JRAE.L vs. JEQP.L
JRAE.L (JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JRAE.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JRAE.L is passively managed, while JEQP.L is actively managed. Over the past year, JRAE.L returned 54.30% vs 29.62% for JEQP.L. A 0.53 correlation means they provide meaningful diversification when combined. JRAE.L charges 0.30%/yr vs 0.35%/yr for JEQP.L.
Performance
JRAE.L vs. JEQP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRAE.L achieves a 28.94% return, which is significantly higher than JEQP.L's 8.97% return.
JRAE.L
- 1D
- -1.76%
- 1M
- 6.60%
- YTD
- 28.94%
- 6M
- 31.22%
- 1Y
- 54.30%
- 3Y*
- 20.15%
- 5Y*
- —
- 10Y*
- —
JEQP.L
- 1D
- -0.35%
- 1M
- 4.81%
- YTD
- 8.97%
- 6M
- 9.21%
- 1Y
- 29.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRAE.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRAE.L JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 28.94% | 20.80% | -0.75% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between JRAE.L and JEQP.L is 0.52, 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 | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.53 |
The correlation between JRAE.L and JEQP.L has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRAE.L vs. JEQP.L — Risk / Return Rank
JRAE.L
JEQP.L
JRAE.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRAE.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.
| JRAE.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.50 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.62 | 5.23 | +0.40 |
| Martin ratioReturn relative to average drawdown | 19.32 | 19.59 | -0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JRAE.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.37 | 2.63 | +0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.94 | -0.04 |
Drawdowns
JRAE.L vs. JEQP.L - Drawdown Comparison
The maximum JRAE.L drawdown since its inception was -16.72%, smaller than the maximum JEQP.L drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JRAE.L and JEQP.L.
Loading charts...
Drawdown Indicators
| JRAE.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.72% | -22.00% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -5.64% | -3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | — | — |
Current DrawdownCurrent decline from peak | -2.58% | -0.35% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -4.92% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.51% | +1.29% |
Volatility
JRAE.L vs. JEQP.L - Volatility Comparison
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRAE.L) has a higher volatility of 7.21% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that JRAE.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.
Loading charts...
Volatility by Period
| JRAE.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 1.57% | +5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 7.83% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 11.20% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 14.88% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 14.88% | +0.95% |
JRAE.L vs. JEQP.L - Expense Ratio Comparison
JRAE.L has a 0.30% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JRAE.L vs. JEQP.L - Dividend Comparison
JRAE.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% |
JRAE.L JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRAE.L and JEQP.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRAE.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRAE.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEQP.L.
JRAE.L is categorized as Asia Pacific Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.30% for JRAE.L and 0.35% for JEQP.L.
Find the right allocation for JRAE.L and JEQP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer