JREU.DE vs. JEQP.DE
JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JREU.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG), while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. JREU.DE is passively managed, while JEQP.DE is actively managed. Over the past year, JREU.DE returned 24.47% vs 23.89% for JEQP.DE. Their correlation of 0.83 suggests significant overlap in exposure. JREU.DE charges 0.20%/yr vs 0.35%/yr for JEQP.DE.
Performance
JREU.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREU.DE achieves a 10.64% return, which is significantly higher than JEQP.DE's 8.94% return.
JREU.DE
- 1D
- -0.14%
- 1M
- 3.76%
- YTD
- 10.64%
- 6M
- 10.24%
- 1Y
- 24.47%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREU.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 7.06% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between JREU.DE and JEQP.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.83 |
The correlation between JREU.DE and JEQP.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
JREU.DE vs. JEQP.DE — Risk / Return Rank
JREU.DE
JEQP.DE
JREU.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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.
| JREU.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.09 | -0.49 |
| Martin ratioReturn relative to average drawdown | 13.47 | 14.09 | -0.62 |
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
| JREU.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.99 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.45 | +0.45 |
Drawdowns
JREU.DE vs. JEQP.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.39%, which is greater than JEQP.DE's maximum drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JREU.DE and JEQP.DE.
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Drawdown Indicators
| JREU.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -24.10% | -10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -5.85% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -23.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.38% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -6.27% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.70% | +0.12% |
Volatility
JREU.DE vs. JEQP.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a higher volatility of 2.53% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that JREU.DE's price experiences larger fluctuations and is considered to be riskier than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREU.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.57% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 8.52% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 12.02% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 16.60% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 16.60% | +0.63% |
JREU.DE vs. JEQP.DE - Expense Ratio Comparison
JREU.DE has a 0.20% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
JREU.DE vs. JEQP.DE - Dividend Comparison
JREU.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 8.74%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREU.DE and JEQP.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREU.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.DE.
JREU.DE is categorized as Large Cap Blend Equities, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.20% for JREU.DE and 0.35% for JEQP.DE.
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