JEPQ.L vs. JREU.L
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L).
JEPQ.L and JREU.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. JREU.L is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 10, 2018.
Performance
JEPQ.L vs. JREU.L - Performance Comparison
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JEPQ.L vs. JREU.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% |
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | -4.04% | 16.30% | 0.02% |
Returns By Period
In the year-to-date period, JEPQ.L achieves a -1.93% return, which is significantly higher than JREU.L's -4.04% return.
JEPQ.L
- 1D
- 3.16%
- 1M
- -1.60%
- YTD
- -1.93%
- 6M
- 3.02%
- 1Y
- 21.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREU.L
- 1D
- 2.39%
- 1M
- -3.79%
- YTD
- -4.04%
- 6M
- -0.51%
- 1Y
- 18.01%
- 3Y*
- 18.63%
- 5Y*
- 11.92%
- 10Y*
- —
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JEPQ.L vs. JREU.L - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than JREU.L's 0.20% expense ratio.
Return for Risk
JEPQ.L vs. JREU.L — Risk / Return Rank
JEPQ.L
JREU.L
JEPQ.L vs. JREU.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 US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.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 | JREU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.12 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.64 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.06 | +0.47 |
Martin ratioReturn relative to average drawdown | 10.66 | 8.54 | +2.12 |
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 | JREU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.12 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.79 | -0.12 |
Correlation
The correlation between JEPQ.L and JREU.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JEPQ.L vs. JREU.L - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 11.07%, while JREU.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% |
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% |
Drawdowns
JEPQ.L vs. JREU.L - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.10%, smaller than the maximum JREU.L drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and JREU.L.
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Drawdown Indicators
| JEPQ.L | JREU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -34.56% | +14.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -11.78% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.31% | — |
Current DrawdownCurrent decline from peak | -4.68% | -5.45% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -5.08% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.05% | -0.08% |
Volatility
JEPQ.L vs. JREU.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 US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) at 4.79%. This indicates that JEPQ.L's price experiences larger fluctuations and is considered to be riskier than JREU.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 | JREU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 4.79% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 8.50% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 16.05% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 16.00% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 17.94% | -1.40% |