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JRIE.L vs. JEIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRIE.L vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JRIE.L achieves a 16.88% return, which is significantly higher than JEIP.L's 0.23% return.


JRIE.L

1D
-0.38%
1M
6.24%
YTD
16.88%
6M
15.92%
1Y
34.73%
3Y*
17.01%
5Y*
10Y*

JEIP.L

1D
0.14%
1M
-0.02%
YTD
0.23%
6M
0.29%
1Y
9.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRIE.L vs. JEIP.L - Yearly Performance Comparison


Correlation

The correlation between JRIE.L and JEIP.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.13

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Return for Risk

JRIE.L vs. JEIP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRIE.L
JRIE.L Risk / Return Rank: 9797
Overall Rank
JRIE.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JRIE.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
JRIE.L Omega Ratio Rank: 9797
Omega Ratio Rank
JRIE.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
JRIE.L Martin Ratio Rank: 9797
Martin Ratio Rank

JEIP.L
JEIP.L Risk / Return Rank: 3030
Overall Rank
JEIP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2929
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRIE.L vs. JEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.


JRIE.LJEIP.LDifference
Sharpe ratioReturn per unit of total volatility

+3.81

Sortino ratioReturn per unit of downside risk

+4.11

Omega ratioGain probability vs. loss probability

1.84

1.19

+0.65

Calmar ratioReturn relative to maximum drawdown

16.64

1.50

+15.14

Martin ratioReturn relative to average drawdown

46.46

4.37

+42.09

JRIE.L vs. JEIP.L - Sharpe Ratio Comparison

The current JRIE.L Sharpe Ratio is 4.92, which is higher than the JEIP.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JRIE.L and JEIP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JRIE.LJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.92

1.11

+3.81

Sharpe Ratio (All Time)

Calculated using the full available price history

3.80

0.10

+3.70

Drawdowns

JRIE.L vs. JEIP.L - Drawdown Comparison

The maximum JRIE.L drawdown since its inception was -13.10%, smaller than the maximum JEIP.L drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for JRIE.L and JEIP.L.


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Drawdown Indicators


JRIE.LJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.10%

-15.73%

+2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-6.18%

-3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.10%

Current Drawdown

Current decline from peak

-0.38%

-4.46%

+4.08%

Average Drawdown

Average peak-to-trough decline

-2.88%

-5.25%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

JRIE.L vs. JEIP.L - Volatility Comparison

JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) has a higher volatility of 3.86% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 2.64%. This indicates that JRIE.L's price experiences larger fluctuations and is considered to be riskier than JEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRIE.LJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

2.64%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

34.53%

8.39%

+26.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.66%

11.22%

+24.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.66%

11.22%

+24.44%

JRIE.L vs. JEIP.L - Expense Ratio Comparison

JRIE.L has a 0.25% expense ratio, which is lower than JEIP.L's 0.35% expense ratio.


Dividends

JRIE.L vs. JEIP.L - Dividend Comparison

JRIE.L's dividend yield for the trailing twelve months is around 1.52%, less than JEIP.L's 8.32% yield.


PositionTTM2025202420232022
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist
8.32%7.18%0.61%0.00%0.00%
JRIE.L
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
1.52%1.81%1.53%1.72%2.14%

Frequently Asked Questions


JRIE.L and JEIP.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRIE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRIE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEIP.L.

JRIE.L is categorized as Japan Equities, while JEIP.L is Derivative Income. Their fees differ too: 0.25% for JRIE.L and 0.35% for JEIP.L.

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