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JRCD.L vs. JEQP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRCD.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRCD.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JRCD.L achieves a 10.85% return, which is significantly higher than JEQP.L's 8.97% return.


JRCD.L

1D
0.17%
1M
3.16%
YTD
10.85%
6M
14.20%
1Y
40.67%
3Y*
8.77%
5Y*
10Y*

JEQP.L

1D
-0.35%
1M
4.81%
YTD
8.97%
6M
9.21%
1Y
29.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRCD.L vs. JEQP.L - Yearly Performance Comparison


Correlation

The correlation between JRCD.L and JEQP.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.23

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Return for Risk

JRCD.L vs. JEQP.L — Risk / Return Rank

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

JRCD.L
JRCD.L Risk / Return Rank: 8686
Overall Rank
JRCD.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
JRCD.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
JRCD.L Omega Ratio Rank: 8383
Omega Ratio Rank
JRCD.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
JRCD.L Martin Ratio Rank: 8888
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 8484
Overall Rank
JEQP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 8383
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8989
Martin Ratio Rank
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.

JRCD.L vs. JEQP.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 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.


JRCD.LJEQP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.49

1.50

-0.01

Calmar ratioReturn relative to maximum drawdown

6.29

5.23

+1.07

Martin ratioReturn relative to average drawdown

18.82

19.59

-0.78

JRCD.L vs. JEQP.L - Sharpe Ratio Comparison

The current JRCD.L Sharpe Ratio is 2.73, which is comparable to the JEQP.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of JRCD.L and JEQP.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.


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Sharpe Ratios by Period


JRCD.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.63

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.94

-0.84

Drawdowns

JRCD.L vs. JEQP.L - Drawdown Comparison

The maximum JRCD.L drawdown since its inception was -36.64%, which is greater than JEQP.L's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JRCD.L and JEQP.L.


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Drawdown Indicators


JRCD.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.64%

-22.00%

-14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-5.64%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

Current Drawdown

Current decline from peak

-1.64%

-0.35%

-1.29%

Average Drawdown

Average peak-to-trough decline

-17.65%

-4.92%

-12.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.51%

+0.68%

Volatility

JRCD.L vs. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that JRCD.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


JRCD.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

1.57%

+3.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

7.83%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

11.20%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.38%

14.88%

+6.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

14.88%

+6.50%

JRCD.L vs. JEQP.L - Expense Ratio Comparison

JRCD.L has a 0.40% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.


Dividends

JRCD.L vs. JEQP.L - Dividend Comparison

JRCD.L's dividend yield for the trailing twelve months is around 0.86%, less than JEQP.L's 10.21% yield.


PositionTTM2025202420232022
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
10.21%10.04%0.73%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 JEQP.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEQP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEQP.L is cheaper with a 0.35% expense ratio, compared with 0.40% for JRCD.L.

JRCD.L is categorized as China Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.40% for JRCD.L and 0.35% for JEQP.L.

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