JPCT.L vs. JEPI.L
JPCT.L (JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc)) and JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JPCT.L is a Global Equities fund tracking the Solactive J.P. Morgan Asset Management Carbon Transition Global Equity CTB Index, while JEPI.L is a Derivative Income fund actively managed by JPMorgan. JPCT.L is passively managed, while JEPI.L is actively managed. Over the past year, JPCT.L returned 16.45% vs 8.59% for JEPI.L. A 0.61 correlation means they provide meaningful diversification when combined. JPCT.L charges 0.19%/yr vs 0.35%/yr for JEPI.L.
Performance
JPCT.L vs. JEPI.L - Performance Comparison
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Returns By Period
In the year-to-date period, JPCT.L achieves a 6.18% return, which is significantly higher than JEPI.L's 3.17% return.
JPCT.L
- 1D
- -1.27%
- 1M
- -0.36%
- 6M
- 4.66%
- YTD
- 6.18%
- 1Y
- 16.45%
- 3Y*
- 16.26%
- 5Y*
- 10.20%
- 10Y*
- —
JEPI.L
- 1D
- 0.00%
- 1M
- 1.21%
- 6M
- 1.43%
- YTD
- 3.17%
- 1Y
- 8.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPCT.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPCT.L JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc) | 6.18% | 19.79% | 0.36% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 3.17% | 8.11% | -0.36% |
Correlation
The correlation between JPCT.L and JEPI.L is 0.59, 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 | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.61 |
The correlation between JPCT.L and JEPI.L has been stable across timeframes, ranging from 0.59 to 0.61 - a consistent structural relationship.
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Return for Risk
JPCT.L vs. JEPI.L — Risk / Return Rank
JPCT.L
JEPI.L
JPCT.L vs. JEPI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc) (JPCT.L) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPCT.L | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.37 | +0.23 |
| Martin ratioReturn relative to average drawdown | 6.76 | 3.67 | +3.09 |
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Drawdowns
JPCT.L vs. JEPI.L - Drawdown Comparison
The maximum JPCT.L drawdown since its inception was -26.59%, which is greater than JEPI.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for JPCT.L and JEPI.L.
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Drawdown Indicators
| JPCT.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.59% | -14.36% | -12.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -6.29% | -3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | — | — |
Current DrawdownCurrent decline from peak | -1.27% | -1.61% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -2.47% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.34% | +0.09% |
Volatility
JPCT.L vs. JEPI.L - Volatility Comparison
JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc) (JPCT.L) has a higher volatility of 3.38% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) at 2.34%. This indicates that JPCT.L's price experiences larger fluctuations and is considered to be riskier than JEPI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPCT.L | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.34% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 6.65% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 8.41% | +4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 11.63% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 11.63% | +3.70% |
JPCT.L vs. JEPI.L - Expense Ratio Comparison
JPCT.L has a 0.19% expense ratio, which is lower than JEPI.L's 0.35% expense ratio.
Dividends
JPCT.L vs. JEPI.L - Dividend Comparison
JPCT.L has not paid dividends to shareholders, while JEPI.L's dividend yield for the trailing twelve months is around 7.67%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.67% | 7.08% | 0.62% |
JPCT.L JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPCT.L and JEPI.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPCT.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEPI.L.
JPCT.L is categorized as Global Equities, while JEPI.L is Derivative Income. Their fees differ too: 0.19% for JPCT.L and 0.35% for JEPI.L.
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