JPTC.L vs. JEQP.L
JPTC.L (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JPTC.L is a Global Equities fund tracking the MSCI ACWI NR USD, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JPTC.L is passively managed, while JEQP.L is actively managed. Over the past year, JPTC.L returned 21.63% vs 29.62% for JEQP.L. A 0.77 correlation means they provide meaningful diversification when combined. JPTC.L charges 0.19%/yr vs 0.35%/yr for JEQP.L.
Performance
JPTC.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JPTC.L achieves a 6.75% return, which is significantly lower than JEQP.L's 8.97% return.
JPTC.L
- 1D
- 0.45%
- 1M
- 4.58%
- YTD
- 6.75%
- 6M
- 6.98%
- 1Y
- 21.63%
- 3Y*
- 15.41%
- 5Y*
- 11.69%
- 10Y*
- —
JEQP.L
- 1D
- -0.35%
- 1M
- 4.81%
- YTD
- 8.97%
- 6M
- 9.21%
- 1Y
- 29.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPTC.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 6.75% | 11.44% | 3.13% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between JPTC.L and JEQP.L is 0.74, 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 | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.77 |
The correlation between JPTC.L and JEQP.L has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
JPTC.L vs. JEQP.L — Risk / Return Rank
JPTC.L
JEQP.L
JPTC.L vs. JEQP.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 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.
| JPTC.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.50 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 5.23 | -2.75 |
| Martin ratioReturn relative to average drawdown | 10.17 | 19.59 | -9.43 |
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
| JPTC.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.63 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.94 | +0.18 |
Drawdowns
JPTC.L vs. JEQP.L - Drawdown Comparison
The maximum JPTC.L drawdown since its inception was -19.17%, smaller than the maximum JEQP.L drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JPTC.L and JEQP.L.
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Drawdown Indicators
| JPTC.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.17% | -22.00% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -5.64% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.35% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -4.92% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.51% | +0.61% |
Volatility
JPTC.L vs. JEQP.L - Volatility Comparison
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) has a higher volatility of 2.56% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that JPTC.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
| JPTC.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 1.57% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 7.83% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.04% | 11.20% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 14.88% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 14.88% | +0.35% |
JPTC.L vs. JEQP.L - Expense Ratio Comparison
JPTC.L has a 0.19% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JPTC.L vs. JEQP.L - Dividend Comparison
JPTC.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% |
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPTC.L and JEQP.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPTC.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPTC.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEQP.L.
JPTC.L is categorized as Global Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.19% for JPTC.L and 0.35% for JEQP.L.
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