JEQP.L vs. JEGA.L
JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) and JEGA.L (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan, while JEGA.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEQP.L returned 29.63% vs 2.28% for JEGA.L. At a 0.21 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JEQP.L vs. JEGA.L - Performance Comparison
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Different Trading Currencies
JEQP.L is traded in GBp, while JEGA.L is traded in USD. To make them comparable, the JEGA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEQP.L achieves a 8.97% return, which is significantly higher than JEGA.L's -1.88% return.
JEQP.L
- 1D
- -0.35%
- 1M
- 4.24%
- YTD
- 8.97%
- 6M
- 8.46%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEGA.L
- 1D
- 0.33%
- 1M
- 0.63%
- YTD
- -1.88%
- 6M
- -1.48%
- 1Y
- 2.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQP.L vs. JEGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | -1.91% | 4.41% | 0.27% |
Correlation
The correlation between JEQP.L and JEGA.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.21 |
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Return for Risk
JEQP.L vs. JEGA.L — Risk / Return Rank
JEQP.L
JEGA.L
JEQP.L vs. JEGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.
| JEQP.L | JEGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.05 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 0.26 | +4.97 |
| Martin ratioReturn relative to average drawdown | 19.59 | 0.74 | +18.85 |
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
| JEQP.L | JEGA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 0.26 | +2.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.51 | +0.43 |
Drawdowns
JEQP.L vs. JEGA.L - Drawdown Comparison
The maximum JEQP.L drawdown since its inception was -22.00%, which is greater than JEGA.L's maximum drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for JEQP.L and JEGA.L.
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Drawdown Indicators
| JEQP.L | JEGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.00% | -8.72% | -13.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -8.72% | +3.08% |
Current DrawdownCurrent decline from peak | -0.35% | -7.04% | +6.69% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -2.69% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 3.05% | -1.54% |
Volatility
JEQP.L vs. JEGA.L - Volatility Comparison
The current volatility for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) is 1.57%, while JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) has a volatility of 2.71%. This indicates that JEQP.L experiences smaller price fluctuations and is considered to be less risky than JEGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEQP.L | JEGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 2.71% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 6.88% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 8.86% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 9.64% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 9.64% | +5.24% |
JEQP.L vs. JEGA.L - Expense Ratio Comparison
Both JEQP.L and JEGA.L have an expense ratio of 0.35%.
Dividends
JEQP.L vs. JEGA.L - Dividend Comparison
JEQP.L's dividend yield for the trailing twelve months is around 10.21%, while JEGA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
Frequently Asked Questions
JEQP.L and JEGA.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEQP.L and JEGA.L have the same expense ratio: 0.35% per year.
JEQP.L is categorized as Nasdaq-100, while JEGA.L is Derivative Income.
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