JEPQ.L vs. JU13.L
JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and JU13.L (JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc)) are both exchange-traded funds - JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan, while JU13.L is a Government Bonds fund tracking the J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity. JEPQ.L is actively managed, while JU13.L is passively managed. Over the past year, JEPQ.L returned 19.61% vs 3.28% for JU13.L. At a correlation of -0.05, they often move in opposite directions. JEPQ.L charges 0.35%/yr vs 0.07%/yr for JU13.L.
Performance
JEPQ.L vs. JU13.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JEPQ.L achieves a 6.36% return, which is significantly higher than JU13.L's 0.85% return.
JEPQ.L
- 1D
- -2.06%
- 1M
- -2.79%
- 6M
- 5.26%
- YTD
- 6.36%
- 1Y
- 19.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JU13.L
- 1D
- 0.15%
- 1M
- 0.31%
- 6M
- 0.91%
- YTD
- 0.85%
- 1Y
- 3.28%
- 3Y*
- 4.23%
- 5Y*
- 1.89%
- 10Y*
- —
JEPQ.L vs. JU13.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 6.36% | 14.79% | 4.48% |
JU13.L JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) | 0.85% | 5.16% | 0.52% |
Correlation
The correlation between JEPQ.L and JU13.L is 0.01, 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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | -0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JEPQ.L vs. JU13.L — Risk / Return Rank
JEPQ.L
JU13.L
JEPQ.L vs. JU13.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 JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) (JU13.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 | JU13.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.57 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 4.38 | -2.02 |
| Martin ratioReturn relative to average drawdown | 9.69 | 15.05 | -5.36 |
Loading charts...
Drawdowns
JEPQ.L vs. JU13.L - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.08%, which is greater than JU13.L's maximum drawdown of -5.72%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and JU13.L.
Loading charts...
Drawdown Indicators
| JEPQ.L | JU13.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -5.72% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -0.75% | -7.56% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.72% | — |
Current DrawdownCurrent decline from peak | -3.76% | 0.00% | -3.76% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -0.95% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 0.22% | +1.80% |
Volatility
JEPQ.L vs. JU13.L - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a higher volatility of 5.08% compared to JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) (JU13.L) at 0.36%. This indicates that JEPQ.L's price experiences larger fluctuations and is considered to be riskier than JU13.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JEPQ.L | JU13.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 0.36% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 0.91% | +9.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 1.23% | +12.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 2.00% | +14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 1.68% | +14.65% |
JEPQ.L vs. JU13.L - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than JU13.L's 0.07% expense ratio.
Dividends
JEPQ.L vs. JU13.L - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 10.35%, while JU13.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.35% | 10.06% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JU13.L JPM BetaBuilders US Treasury Bond 1-3 Year UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.97% |
Frequently Asked Questions
JEPQ.L and JU13.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JU13.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JU13.L is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPQ.L.
JEPQ.L is categorized as Nasdaq-100, while JU13.L is Government Bonds. Their fees differ too: 0.35% for JEPQ.L and 0.07% for JU13.L.
Find the right allocation for JEPQ.L and JU13.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer