JEQP.L vs. JEGP.L

Last updated Apr 2, 2026

Compare and contrast key facts about JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L).

JEQP.L and JEGP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEQP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. JEGP.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.

Performance

JEQP.L vs. JEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

JEQP.L vs. JEGP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	-1.18%	6.86%	4.36%
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	2.36%	4.70%	-1.18%

Returns By Period

In the year-to-date period, JEQP.L achieves a -1.18% return, which is significantly lower than JEGP.L's 2.36% return.

JEQP.L

• 1D: 2.06%
• 1M: -1.52%
• YTD: -1.18%
• 6M: 4.16%
• 1Y: 17.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEGP.L

• 1D: 0.47%
• 1M: -3.33%
• YTD: 2.36%
• 6M: 4.30%
• 1Y: 1.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEQP.L vs. JEGP.L - Expense Ratio Comparison

Both JEQP.L and JEGP.L have an expense ratio of 0.35%.

JEQP.L

JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP

JEGP.L

JPM Global Equity Premium Income Active UCITS ETF - USD Dist

Return for Risk

JEQP.L vs. JEGP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEQP.L

JEQP.L Risk / Return Rank: 72
JEQP.L Sharpe Ratio Rank: 62
JEQP.L Sortino Ratio Rank: 62
JEQP.L Omega Ratio Rank: 61
JEQP.L Calmar Ratio Rank: 88
JEQP.L Martin Ratio Rank: 85

JEGP.L

JEGP.L Risk / Return Rank: 15
JEGP.L Sharpe Ratio Rank: 14
JEGP.L Sortino Ratio Rank: 13
JEGP.L Omega Ratio Rank: 13
JEGP.L Calmar Ratio Rank: 19
JEGP.L Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEQP.L vs. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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	JEGP.L	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.13	+1.01
Sortino ratio Return per unit of downside risk	1.63	0.24	+1.39
Omega ratio Gain probability vs. loss probability	1.23	1.03	+0.20
Calmar ratio Return relative to maximum drawdown	2.94	0.35	+2.59
Martin ratio Return relative to average drawdown	10.32	0.77	+9.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEQP.L vs. JEGP.L - Sharpe Ratio Comparison

The current JEQP.L Sharpe Ratio is 1.14, which is higher than the JEGP.L Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of JEQP.L and JEGP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JEQP.L	JEGP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.13	+1.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.79	-0.32

Correlation

The correlation between JEQP.L and JEGP.L is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JEQP.L vs. JEGP.L - Dividend Comparison

JEQP.L's dividend yield for the trailing twelve months is around 11.04%, more than JEGP.L's 7.89% yield.

	TTM	2025	2024
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	11.04%	10.25%	0.73%
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	7.89%	8.01%	6.39%

Drawdowns

JEQP.L vs. JEGP.L - Drawdown Comparison

The maximum JEQP.L drawdown since its inception was -21.99%, which is greater than JEGP.L's maximum drawdown of -8.07%. Use the drawdown chart below to compare losses from any high point for JEQP.L and JEGP.L.

Drawdown Indicators

	JEQP.L	JEGP.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.99%	-8.07%	-13.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.99%	-6.39%	-3.60%
Current Drawdown Current decline from peak	-2.83%	-3.33%	+0.50%
Average Drawdown Average peak-to-trough decline	-5.46%	-2.40%	-3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	2.48%	-0.81%

Volatility

JEQP.L vs. JEGP.L - Volatility Comparison

JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a higher volatility of 4.50% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 3.72%. This indicates that JEQP.L's price experiences larger fluctuations and is considered to be riskier than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEQP.L	JEGP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	3.72%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	9.77%	6.51%	+3.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.37%	10.61%	+4.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	9.32%	+6.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.68%	9.32%	+6.36%