JEPI.L vs. JMRE.L
JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and JMRE.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JEPI.L is a Derivative Income fund actively managed by JPMorgan, while JMRE.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. JEPI.L is actively managed, while JMRE.L is passively managed. Over the past year, JEPI.L returned 9.22% vs 48.23% for JMRE.L. At a 0.35 correlation, their price movements are largely independent. JEPI.L charges 0.35%/yr vs 0.30%/yr for JMRE.L.
Performance
JEPI.L vs. JMRE.L - Performance Comparison
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Different Trading Currencies
JEPI.L is traded in USD, while JMRE.L is traded in GBp. To make them comparable, the JMRE.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 1.48% return, which is significantly lower than JMRE.L's 27.45% return.
JEPI.L
- 1D
- 0.00%
- 1M
- 0.86%
- YTD
- 1.48%
- 6M
- 1.53%
- 1Y
- 9.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMRE.L
- 1D
- 0.54%
- 1M
- -0.45%
- YTD
- 27.45%
- 6M
- 28.62%
- 1Y
- 48.23%
- 3Y*
- 23.85%
- 5Y*
- 7.12%
- 10Y*
- —
JEPI.L vs. JMRE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.48% | 8.11% | -0.36% |
JMRE.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 27.45% | 35.12% | -5.67% |
Correlation
The correlation between JEPI.L and JMRE.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.35 |
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Return for Risk
JEPI.L vs. JMRE.L — Risk / Return Rank
JEPI.L
JMRE.L
JEPI.L vs. JMRE.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 JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPI.L | JMRE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 3.74 | -2.28 |
| Martin ratioReturn relative to average drawdown | 4.05 | 13.19 | -9.13 |
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Drawdowns
JEPI.L vs. JMRE.L - Drawdown Comparison
The maximum JEPI.L drawdown since its inception was -14.36%, smaller than the maximum JMRE.L drawdown of -41.76%. Use the drawdown chart below to compare losses from any high point for JEPI.L and JMRE.L.
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Drawdown Indicators
| JEPI.L | JMRE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -41.76% | +27.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -12.82% | +6.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.42% | — |
Current DrawdownCurrent decline from peak | -3.23% | -4.56% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -2.48% | -18.00% | +15.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 3.65% | -1.38% |
Volatility
JEPI.L vs. JMRE.L - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) is 2.76%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) has a volatility of 9.42%. This indicates that JEPI.L experiences smaller price fluctuations and is considered to be less risky than JMRE.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.L | JMRE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 9.42% | -6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 6.66% | 18.19% | -11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 20.27% | -11.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.78% | 19.13% | -7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.78% | 21.65% | -9.87% |
JEPI.L vs. JMRE.L - Expense Ratio Comparison
JEPI.L has a 0.35% expense ratio, which is higher than JMRE.L's 0.30% expense ratio.
Dividends
JEPI.L vs. JMRE.L - Dividend Comparison
JEPI.L's dividend yield for the trailing twelve months is around 7.87%, while JMRE.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.87% | 7.08% | 0.62% |
JMRE.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPI.L and JMRE.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JMRE.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JMRE.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEPI.L.
JEPI.L is categorized as Derivative Income, while JMRE.L is Emerging Markets Equities. Their fees differ too: 0.35% for JEPI.L and 0.30% for JMRE.L.
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