JRBU.L vs. JEQP.L
JRBU.L (JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JRBU.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JRBU.L is passively managed, while JEQP.L is actively managed. Over the past year, JRBU.L returned 6.96% vs 29.62% for JEQP.L. At a 0.33 correlation, their price movements are largely independent. JRBU.L charges 0.19%/yr vs 0.35%/yr for JEQP.L.
Performance
JRBU.L vs. JEQP.L - Performance Comparison
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Different Trading Currencies
JRBU.L is traded in GBP, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRBU.L achieves a 0.63% return, which is significantly lower than JEQP.L's 8.97% return.
JRBU.L
- 1D
- 0.23%
- 1M
- 1.53%
- YTD
- 0.63%
- 6M
- 0.24%
- 1Y
- 6.96%
- 3Y*
- 2.58%
- 5Y*
- 1.63%
- 10Y*
- —
JEQP.L
- 1D
- -0.35%
- 1M
- 4.81%
- YTD
- 8.97%
- 6M
- 9.21%
- 1Y
- 29.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRBU.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRBU.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.63% | 0.49% | 3.07% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between JRBU.L and JEQP.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.33 |
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Return for Risk
JRBU.L vs. JEQP.L — Risk / Return Rank
JRBU.L
JEQP.L
JRBU.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.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.
| JRBU.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.50 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 5.23 | -3.73 |
| Martin ratioReturn relative to average drawdown | 3.72 | 19.59 | -15.87 |
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
| JRBU.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.63 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.94 | -0.70 |
Drawdowns
JRBU.L vs. JEQP.L - Drawdown Comparison
The maximum JRBU.L drawdown since its inception was -16.97%, smaller than the maximum JEQP.L drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JRBU.L and JEQP.L.
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Drawdown Indicators
| JRBU.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -22.00% | +5.03% |
Max Drawdown (1Y)Largest decline over 1 year | -4.64% | -5.64% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -8.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.81% | — | — |
Current DrawdownCurrent decline from peak | -5.87% | -0.35% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -4.92% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.51% | +0.35% |
Volatility
JRBU.L vs. JEQP.L - Volatility Comparison
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JRBU.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) have volatilities of 1.52% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRBU.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.57% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 7.83% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 11.20% | -5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 14.88% | -5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.82% | 14.88% | -5.06% |
JRBU.L vs. JEQP.L - Expense Ratio Comparison
JRBU.L has a 0.19% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JRBU.L vs. JEQP.L - Dividend Comparison
JRBU.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% |
JRBU.L JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRBU.L and JEQP.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRBU.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRBU.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEQP.L.
JRBU.L is categorized as Corporate Bonds, while JEQP.L is Nasdaq-100. Their fees differ too: 0.19% for JRBU.L and 0.35% for JEQP.L.
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