JRDE.L vs. JEQP.L
JRDE.L (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JRDE.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JRDE.L is passively managed, while JEQP.L is actively managed. Over the past year, JRDE.L returned 18.99% vs 29.62% for JEQP.L. At a 0.44 correlation, their price movements are largely independent. JRDE.L charges 0.25%/yr vs 0.35%/yr for JEQP.L.
Performance
JRDE.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRDE.L achieves a 6.47% return, which is significantly lower than JEQP.L's 8.97% return.
JRDE.L
- 1D
- 0.48%
- 1M
- 3.35%
- YTD
- 6.47%
- 6M
- 8.47%
- 1Y
- 18.99%
- 3Y*
- 13.08%
- 5Y*
- —
- 10Y*
- —
JEQP.L
- 1D
- -0.35%
- 1M
- 4.81%
- YTD
- 8.97%
- 6M
- 9.21%
- 1Y
- 29.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRDE.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 6.47% | 25.66% | -0.50% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between JRDE.L and JEQP.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.44 |
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Return for Risk
JRDE.L vs. JEQP.L — Risk / Return Rank
JRDE.L
JEQP.L
JRDE.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.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.
| JRDE.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.50 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 5.23 | -3.50 |
| Martin ratioReturn relative to average drawdown | 6.00 | 19.59 | -13.60 |
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
| JRDE.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.63 | -1.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.94 | -0.22 |
Drawdowns
JRDE.L vs. JEQP.L - Drawdown Comparison
The maximum JRDE.L drawdown since its inception was -15.75%, smaller than the maximum JEQP.L drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JRDE.L and JEQP.L.
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Drawdown Indicators
| JRDE.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.75% | -22.00% | +6.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -5.64% | -5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | — | — |
Current DrawdownCurrent decline from peak | -2.07% | -0.35% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -4.92% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.51% | +1.65% |
Volatility
JRDE.L vs. JEQP.L - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) has a higher volatility of 3.98% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that JRDE.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
| JRDE.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 1.57% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 7.83% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 11.20% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 14.88% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 14.88% | -0.72% |
JRDE.L vs. JEQP.L - Expense Ratio Comparison
JRDE.L has a 0.25% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JRDE.L vs. JEQP.L - Dividend Comparison
JRDE.L's dividend yield for the trailing twelve months is around 2.19%, less than JEQP.L's 10.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% | 0.00% | 0.00% |
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 2.19% | 2.18% | 2.68% | 1.11% | 2.99% |
Frequently Asked Questions
JRDE.L and JEQP.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRDE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRDE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.L.
JRDE.L is categorized as Europe Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.25% for JRDE.L and 0.35% for JEQP.L.
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