JRCE.L vs. JEQP.L
JRCE.L (JPMorgan China A 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 - JRCE.L is a China Equities fund tracking the MSCI China A Onshore NR CNY, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JRCE.L is passively managed, while JEQP.L is actively managed. Over the past year, JRCE.L returned 42.57% vs 30.16% for JEQP.L. At a 0.24 correlation, their price movements are largely independent. JRCE.L charges 0.40%/yr vs 0.35%/yr for JEQP.L.
Performance
JRCE.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRCE.L achieves a 11.09% return, which is significantly higher than JEQP.L's 9.35% return.
JRCE.L
- 1D
- 1.97%
- 1M
- 3.41%
- YTD
- 11.09%
- 6M
- 14.62%
- 1Y
- 42.57%
- 3Y*
- 9.09%
- 5Y*
- —
- 10Y*
- —
JEQP.L
- 1D
- 0.43%
- 1M
- 5.82%
- YTD
- 9.35%
- 6M
- 9.31%
- 1Y
- 30.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRCE.L vs. JEQP.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% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 9.35% | 6.58% | 5.67% |
Correlation
The correlation between JRCE.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 | 0.24 |
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Return for Risk
JRCE.L vs. JEQP.L — Risk / Return Rank
JRCE.L
JEQP.L
JRCE.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 (acc) (JRCE.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.
| JRCE.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.51 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.91 | 5.32 | +1.59 |
| Martin ratioReturn relative to average drawdown | 20.35 | 19.96 | +0.39 |
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 | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.92 | 2.68 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.95 | -0.85 |
Drawdowns
JRCE.L vs. JEQP.L - Drawdown Comparison
The maximum JRCE.L drawdown since its inception was -36.68%, 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 JRCE.L and JEQP.L.
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Drawdown Indicators
| JRCE.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.68% | -22.00% | -14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -5.64% | -0.76% |
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% | -4.93% | -12.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.51% | +0.67% |
Volatility
JRCE.L vs. JEQP.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 JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.50%. This indicates that JRCE.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
| JRCE.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 1.50% | +4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 7.82% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 11.20% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 14.90% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 14.90% | +6.62% |
JRCE.L vs. JEQP.L - Expense Ratio Comparison
JRCE.L has a 0.40% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.
Dividends
JRCE.L vs. JEQP.L - Dividend Comparison
JRCE.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.17%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.17% | 10.04% | 0.73% |
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 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 JRCE.L.
JRCE.L is categorized as China Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.40% for JRCE.L and 0.35% for JEQP.L.
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