JREC.L vs. JEPQ.L
JREC.L (JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc)) and JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JREC.L is a China Equities fund actively managed by JPMorgan, while JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JREC.L returned 25.34% vs 19.61% for JEPQ.L. At a 0.36 correlation, their price movements are largely independent. JREC.L charges 0.40%/yr vs 0.35%/yr for JEPQ.L.
Performance
JREC.L vs. JEPQ.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JREC.L achieves a 3.55% return, which is significantly lower than JEPQ.L's 6.36% return.
JREC.L
- 1D
- -3.42%
- 1M
- -7.89%
- 6M
- 0.63%
- YTD
- 3.55%
- 1Y
- 25.34%
- 3Y*
- 9.63%
- 5Y*
- —
- 10Y*
- —
JEPQ.L
- 1D
- -2.06%
- 1M
- -2.79%
- 6M
- 5.26%
- YTD
- 6.36%
- 1Y
- 19.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREC.L vs. JEPQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREC.L JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 3.55% | 28.38% | -4.26% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 6.36% | 14.79% | 4.48% |
Correlation
The correlation between JREC.L and JEPQ.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JREC.L vs. JEPQ.L — Risk / Return Rank
JREC.L
JEPQ.L
JREC.L vs. JEPQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREC.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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.
| JREC.L | JEPQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.36 | +0.05 |
| Martin ratioReturn relative to average drawdown | 8.89 | 9.69 | -0.80 |
Loading charts...
Drawdowns
JREC.L vs. JEPQ.L - Drawdown Comparison
The maximum JREC.L drawdown since its inception was -37.92%, which is greater than JEPQ.L's maximum drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for JREC.L and JEPQ.L.
Loading charts...
Drawdown Indicators
| JREC.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.92% | -20.08% | -17.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -8.31% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -27.06% | — | — |
Current DrawdownCurrent decline from peak | -10.46% | -3.76% | -6.70% |
Average DrawdownAverage peak-to-trough decline | -18.92% | -2.68% | -16.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.02% | +0.82% |
Volatility
JREC.L vs. JEPQ.L - Volatility Comparison
JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) (JREC.L) has a higher volatility of 9.60% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) at 5.08%. This indicates that JREC.L's price experiences larger fluctuations and is considered to be riskier than JEPQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JREC.L | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 5.08% | +4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 10.42% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 13.28% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.08% | 16.33% | +6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 16.33% | +6.75% |
JREC.L vs. JEPQ.L - Expense Ratio Comparison
JREC.L has a 0.40% expense ratio, which is higher than JEPQ.L's 0.35% expense ratio.
Dividends
JREC.L vs. JEPQ.L - Dividend Comparison
JREC.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 10.35%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.35% | 10.06% | 0.74% |
JREC.L JPM China A Research Enhanced Index Equity Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREC.L and JEPQ.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ.L is cheaper with a 0.35% expense ratio, compared with 0.40% for JREC.L.
JREC.L is categorized as China Equities, while JEPQ.L is Nasdaq-100. Their fees differ too: 0.40% for JREC.L and 0.35% for JEPQ.L.
Find the right allocation for JREC.L and JEPQ.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer