JGRE.L vs. JEQP.L
JGRE.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JGRE.L is a Global Equities fund tracking the MSCI ACWI NR USD, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JGRE.L is passively managed, while JEQP.L is actively managed. Over the past year, JGRE.L returned 26.28% vs 29.62% for JEQP.L. Their correlation of 0.82 suggests significant overlap in exposure. JGRE.L charges 0.25%/yr vs 0.35%/yr for JEQP.L.
Performance
JGRE.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JGRE.L achieves a 9.61% return, which is significantly higher than JEQP.L's 8.97% return.
JGRE.L
- 1D
- 0.12%
- 1M
- 4.66%
- YTD
- 9.61%
- 6M
- 10.05%
- 1Y
- 26.28%
- 3Y*
- 17.09%
- 5Y*
- 13.30%
- 10Y*
- —
JEQP.L
- 1D
- -0.35%
- 1M
- 4.81%
- YTD
- 8.97%
- 6M
- 9.21%
- 1Y
- 29.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGRE.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 9.61% | 11.65% | 2.05% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between JGRE.L and JEQP.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.82 |
The correlation between JGRE.L and JEQP.L has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
JGRE.L vs. JEQP.L — Risk / Return Rank
JGRE.L
JEQP.L
JGRE.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.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.
| JGRE.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.50 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 5.23 | -1.29 |
| Martin ratioReturn relative to average drawdown | 16.25 | 19.59 | -3.35 |
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
| JGRE.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 2.63 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.94 | -0.01 |
Drawdowns
JGRE.L vs. JEQP.L - Drawdown Comparison
The maximum JGRE.L drawdown since its inception was -25.31%, which is greater than JEQP.L's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JGRE.L and JEQP.L.
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Drawdown Indicators
| JGRE.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.31% | -22.00% | -3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.65% | -5.64% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.49% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -0.35% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -4.92% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.51% | +0.10% |
Volatility
JGRE.L vs. JEQP.L - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) has a higher volatility of 2.48% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that JGRE.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGRE.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 1.57% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 7.83% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 11.20% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 14.88% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.06% | 14.88% | +0.18% |
JGRE.L vs. JEQP.L - Expense Ratio Comparison
JGRE.L has a 0.25% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JGRE.L vs. JEQP.L - Dividend Comparison
JGRE.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGRE.L and JEQP.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGRE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGRE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.L.
JGRE.L is categorized as Global Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.25% for JGRE.L and 0.35% for JEQP.L.
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