JEQP.L vs. JPLG.L
JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both exchange-traded funds - JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan, while JPLG.L is a Global Equities fund tracking the MSCI ACWI NR USD. JEQP.L is actively managed, while JPLG.L is passively managed. Over the past year, JEQP.L returned 29.63% vs 23.28% for JPLG.L. A 0.50 correlation means they provide meaningful diversification when combined. JEQP.L charges 0.35%/yr vs 0.20%/yr for JPLG.L.
Performance
JEQP.L vs. JPLG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEQP.L achieves a 8.97% return, which is significantly lower than JPLG.L's 10.77% return.
JEQP.L
- 1D
- -0.35%
- 1M
- 4.24%
- YTD
- 8.97%
- 6M
- 8.46%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPLG.L
- 1D
- 0.01%
- 1M
- 2.62%
- YTD
- 10.77%
- 6M
- 10.93%
- 1Y
- 23.28%
- 3Y*
- 13.72%
- 5Y*
- 10.40%
- 10Y*
- —
JEQP.L vs. JPLG.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% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 10.77% | 10.11% | -1.04% |
Correlation
The correlation between JEQP.L and JPLG.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.50 |
The correlation between JEQP.L and JPLG.L has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
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Return for Risk
JEQP.L vs. JPLG.L — Risk / Return Rank
JEQP.L
JPLG.L
JEQP.L vs. JPLG.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 Multi-Factor UCITS ETF Accumulating (JPLG.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 | JPLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.52 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 4.09 | +1.14 |
| Martin ratioReturn relative to average drawdown | 19.59 | 15.27 | +4.32 |
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 | JPLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 2.90 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.69 | +0.24 |
Drawdowns
JEQP.L vs. JPLG.L - Drawdown Comparison
The maximum JEQP.L drawdown since its inception was -22.00%, smaller than the maximum JPLG.L drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for JEQP.L and JPLG.L.
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Drawdown Indicators
| JEQP.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.00% | -27.53% | +5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -5.59% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.65% | — |
Current DrawdownCurrent decline from peak | -0.35% | 0.00% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -3.30% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.50% | +0.01% |
Volatility
JEQP.L vs. JPLG.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 Multi-Factor UCITS ETF Accumulating (JPLG.L) has a volatility of 1.96%. This indicates that JEQP.L experiences smaller price fluctuations and is considered to be less risky than JPLG.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 | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.96% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 5.88% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 7.87% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 10.90% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 13.75% | +1.13% |
JEQP.L vs. JPLG.L - Expense Ratio Comparison
JEQP.L has a 0.35% expense ratio, which is higher than JPLG.L's 0.20% expense ratio.
Dividends
JEQP.L vs. JPLG.L - Dividend Comparison
JEQP.L's dividend yield for the trailing twelve months is around 10.21%, while JPLG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEQP.L and JPLG.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPLG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.L.
JEQP.L is categorized as Nasdaq-100, while JPLG.L is Global Equities. Their fees differ too: 0.35% for JEQP.L and 0.20% for JPLG.L.
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