JRCD.L vs. JEIP.L
JRCD.L (JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - JRCD.L is a China Equities fund tracking the MSCI China A Onshore NR CNY, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. JRCD.L is passively managed, while JEIP.L is actively managed. Over the past year, JRCD.L returned 40.67% vs 9.32% for JEIP.L. At a 0.20 correlation, their price movements are largely independent. JRCD.L charges 0.40%/yr vs 0.35%/yr for JEIP.L.
Performance
JRCD.L vs. JEIP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRCD.L achieves a 10.85% return, which is significantly higher than JEIP.L's 0.23% return.
JRCD.L
- 1D
- 0.17%
- 1M
- 3.16%
- YTD
- 10.85%
- 6M
- 14.20%
- 1Y
- 40.67%
- 3Y*
- 8.77%
- 5Y*
- —
- 10Y*
- —
JEIP.L
- 1D
- 0.14%
- 1M
- -0.02%
- YTD
- 0.23%
- 6M
- 0.29%
- 1Y
- 9.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRCD.L vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRCD.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.85% | 18.92% | -1.86% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 0.23% | 0.86% | 0.59% |
Correlation
The correlation between JRCD.L and JEIP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.20 |
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
JRCD.L vs. JEIP.L — Risk / Return Rank
JRCD.L
JEIP.L
JRCD.L vs. JEIP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.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.
| JRCD.L | JEIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.19 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 6.29 | 1.50 | +4.79 |
| Martin ratioReturn relative to average drawdown | 18.82 | 4.37 | +14.45 |
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
| JRCD.L | JEIP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 1.11 | +1.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.10 | 0.00 |
Drawdowns
JRCD.L vs. JEIP.L - Drawdown Comparison
The maximum JRCD.L drawdown since its inception was -36.64%, 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 JRCD.L and JEIP.L.
Loading charts...
Drawdown Indicators
| JRCD.L | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -15.73% | -20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -6.18% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | -4.46% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -5.25% | -12.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.13% | +0.06% |
Volatility
JRCD.L vs. JEIP.L - Volatility Comparison
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) has a higher volatility of 5.56% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 2.64%. This indicates that JRCD.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.
Loading charts...
Volatility by Period
| JRCD.L | JEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 2.64% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 6.23% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 8.39% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.38% | 11.22% | +10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.38% | 11.22% | +10.16% |
JRCD.L vs. JEIP.L - Expense Ratio Comparison
JRCD.L has a 0.40% expense ratio, which is higher than JEIP.L's 0.35% expense ratio.
Dividends
JRCD.L vs. JEIP.L - Dividend Comparison
JRCD.L's dividend yield for the trailing twelve months is around 0.86%, less than JEIP.L's 8.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 8.32% | 7.18% | 0.61% | 0.00% | 0.00% |
JRCD.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.86% | 1.35% | 1.97% | 1.67% | 1.88% |
Frequently Asked Questions
JRCD.L and JEIP.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEIP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEIP.L is cheaper with a 0.35% expense ratio, compared with 0.40% for JRCD.L.
JRCD.L is categorized as China Equities, while JEIP.L is Derivative Income. Their fees differ too: 0.40% for JRCD.L and 0.35% for JEIP.L.
Find the right allocation for JRCD.L and JEIP.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