JRDZ.L vs. JEPI.L
JRDZ.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) and JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JRDZ.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while JEPI.L is a Derivative Income fund actively managed by JPMorgan. JRDZ.L is passively managed, while JEPI.L is actively managed. Over the past year, JRDZ.L returned 22.17% vs 9.20% for JEPI.L. At a 0.14 correlation, their price movements are largely independent. JRDZ.L charges 0.25%/yr vs 0.35%/yr for JEPI.L.
Performance
JRDZ.L vs. JEPI.L - Performance Comparison
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Different Trading Currencies
JRDZ.L is traded in GBp, while JEPI.L is traded in USD. To make them comparable, the JEPI.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRDZ.L achieves a 8.20% return, which is significantly higher than JEPI.L's 0.63% return.
JRDZ.L
- 1D
- 0.42%
- 1M
- 1.67%
- YTD
- 8.20%
- 6M
- 10.44%
- 1Y
- 22.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI.L
- 1D
- 0.18%
- 1M
- 1.03%
- YTD
- 0.63%
- 6M
- 0.31%
- 1Y
- 9.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRDZ.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 8.20% | 31.47% | -1.85% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 0.60% | 0.41% | 0.80% |
Correlation
The correlation between JRDZ.L and JEPI.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.14 |
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Return for Risk
JRDZ.L vs. JEPI.L — Risk / Return Rank
JRDZ.L
JEPI.L
JRDZ.L vs. JEPI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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.
| JRDZ.L | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.62 | ||
| Sortino ratioReturn per unit of downside risk | +7.88 | ||
| Omega ratioGain probability vs. loss probability | 2.16 | 1.17 | +0.99 |
| Calmar ratioReturn relative to maximum drawdown | 32.94 | 1.68 | +31.26 |
| Martin ratioReturn relative to average drawdown | 83.74 | 4.57 | +79.17 |
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
| JRDZ.L | JEPI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.59 | 0.97 | +5.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 7.14 | 0.10 | +7.05 |
Drawdowns
JRDZ.L vs. JEPI.L - Drawdown Comparison
The maximum JRDZ.L drawdown since its inception was -4.00%, smaller than the maximum JEPI.L drawdown of -16.18%. Use the drawdown chart below to compare losses from any high point for JRDZ.L and JEPI.L.
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Drawdown Indicators
| JRDZ.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.00% | -16.18% | +12.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -5.44% | +1.44% |
Current DrawdownCurrent decline from peak | -0.05% | -3.89% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -1.05% | -5.24% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.01% | — |
Volatility
JRDZ.L vs. JEPI.L - Volatility Comparison
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDZ.L) has a higher volatility of 4.56% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) at 2.84%. This indicates that JRDZ.L's price experiences larger fluctuations and is considered to be riskier than JEPI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRDZ.L | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 2.84% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.34% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 9.47% | +10.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 12.33% | +11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.37% | 12.33% | +11.04% |
JRDZ.L vs. JEPI.L - Expense Ratio Comparison
JRDZ.L has a 0.25% expense ratio, which is lower than JEPI.L's 0.35% expense ratio.
Dividends
JRDZ.L vs. JEPI.L - Dividend Comparison
JRDZ.L's dividend yield for the trailing twelve months is around 2.29%, less than JEPI.L's 8.33% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.33% | 7.08% | 0.62% |
JRDZ.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 2.29% | 2.55% | 0.19% |
Frequently Asked Questions
JRDZ.L and JEPI.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRDZ.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRDZ.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEPI.L.
JRDZ.L is categorized as Europe Equities, while JEPI.L is Derivative Income. Their fees differ too: 0.25% for JRDZ.L and 0.35% for JEPI.L.
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