JREA.L vs. JEQP.L
JREA.L (JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JREA.L is a Asia Pacific Equities fund actively managed by JPMorgan, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JREA.L returned 33.69% vs 21.15% for JEQP.L. A 0.57 correlation means they provide meaningful diversification when combined. JREA.L charges 0.30%/yr vs 0.35%/yr for JEQP.L.
Performance
JREA.L vs. JEQP.L - Performance Comparison
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Different Trading Currencies
JREA.L is traded in USD, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREA.L achieves a 19.52% return, which is significantly higher than JEQP.L's 8.08% return.
JREA.L
- 1D
- -1.96%
- 1M
- -8.72%
- 6M
- 14.54%
- YTD
- 19.52%
- 1Y
- 33.69%
- 3Y*
- 18.83%
- 5Y*
- —
- 10Y*
- —
JEQP.L
- 1D
- 0.00%
- 1M
- -0.31%
- 6M
- 7.01%
- YTD
- 8.08%
- 1Y
- 21.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREA.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREA.L JPM AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 19.52% | 29.63% | -5.11% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.08% | 14.92% | -19.96% |
Correlation
The correlation between JREA.L and JEQP.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.57 |
The correlation between JREA.L and JEQP.L has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.
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Return for Risk
JREA.L vs. JEQP.L — Risk / Return Rank
JREA.L
JEQP.L
JREA.L vs. JEQP.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 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.
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 | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.47 | +0.38 |
| Martin ratioReturn relative to average drawdown | 8.70 | 10.36 | -1.66 |
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Drawdowns
JREA.L vs. JEQP.L - Drawdown Comparison
The maximum JREA.L drawdown since its inception was -28.16%, smaller than the maximum JEQP.L drawdown of -99.03%. Use the drawdown chart below to compare losses from any high point for JREA.L and JEQP.L.
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Drawdown Indicators
| JREA.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.16% | -99.03% | +70.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -8.61% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | — | — |
Current DrawdownCurrent decline from peak | -10.61% | -1.98% | -8.63% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -14.41% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 2.05% | +1.81% |
Volatility
JREA.L vs. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 5.00%. This indicates that JREA.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
| JREA.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 5.00% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 19.13% | 10.27% | +8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 13.23% | +8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 5,924.43% | -5,904.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 5,924.43% | -5,904.83% |
JREA.L vs. JEQP.L - Expense Ratio Comparison
JREA.L has a 0.30% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JREA.L vs. JEQP.L - Dividend Comparison
JREA.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.25%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.25% | 10.25% | 0.73% |
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 JEQP.L have a correlation of 0.59, 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 JEQP.L.
JREA.L is categorized as Asia Pacific Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.30% for JREA.L and 0.35% for JEQP.L.
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