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JEQP.L vs. JEIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JEQP.L vs. JEIP.L

Last updated Jun 5, 2026

JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEQP.L returned 29.62% vs 9.32% for JEIP.L. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.

Performance

JEQP.L vs. JEIP.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 US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEQP.L achieves a 8.97% return, which is significantly higher than JEIP.L's 0.23% return.

JEQP.L

1D
-0.35%
1M
4.81%
YTD
8.97%
6M
9.21%
1Y
29.62%
3Y*
—
5Y*
—
10Y*
—

JEIP.L

1D
0.14%
1M
-0.02%
YTD
0.23%
6M
0.29%
1Y
9.32%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP		8.97%6.58%5.67%
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		0.23%0.86%0.59%

Correlation

The correlation between JEQP.L and JEIP.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.59

The correlation between JEQP.L and JEIP.L shifts across timeframes, from 0.48 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP

JPM US Equity Premium Income Active UCITS ETF USD Dist

Often compared with JEQP.L:
JEQP.L vs. JEPQJEQP.L vs. JEGP.LJEQP.L vs. QYLE.DEJEQP.L vs. NQSE.DEJEQP.L vs. JEPQ.LJEQP.L vs. WINC.ASJEQP.L vs. QYLP.L
Often compared with JEIP.L:
JEIP.L vs. JEPIJEIP.L vs. JGPI.DEJEIP.L vs. JEPQJEIP.L vs. JEGP.LJEIP.L vs. JEPI.LJEIP.L vs. XYLDJEIP.L vs. SPY

Return for Risk

JEQP.L vs. JEIP.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: 8484
Overall Rank
JEQP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 8383
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8989
Martin Ratio Rank
JEIP.L
JEIP.L Risk / Return Rank: 3030
Overall Rank
JEIP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2929
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3131
Martin Ratio Rank
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. JEIP.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 US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.LJEIP.LDifference
Sharpe ratioReturn per unit of total volatility
2.63
1.11

+1.53

Sortino ratioReturn per unit of downside risk
3.53
1.59

+1.94

Omega ratioGain probability vs. loss probability

1.50

1.19

+0.31

Calmar ratioReturn relative to maximum drawdown

5.23

1.50

+3.72

Martin ratioReturn relative to average drawdown

19.59

4.37

+15.22

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. JEIP.L - Sharpe Ratio Comparison

The current JEQP.L Sharpe Ratio is 2.63, which is higher than the JEIP.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JEQP.L and JEIP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

JEQP.LJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.11

+1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.10

+0.84

Drawdowns

JEQP.L vs. JEIP.L - Drawdown Comparison

The maximum JEQP.L drawdown since its inception was -22.00%, which is greater than JEIP.L's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for JEQP.L and JEIP.L.

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Drawdown Indicators

JEQP.LJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.00%

-15.73%

-6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.64%

-6.18%

+0.54%

Current Drawdown

Current decline from peak

-0.35%

-4.46%

+4.11%

Average Drawdown

Average peak-to-trough decline

-4.92%

-5.25%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.13%

-0.62%

Volatility

JEQP.L vs. JEIP.L - Volatility Comparison

The current volatility for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) is 1.57%, while JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) has a volatility of 2.64%. This indicates that JEQP.L experiences smaller price fluctuations and is considered to be less risky than JEIP.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.LJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

2.64%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

6.23%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

8.39%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

11.22%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

11.22%

+3.66%

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

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

Dividends

JEQP.L vs. JEIP.L - Dividend Comparison

JEQP.L's dividend yield for the trailing twelve months is around 10.21%, more than JEIP.L's 8.32% yield.

PositionTTM20252024
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		8.32%7.18%0.61%
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 JEIP.L have a correlation of 0.48, 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 JEIP.L have the same expense ratio: 0.35% per year.

JEQP.L is categorized as Nasdaq-100, while JEIP.L is Derivative Income.

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