JEPQ.L vs. JPST.L
JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and JPST.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan, while JPST.L is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEPQ.L returned 22.59% vs 4.28% for JPST.L. At a 0.15 correlation, their price movements are largely independent. JEPQ.L charges 0.35%/yr vs 0.18%/yr for JPST.L.
Performance
JEPQ.L vs. JPST.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ.L achieves a 8.88% return, which is significantly higher than JPST.L's 1.84% return.
JEPQ.L
- 1D
- -0.51%
- 1M
- -0.66%
- 6M
- 8.88%
- YTD
- 8.88%
- 1Y
- 22.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPST.L
- 1D
- 0.07%
- 1M
- 0.32%
- 6M
- 1.71%
- YTD
- 1.84%
- 1Y
- 4.28%
- 3Y*
- 5.12%
- 5Y*
- 3.67%
- 10Y*
- —
JEPQ.L vs. JPST.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.88% | 14.79% | 4.48% |
JPST.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 1.84% | 5.06% | 0.76% |
Correlation
The correlation between JEPQ.L and JPST.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.15 |
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Return for Risk
JEPQ.L vs. JPST.L — Risk / Return Rank
JEPQ.L
JPST.L
JEPQ.L vs. JPST.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 ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.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.
| JEPQ.L | JPST.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.58 | ||
| Sortino ratioReturn per unit of downside risk | -6.60 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 2.70 | -1.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 12.26 | -9.55 |
| Martin ratioReturn relative to average drawdown | 11.26 | 91.49 | -80.23 |
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Drawdowns
JEPQ.L vs. JPST.L - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.08%, which is greater than JPST.L's maximum drawdown of -3.13%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and JPST.L.
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Drawdown Indicators
| JEPQ.L | JPST.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -3.13% | -16.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -0.34% | -7.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.87% | — |
Current DrawdownCurrent decline from peak | -1.48% | 0.00% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -0.10% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.05% | +1.96% |
Volatility
JEPQ.L vs. JPST.L - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a higher volatility of 4.79% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L) at 0.19%. This indicates that JEPQ.L's price experiences larger fluctuations and is considered to be riskier than JPST.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 | JPST.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 0.19% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 0.49% | +9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 0.79% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 0.69% | +15.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 0.90% | +15.39% |
JEPQ.L vs. JPST.L - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than JPST.L's 0.18% expense ratio.
Dividends
JEPQ.L vs. JPST.L - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 10.11%, more than JPST.L's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.11% | 10.06% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 4.10% | 4.29% | 5.28% | 4.46% | 1.16% | 0.67% | 1.90% | 2.66% | 1.80% |
Frequently Asked Questions
JEPQ.L and JPST.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPST.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPST.L is cheaper with a 0.18% expense ratio, compared with 0.35% for JEPQ.L.
JEPQ.L is categorized as Nasdaq-100, while JPST.L is Dividend. Their fees differ too: 0.35% for JEPQ.L and 0.18% for JPST.L.
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