss probability

1.15

1.28

-0.12

Calmar ratio

Return relative to maximum drawdown

0.91

2.32

-1.40

Martin ratio

Return relative to average drawdown

4.50

9.68

-5.18

JEPI.L vs. JEQP.L - Sharpe Ratio Comparison

The current JEPI.L Sharpe Ratio is 0.64, which is lower than the JEQP.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of JEPI.L and JEQP.L, 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


JEPI.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.28

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.66

-0.32

Correlation

The correlation between JEPI.L and JEQP.L is 0.50, 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

JEPI.L vs. JEQP.L - Dividend Comparison

JEPI.L's dividend yield for the trailing twelve months is around 7.58%, less than JEQP.L's 11.04% yield.


Drawdowns

JEPI.L vs. JEQP.L - Drawdown Comparison

The maximum JEPI.L drawdown since its inception was -14.36%, smaller than the maximum JEQP.L drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for JEPI.L and JEQP.L.


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Drawdown Indicators


JEPI.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-21.99%

+7.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-9.99%

-0.52%

Current Drawdown

Current decline from peak

-4.71%

-2.83%

-1.88%

Average Drawdown

Average peak-to-trough decline

-2.32%

-5.46%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.67%

+0.13%

Volatility

JEPI.L vs. JEQP.L - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) is 3.39%, while JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a volatility of 5.30%. This indicates that JEPI.L experiences smaller price fluctuations and is considered to be less risky than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEPI.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

5.30%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

10.23%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

16.32%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.02%

16.26%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.02%

16.26%

-4.24%