JPTC.L vs. JEIP.L

Last updated Apr 5, 2026

Compare and contrast key facts about JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L).

JPTC.L and JEIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPTC.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 4, 2020. JEIP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.

Performance

JPTC.L vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JPTC.L achieves a -3.48% return, which is significantly lower than JEIP.L's 1.55% return.

JPTC.L

• 1D: 0.08%
• 1M: -3.17%
• YTD: -3.48%
• 6M: -0.65%
• 1Y: 23.48%
• 3Y*: 12.70%
• 5Y*: 10.51%
• 10Y*: —

JEIP.L

• 1D: 0.43%
• 1M: -2.41%
• YTD: 1.55%
• 6M: 4.83%
• 1Y: 12.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JPTC.L vs. JEIP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)	-3.48%	11.44%	3.13%
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist	1.55%	0.86%	0.59%

Correlation

The correlation between JPTC.L and JEIP.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

JPTC.L vs. JEIP.L - Expense Ratio Comparison

JPTC.L has a 0.19% expense ratio, which is lower than JEIP.L's 0.35% expense ratio.

JEIP.L

JPM US Equity Premium Income Active UCITS ETF USD Dist

JPTC.L

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)

Return for Risk

JPTC.L vs. JEIP.L — Risk / Return Rank

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

JEIP.L

JEIP.L Risk / Return Rank: 35
JEIP.L Sharpe Ratio Rank: 25
JEIP.L Sortino Ratio Rank: 23
JEIP.L Omega Ratio Rank: 23
JEIP.L Calmar Ratio Rank: 54
JEIP.L Martin Ratio Rank: 48

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.

JPTC.L vs. JEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.

	JPTC.L	JEIP.L	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.50	+0.47
Sortino ratio Return per unit of downside risk	1.43	0.74	+0.69
Omega ratio Gain probability vs. loss probability	1.20	1.10	+0.10
Calmar ratio Return relative to maximum drawdown	2.23	1.73	+0.50
Martin ratio Return relative to average drawdown	9.30	5.92	+3.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPTC.L vs. JEIP.L - Sharpe Ratio Comparison

The current JPTC.L Sharpe Ratio is 0.97, which is higher than the JEIP.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of JPTC.L and JEIP.L, 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

	JPTC.L	JEIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.50	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.19	+0.78

Drawdowns

JPTC.L vs. JEIP.L - Drawdown Comparison

The maximum JPTC.L drawdown since its inception was -19.17%, which is greater than JEIP.L's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for JPTC.L and JEIP.L.

Volatility

JPTC.L vs. JEIP.L - Volatility Comparison

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) has a higher volatility of 4.53% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 3.15%. This indicates that JPTC.L's price experiences larger fluctuations and is considered to be riskier than JEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPTC.L	JEIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	3.15%	+1.38%
Volatility (6M) Calculated over the trailing 6-month period	8.76%	6.45%	+2.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.91%	11.85%	+3.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.38%	11.54%	+3.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.38%	11.54%	+3.84%

Dividends

JPTC.L vs. JEIP.L - Dividend Comparison

JPTC.L has not paid dividends to shareholders, while JEIP.L's dividend yield for the trailing twelve months is around 7.47%.

	TTM	2025	2024
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)	0.00%	0.00%	0.00%
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist	7.47%	7.18%	0.61%