JEPQ.L vs. BBRT.L
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L).
JEPQ.L and BBRT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. BBRT.L is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg US Government TR USD. It was launched on Apr 25, 2019.
Performance
JEPQ.L vs. BBRT.L - Performance Comparison
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JEPQ.L vs. BBRT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | -1.93% | 14.77% | 2.89% |
BBRT.L JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | -0.22% | 6.61% | -0.01% |
Different Trading Currencies
JEPQ.L is traded in USD, while BBRT.L is traded in GBP. To make them comparable, the BBRT.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPQ.L achieves a -1.93% return, which is significantly lower than BBRT.L's -0.22% return.
JEPQ.L
- 1D
- 3.16%
- 1M
- -1.60%
- YTD
- -1.93%
- 6M
- 3.02%
- 1Y
- 21.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBRT.L
- 1D
- 0.04%
- 1M
- -1.56%
- YTD
- -0.22%
- 6M
- 0.76%
- 1Y
- 2.91%
- 3Y*
- 2.64%
- 5Y*
- -0.37%
- 10Y*
- —
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JEPQ.L vs. BBRT.L - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than BBRT.L's 0.07% expense ratio.
Return for Risk
JEPQ.L vs. BBRT.L — Risk / Return Rank
JEPQ.L
BBRT.L
JEPQ.L vs. BBRT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.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.
| JEPQ.L | BBRT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.51 | +0.82 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.78 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.09 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 0.95 | +1.58 |
Martin ratioReturn relative to average drawdown | 10.66 | 2.34 | +8.33 |
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
| JEPQ.L | BBRT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.51 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.12 | +0.54 |
Correlation
The correlation between JEPQ.L and BBRT.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
JEPQ.L vs. BBRT.L - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 11.07%, while BBRT.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 11.07% | 10.06% | 0.74% |
BBRT.L JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Drawdowns
JEPQ.L vs. BBRT.L - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.10%, roughly equal to the maximum BBRT.L drawdown of -20.37%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and BBRT.L.
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Drawdown Indicators
| JEPQ.L | BBRT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -24.57% | +4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -7.56% | -3.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.20% | — |
Current DrawdownCurrent decline from peak | -4.68% | -19.09% | +14.41% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -16.73% | +13.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 4.37% | -2.40% |
Volatility
JEPQ.L vs. BBRT.L - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a higher volatility of 5.59% compared to JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBRT.L) at 2.05%. This indicates that JEPQ.L's price experiences larger fluctuations and is considered to be riskier than BBRT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ.L | BBRT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 2.05% | +3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 3.63% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 5.70% | +10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 7.26% | +9.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 7.52% | +9.02% |