JEPI.L vs. NVDD.L
JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and NVDD.L (IncomeShares NVIDIA (NVDA) Options ETP GBP) are both Derivative Income funds. Both are actively managed. Over the past year, JEPI.L returned 8.15% vs 35.74% for NVDD.L. At a 0.25 correlation, their price movements are largely independent. JEPI.L charges 0.35%/yr vs 0.55%/yr for NVDD.L.
Performance
JEPI.L vs. NVDD.L - Performance Comparison
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Different Trading Currencies
JEPI.L is traded in USD, while NVDD.L is traded in GBp. To make them comparable, the NVDD.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 0.22% return, which is significantly lower than NVDD.L's 2.09% return.
JEPI.L
- 1D
- 0.18%
- 1M
- 0.11%
- YTD
- 0.22%
- 6M
- 1.01%
- 1Y
- 8.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDD.L
- 1D
- 1.03%
- 1M
- 2.95%
- YTD
- 2.09%
- 6M
- 4.53%
- 1Y
- 35.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI.L vs. NVDD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 0.22% | 8.11% | -2.06% |
NVDD.L IncomeShares NVIDIA (NVDA) Options ETP GBP | 2.09% | 28.80% | -3.54% |
Correlation
The correlation between JEPI.L and NVDD.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.25 |
The correlation between JEPI.L and NVDD.L shifts across timeframes, from 0.09 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JEPI.L vs. NVDD.L — Risk / Return Rank
JEPI.L
NVDD.L
JEPI.L vs. NVDD.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 IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.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 | NVDD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.62 | -1.33 |
| Martin ratioReturn relative to average drawdown | 3.92 | 5.94 | -2.02 |
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 | NVDD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.22 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.49 | -0.17 |
Drawdowns
JEPI.L vs. NVDD.L - Drawdown Comparison
The maximum JEPI.L drawdown since its inception was -14.36%, smaller than the maximum NVDD.L drawdown of -31.35%. Use the drawdown chart below to compare losses from any high point for JEPI.L and NVDD.L.
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Drawdown Indicators
| JEPI.L | NVDD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -31.35% | +16.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -13.56% | +7.27% |
Current DrawdownCurrent decline from peak | -4.43% | -9.99% | +5.56% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -7.31% | +4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 6.00% | -3.92% |
Volatility
JEPI.L vs. NVDD.L - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) is 2.11%, while IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) has a volatility of 10.32%. This indicates that JEPI.L experiences smaller price fluctuations and is considered to be less risky than NVDD.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 | NVDD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 10.32% | -8.21% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 20.05% | -13.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 29.25% | -21.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.81% | 37.07% | -25.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.81% | 37.07% | -25.26% |
JEPI.L vs. NVDD.L - Expense Ratio Comparison
JEPI.L has a 0.35% expense ratio, which is lower than NVDD.L's 0.55% expense ratio.
Dividends
JEPI.L vs. NVDD.L - Dividend Comparison
JEPI.L's dividend yield for the trailing twelve months is around 8.33%, less than NVDD.L's 35.08% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.33% | 7.08% | 0.62% |
NVDD.L IncomeShares NVIDIA (NVDA) Options ETP GBP | 35.08% | 44.17% | 13.80% |
Frequently Asked Questions
JEPI.L and NVDD.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPI.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI.L is cheaper with a 0.35% expense ratio, compared with 0.55% for NVDD.L.
They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JEPI.L and 0.55% for NVDD.L.
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