JREA.L vs. JEPG.L
JREA.L (JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JREA.L is a Asia Pacific Equities fund actively managed by JPMorgan, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JREA.L returned 33.69% vs 4.62% for JEPG.L. At a 0.23 correlation, their price movements are largely independent. JREA.L charges 0.30%/yr vs 0.35%/yr for JEPG.L.
Performance
JREA.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JREA.L achieves a 19.52% return, which is significantly higher than JEPG.L's 0.47% return.
JREA.L
- 1D
- -1.96%
- 1M
- -8.72%
- 6M
- 14.54%
- YTD
- 19.52%
- 1Y
- 33.69%
- 3Y*
- 18.83%
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.62%
- 1M
- 1.92%
- 6M
- 0.09%
- YTD
- 0.47%
- 1Y
- 4.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREA.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREA.L JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 19.52% | 29.63% | 8.81% | 4.18% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.47% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between JREA.L and JEPG.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.23 |
The correlation between JREA.L and JEPG.L shifts across timeframes, from 0.10 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JREA.L vs. JEPG.L — Risk / Return Rank
JREA.L
JEPG.L
JREA.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREA.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.09 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 0.53 | +2.32 |
| Martin ratioReturn relative to average drawdown | 8.70 | 1.17 | +7.53 |
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Drawdowns
JREA.L vs. JEPG.L - Drawdown Comparison
The maximum JREA.L drawdown since its inception was -28.16%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for JREA.L and JEPG.L.
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Drawdown Indicators
| JREA.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.16% | -8.74% | -19.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -8.74% | -3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | — | — |
Current DrawdownCurrent decline from peak | -10.61% | -5.02% | -5.59% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -1.91% | -6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.94% | -0.08% |
Volatility
JREA.L vs. JEPG.L - Volatility Comparison
JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREA.L) has a higher volatility of 8.95% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 2.23%. This indicates that JREA.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREA.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 2.23% | +6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.13% | 7.10% | +12.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 9.17% | +12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 10.90% | +8.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 10.90% | +8.70% |
JREA.L vs. JEPG.L - Expense Ratio Comparison
JREA.L has a 0.30% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
JREA.L vs. JEPG.L - Dividend Comparison
JREA.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.14%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.14% | 7.86% | 6.50% |
JREA.L JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREA.L and JEPG.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREA.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREA.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEPG.L.
JREA.L is categorized as Asia Pacific Equities, while JEPG.L is Derivative Income. Their fees differ too: 0.30% for JREA.L and 0.35% for JEPG.L.
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