JRIE.L vs. JEIP.L
JRIE.L (JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - JRIE.L is a Japan Equities fund tracking the TOPIX TR JPY, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. JRIE.L is passively managed, while JEIP.L is actively managed. Over the past year, JRIE.L returned 34.73% vs 9.32% for JEIP.L. At a 0.13 correlation, their price movements are largely independent. JRIE.L charges 0.25%/yr vs 0.35%/yr for JEIP.L.
Performance
JRIE.L vs. JEIP.L - Performance Comparison
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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*
- —
JRIE.L vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 16.88% | 14.41% | 5.20% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 0.23% | 0.86% | 0.59% |
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
JRIE.L
JEIP.L
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.L | JEIP.L | Difference | |
|---|---|---|---|
| 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 |
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
| JRIE.L | JEIP.L | Difference | |
|---|---|---|---|
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.L | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.38% | -4.46% | +4.08% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -5.25% | +2.37% |
Ulcer IndexDepth 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.L | JEIP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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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