JREA.DE vs. JEIP.DE
JREA.DE (JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JREA.DE is a Asia Pacific Equities fund tracking the JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG), while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JREA.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JREA.DE returned 49.01% vs 7.13% for JEIP.DE. At a 0.32 correlation, their price movements are largely independent. JREA.DE charges 0.30%/yr vs 0.35%/yr for JEIP.DE.
Performance
JREA.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREA.DE achieves a 30.23% return, which is significantly higher than JEIP.DE's 1.23% return.
JREA.DE
- 1D
- -1.51%
- 1M
- 4.07%
- YTD
- 30.23%
- 6M
- 30.94%
- 1Y
- 49.01%
- 3Y*
- 20.04%
- 5Y*
- —
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREA.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREA.DE JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.23% | 14.97% | 0.18% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JREA.DE and JEIP.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.32 |
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Return for Risk
JREA.DE vs. JEIP.DE — Risk / Return Rank
JREA.DE
JEIP.DE
JREA.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE). 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.
| JREA.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.14 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 5.19 | 1.36 | +3.83 |
| Martin ratioReturn relative to average drawdown | 18.76 | 3.69 | +15.07 |
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
| JREA.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.94 | 0.81 | +2.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | -0.31 | +0.99 |
Drawdowns
JREA.DE vs. JEIP.DE - Drawdown Comparison
The maximum JREA.DE drawdown since its inception was -20.14%, roughly equal to the maximum JEIP.DE drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JREA.DE and JEIP.DE.
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Drawdown Indicators
| JREA.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.14% | -19.56% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -4.88% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.14% | — | — |
Current DrawdownCurrent decline from peak | -2.73% | -7.15% | +4.42% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -8.26% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.80% | +0.87% |
Volatility
JREA.DE vs. JEIP.DE - Volatility Comparison
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) has a higher volatility of 7.19% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) at 2.47%. This indicates that JREA.DE's price experiences larger fluctuations and is considered to be riskier than JEIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREA.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 2.47% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 5.52% | +8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 8.16% | +8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 13.09% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 13.09% | +3.77% |
JREA.DE vs. JEIP.DE - Expense Ratio Comparison
JREA.DE has a 0.30% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JREA.DE vs. JEIP.DE - Dividend Comparison
JREA.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 8.31%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
JREA.DE JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREA.DE and JEIP.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREA.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JEIP.DE.
JREA.DE is categorized as Asia Pacific Equities, while JEIP.DE is Derivative Income. Their fees differ too: 0.30% for JREA.DE and 0.35% for JEIP.DE.
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