JPCT.DE vs. JEIP.DE
JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity, while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JPCT.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JPCT.DE returned 18.63% vs 6.67% for JEIP.DE. A 0.61 correlation means they provide meaningful diversification when combined. JPCT.DE charges 0.19%/yr vs 0.35%/yr for JEIP.DE.
Performance
JPCT.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPCT.DE achieves a 7.39% return, which is significantly higher than JEIP.DE's 1.23% return.
JPCT.DE
- 1D
- 0.24%
- 1M
- 4.31%
- YTD
- 7.39%
- 6M
- 7.70%
- 1Y
- 18.63%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- -0.31%
- YTD
- 1.23%
- 6M
- 1.31%
- 1Y
- 6.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPCT.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 6.48% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JPCT.DE and JEIP.DE is 0.55, 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 | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.61 |
The correlation between JPCT.DE and JEIP.DE has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
JPCT.DE vs. JEIP.DE — Risk / Return Rank
JPCT.DE
JEIP.DE
JPCT.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE). 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.
| JPCT.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.36 | +0.75 |
| Martin ratioReturn relative to average drawdown | 8.45 | 3.69 | +4.76 |
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
| JPCT.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.81 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | -0.31 | +1.27 |
Drawdowns
JPCT.DE vs. JEIP.DE - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -22.18%, which is greater than JEIP.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and JEIP.DE.
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Drawdown Indicators
| JPCT.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -19.56% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -4.88% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -7.15% | +6.98% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -8.26% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.80% | +0.40% |
Volatility
JPCT.DE vs. JEIP.DE - Volatility Comparison
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a higher volatility of 2.80% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) at 2.47%. This indicates that JPCT.DE's price experiences larger fluctuations and is considered to be riskier than JEIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPCT.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.47% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 5.52% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 8.16% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.09% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 13.09% | +0.80% |
JPCT.DE vs. JEIP.DE - Expense Ratio Comparison
JPCT.DE has a 0.19% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JPCT.DE vs. JEIP.DE - Dividend Comparison
JPCT.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 8.31%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPCT.DE and JEIP.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for JEIP.DE.
JPCT.DE is categorized as Global Equities, while JEIP.DE is Derivative Income. Their fees differ too: 0.19% for JPCT.DE and 0.35% for JEIP.DE.
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