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

Performance

JEQP.L vs. JGST.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 GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEQP.L is traded in GBp, while JGST.L is traded in GBP. To make them comparable, the JGST.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 JGST.L's 1.36% return.


JEQP.L

1D
-0.35%
1M
4.24%
YTD
8.97%
6M
8.46%
1Y
29.63%
3Y*
5Y*
10Y*

JGST.L

1D
-0.07%
1M
0.50%
YTD
1.36%
6M
1.67%
1Y
4.22%
3Y*
4.99%
5Y*
3.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JEQP.L and JGST.L is 0.05, 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

0.05

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

0.07

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Return for Risk

JEQP.L vs. JGST.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

JGST.L
JGST.L Risk / Return Rank: 9898
Overall Rank
JGST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JGST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JGST.L Omega Ratio Rank: 9999
Omega Ratio Rank
JGST.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
JGST.L Martin Ratio Rank: 9898
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. JGST.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 GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.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.LJGST.LDifference
Sharpe ratioReturn per unit of total volatility

-3.91

Sortino ratioReturn per unit of downside risk

-8.18

Omega ratioGain probability vs. loss probability

1.50

3.00

-1.50

Calmar ratioReturn relative to maximum drawdown

5.23

10.07

-4.84

Martin ratioReturn relative to average drawdown

19.59

60.92

-41.32

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

The current JEQP.L Sharpe Ratio is 2.63, which is lower than the JGST.L Sharpe Ratio of 6.55. The chart below compares the historical Sharpe Ratios of JEQP.L and JGST.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.LJGST.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

6.55

-3.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

4.32

-3.38

Drawdowns

JEQP.L vs. JGST.L - Drawdown Comparison

The maximum JEQP.L drawdown since its inception was -22.00%, which is greater than JGST.L's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for JEQP.L and JGST.L.


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Drawdown Indicators


JEQP.LJGST.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.00%

-1.18%

-20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.64%

-0.43%

-5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-0.76%

Current Drawdown

Current decline from peak

-0.35%

-0.07%

-0.28%

Average Drawdown

Average peak-to-trough decline

-4.92%

-0.10%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

0.07%

+1.44%

Volatility

JEQP.L vs. JGST.L - Volatility Comparison

JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a higher volatility of 1.57% compared to JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) at 0.25%. This indicates that JEQP.L's price experiences larger fluctuations and is considered to be riskier than JGST.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.LJGST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.25%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

0.59%

+7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

0.65%

+10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

0.58%

+14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

0.57%

+14.31%

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

JEQP.L has a 0.35% expense ratio, which is higher than JGST.L's 0.18% expense ratio.


Dividends

JEQP.L vs. JGST.L - Dividend Comparison

JEQP.L's dividend yield for the trailing twelve months is around 10.21%, more than JGST.L's 4.29% yield.


PositionTTM20252024202320222021202020192018
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
10.21%10.04%0.73%0.00%0.00%0.00%0.00%0.00%0.00%
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)
4.29%4.37%5.01%3.88%1.01%0.51%0.73%0.72%0.21%

Frequently Asked Questions


JEQP.L and JGST.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JGST.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JGST.L is cheaper with a 0.18% expense ratio, compared with 0.35% for JEQP.L.

JEQP.L is categorized as Nasdaq-100, while JGST.L is Ultrashort Bond. Their fees differ too: 0.35% for JEQP.L and 0.18% for JGST.L.

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