JPSC.DE vs. JEIA.DE

Last updated Jun 5, 2026

JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and JEIA.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure, while JEIA.DE is a Derivative Income fund actively managed by JPMorgan. JPSC.DE is passively managed, while JEIA.DE is actively managed. Over the past year, JPSC.DE returned 31.93% vs 6.56% for JEIA.DE. A 0.63 correlation means they provide meaningful diversification when combined. JPSC.DE charges 0.14%/yr vs 0.35%/yr for JEIA.DE.

Performance

JPSC.DE vs. JEIA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JPSC.DE achieves a 16.44% return, which is significantly higher than JEIA.DE's 1.24% return.

JPSC.DE

• 1D: 0.23%
• 1M: 4.19%
• YTD: 16.44%
• 6M: 16.38%
• 1Y: 31.93%
• 3Y*: 15.99%
• 5Y*: —
• 10Y*: —

JEIA.DE

• 1D: 0.28%
• 1M: -0.09%
• YTD: 1.24%
• 6M: 1.46%
• 1Y: 6.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSC.DE vs. JEIA.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)	16.44%	0.02%	0.13%
JEIA.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)	1.24%	-4.14%	0.91%

Correlation

The correlation between JPSC.DE and JEIA.DE is 0.57, 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	0.57
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024	0.63

The correlation between JPSC.DE and JEIA.DE has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

Return for Risk

JPSC.DE vs. JEIA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPSC.DE

JPSC.DE Risk / Return Rank: 69
JPSC.DE Sharpe Ratio Rank: 60
JPSC.DE Sortino Ratio Rank: 59
JPSC.DE Omega Ratio Rank: 58
JPSC.DE Calmar Ratio Rank: 87
JPSC.DE Martin Ratio Rank: 77

JEIA.DE

JEIA.DE Risk / Return Rank: 24
JEIA.DE Sharpe Ratio Rank: 23
JEIA.DE Sortino Ratio Rank: 22
JEIA.DE Omega Ratio Rank: 22
JEIA.DE Calmar Ratio Rank: 27
JEIA.DE Martin Ratio Rank: 27

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.

JPSC.DE vs. JEIA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.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.

	JPSC.DE	JEIA.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.00	0.78	+1.22
Sortino ratio: Return per unit of downside risk	2.75	1.14	+1.60
Omega ratio: Gain probability vs. loss probability	1.35	1.14	+0.21
Calmar ratio: Return relative to maximum drawdown	5.00	1.29	+3.70
Martin ratio: Return relative to average drawdown	14.78	3.58	+11.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPSC.DE vs. JEIA.DE - Sharpe Ratio Comparison

The current JPSC.DE Sharpe Ratio is 2.00, which is higher than the JEIA.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JPSC.DE and JEIA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JPSC.DE	JEIA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	0.78	+1.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	-0.11	+0.58

Drawdowns

JPSC.DE vs. JEIA.DE - Drawdown Comparison

The maximum JPSC.DE drawdown since its inception was -30.63%, which is greater than JEIA.DE's maximum drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and JEIA.DE.

Drawdown Indicators

	JPSC.DE	JEIA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.63%	-18.73%	-11.90%
Max Drawdown (1Y) Largest decline over 1 year	-6.36%	-5.05%	-1.31%
Max Drawdown (3Y) Largest decline over 3 years	-30.63%	—	—
Current Drawdown Current decline from peak	0.00%	-6.16%	+6.16%
Average Drawdown Average peak-to-trough decline	-8.19%	-7.29%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	1.83%	+0.32%

Volatility

JPSC.DE vs. JEIA.DE - Volatility Comparison

JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a higher volatility of 3.96% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) at 2.09%. This indicates that JPSC.DE's price experiences larger fluctuations and is considered to be riskier than JEIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPSC.DE	JEIA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	2.09%	+1.87%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	5.32%	+5.07%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	8.34%	+7.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	12.47%	+6.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	12.47%	+6.46%

JPSC.DE vs. JEIA.DE - Expense Ratio Comparison

JPSC.DE has a 0.14% expense ratio, which is lower than JEIA.DE's 0.35% expense ratio.

Dividends

JPSC.DE vs. JEIA.DE - Dividend Comparison

Neither JPSC.DE nor JEIA.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JPSC.DE and JEIA.DE in my portfolio?

JPSC.DE and JEIA.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JPSC.DE or JEIA.DE?

On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JPSC.DE or JEIA.DE?

JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.35% for JEIA.DE.

What is the main difference between JPSC.DE and JEIA.DE?

JPSC.DE is categorized as Small Cap Blend Equities, while JEIA.DE is Derivative Income. Their fees differ too: 0.14% for JPSC.DE and 0.35% for JEIA.DE.