JREG.L vs. JEQP.L
JREG.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JREG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JREG.L is passively managed, while JEQP.L is actively managed. Over the past year, JREG.L returned 25.25% vs 28.85% for JEQP.L. A 0.75 correlation means they provide meaningful diversification when combined. JREG.L charges 0.25%/yr vs 0.35%/yr for JEQP.L.
Performance
JREG.L vs. JEQP.L - Performance Comparison
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Different Trading Currencies
JREG.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
The year-to-date returns for both stocks are quite close, with JREG.L having a 9.43% return and JEQP.L slightly lower at 9.09%.
JREG.L
- 1D
- 0.14%
- 1M
- 3.59%
- YTD
- 9.43%
- 6M
- 10.68%
- 1Y
- 25.25%
- 3Y*
- 20.19%
- 5Y*
- 12.10%
- 10Y*
- —
JEQP.L
- 1D
- 0.00%
- 1M
- 4.29%
- YTD
- 9.09%
- 6M
- 10.41%
- 1Y
- 28.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREG.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 9.43% | 19.75% | -0.68% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.70% | 14.62% | 2.65% |
Correlation
The correlation between JREG.L and JEQP.L is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.75 |
The correlation between JREG.L and JEQP.L has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
JREG.L vs. JEQP.L — Risk / Return Rank
JREG.L
JEQP.L
JREG.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.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.
| JREG.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.47 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.34 | -0.36 |
| Martin ratioReturn relative to average drawdown | 12.75 | 14.81 | -2.06 |
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
| JREG.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.44 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.11 | -0.29 |
Drawdowns
JREG.L vs. JEQP.L - Drawdown Comparison
The maximum JREG.L drawdown since its inception was -33.82%, which is greater than JEQP.L's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for JREG.L and JEQP.L.
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Drawdown Indicators
| JREG.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -20.32% | -13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.43% | -8.61% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.33% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | 0.00% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -2.81% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.94% | +0.04% |
Volatility
JREG.L vs. JEQP.L - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L) has a higher volatility of 3.20% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.55%. This indicates that JREG.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
| JREG.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 1.55% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 8.76% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 11.76% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.48% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 15.48% | +1.57% |
JREG.L vs. JEQP.L - Expense Ratio Comparison
JREG.L has a 0.25% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JREG.L vs. JEQP.L - Dividend Comparison
JREG.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREG.L and JEQP.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREG.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.L.
JREG.L is categorized as Global Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.25% for JREG.L and 0.35% for JEQP.L.
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