JRCE.L vs. JEPQ.L
JRCE.L (JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JRCE.L is a China Equities fund tracking the MSCI China A Onshore NR CNY, while JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan. JRCE.L is passively managed, while JEPQ.L is actively managed. Over the past year, JRCE.L returned 42.57% vs 30.92% for JEPQ.L. At a 0.24 correlation, their price movements are largely independent. JRCE.L charges 0.40%/yr vs 0.35%/yr for JEPQ.L.
Performance
JRCE.L vs. JEPQ.L - Performance Comparison
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Different Trading Currencies
JRCE.L is traded in GBp, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRCE.L achieves a 11.09% return, which is significantly higher than JEPQ.L's 10.08% return.
JRCE.L
- 1D
- 1.97%
- 1M
- 3.41%
- YTD
- 11.09%
- 6M
- 14.62%
- 1Y
- 42.57%
- 3Y*
- 9.09%
- 5Y*
- —
- 10Y*
- —
JEPQ.L
- 1D
- 0.86%
- 1M
- 5.77%
- YTD
- 10.08%
- 6M
- 10.58%
- 1Y
- 30.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRCE.L vs. JEPQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRCE.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 11.09% | 19.75% | -1.89% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.08% | 6.60% | 5.90% |
Correlation
The correlation between JRCE.L and JEPQ.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.24 |
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Return for Risk
JRCE.L vs. JEPQ.L — Risk / Return Rank
JRCE.L
JEPQ.L
JRCE.L vs. JEPQ.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 (acc) (JRCE.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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.
| JRCE.L | JEPQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.47 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 6.91 | 5.53 | +1.39 |
| Martin ratioReturn relative to average drawdown | 20.35 | 19.73 | +0.62 |
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
| JRCE.L | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.92 | 2.51 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.93 | -0.82 |
Drawdowns
JRCE.L vs. JEPQ.L - Drawdown Comparison
The maximum JRCE.L drawdown since its inception was -36.68%, which is greater than JEPQ.L's maximum drawdown of -22.11%. Use the drawdown chart below to compare losses from any high point for JRCE.L and JEPQ.L.
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Drawdown Indicators
| JRCE.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.68% | -22.11% | -14.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -5.57% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -25.42% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | 0.00% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -17.61% | -4.78% | -12.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.56% | +0.62% |
Volatility
JRCE.L vs. JEPQ.L - Volatility Comparison
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) has a higher volatility of 5.54% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) at 2.63%. This indicates that JRCE.L's price experiences larger fluctuations and is considered to be riskier than JEPQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRCE.L | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 2.63% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 8.92% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 12.26% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 16.04% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 16.04% | +5.48% |
JRCE.L vs. JEPQ.L - Expense Ratio Comparison
JRCE.L has a 0.40% expense ratio, which is higher than JEPQ.L's 0.35% expense ratio.
Dividends
JRCE.L vs. JEPQ.L - Dividend Comparison
JRCE.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 10.11%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.11% | 10.06% | 0.74% |
JRCE.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRCE.L and JEPQ.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ.L is cheaper with a 0.35% expense ratio, compared with 0.40% for JRCE.L.
JRCE.L is categorized as China Equities, while JEPQ.L is Nasdaq-100. Their fees differ too: 0.40% for JRCE.L and 0.35% for JEPQ.L.
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