JREZ.DE vs. JEIP.DE
JREZ.DE (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JREZ.DE is a Europe Equities fund tracking the JP Morgan Eurozone Research Enhanced Index Equity (ESG), while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JREZ.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JREZ.DE returned 18.03% vs 7.13% for JEIP.DE. At a 0.36 correlation, their price movements are largely independent. JREZ.DE charges 0.25%/yr vs 0.35%/yr for JEIP.DE.
Performance
JREZ.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREZ.DE achieves a 8.95% return, which is significantly higher than JEIP.DE's 1.23% return.
JREZ.DE
- 1D
- 0.54%
- 1M
- 1.81%
- YTD
- 8.95%
- 6M
- 10.72%
- 1Y
- 18.03%
- 3Y*
- 15.63%
- 5Y*
- —
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREZ.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREZ.DE JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 8.95% | 23.99% | 0.28% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JREZ.DE and JEIP.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.36 |
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Return for Risk
JREZ.DE vs. JEIP.DE — Risk / Return Rank
JREZ.DE
JEIP.DE
JREZ.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.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.
| JREZ.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.36 | +0.43 |
| Martin ratioReturn relative to average drawdown | 6.49 | 3.69 | +2.80 |
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
| JREZ.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.81 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | -0.31 | +1.28 |
Drawdowns
JREZ.DE vs. JEIP.DE - Drawdown Comparison
The maximum JREZ.DE drawdown since its inception was -14.86%, smaller than the maximum JEIP.DE drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JREZ.DE and JEIP.DE.
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Drawdown Indicators
| JREZ.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -19.56% | +4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -4.88% | -5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -7.15% | +6.61% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -8.26% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 1.80% | +1.03% |
Volatility
JREZ.DE vs. JEIP.DE - Volatility Comparison
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) has a higher volatility of 4.64% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) at 2.47%. This indicates that JREZ.DE's price experiences larger fluctuations and is considered to be riskier than JEIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREZ.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 2.47% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 5.52% | +6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 8.16% | +6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 13.09% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 13.09% | +2.35% |
JREZ.DE vs. JEIP.DE - Expense Ratio Comparison
JREZ.DE has a 0.25% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JREZ.DE vs. JEIP.DE - Dividend Comparison
JREZ.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 8.31%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
JREZ.DE JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREZ.DE and JEIP.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREZ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREZ.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEIP.DE.
JREZ.DE is categorized as Europe Equities, while JEIP.DE is Derivative Income. Their fees differ too: 0.25% for JREZ.DE and 0.35% for JEIP.DE.
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