JRIE.L vs. JEPQ.L
JRIE.L (JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JEPQ.L (JPMorgan Nasdaq 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 JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan. JRIE.L is passively managed, while JEPQ.L is actively managed. Over the past year, JRIE.L returned 34.73% vs 30.14% for JEPQ.L. At a 0.15 correlation, their price movements are largely independent. JRIE.L charges 0.25%/yr vs 0.35%/yr for JEPQ.L.
Performance
JRIE.L vs. JEPQ.L - Performance Comparison
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Different Trading Currencies
JRIE.L is traded in GBp, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRIE.L achieves a 16.88% return, which is significantly higher than JEPQ.L's 9.19% return.
JRIE.L
- 1D
- -0.38%
- 1M
- 3.67%
- YTD
- 16.88%
- 6M
- 15.92%
- 1Y
- 34.73%
- 3Y*
- 17.01%
- 5Y*
- —
- 10Y*
- —
JEPQ.L
- 1D
- -0.84%
- 1M
- 4.61%
- YTD
- 9.19%
- 6M
- 9.47%
- 1Y
- 30.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRIE.L vs. JEPQ.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% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 9.16% | 6.60% | 5.90% |
Correlation
The correlation between JRIE.L and JEPQ.L is 0.10, 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 | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.15 |
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Return for Risk
JRIE.L vs. JEPQ.L — Risk / Return Rank
JRIE.L
JEPQ.L
JRIE.L vs. JEPQ.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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 | JEPQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 1.46 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 16.64 | 5.39 | +11.25 |
| Martin ratioReturn relative to average drawdown | 46.46 | 19.22 | +27.24 |
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 | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.92 | 2.44 | +2.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.80 | 0.89 | +2.91 |
Drawdowns
JRIE.L vs. JEPQ.L - Drawdown Comparison
The maximum JRIE.L drawdown since its inception was -13.10%, smaller than the maximum JEPQ.L drawdown of -22.11%. Use the drawdown chart below to compare losses from any high point for JRIE.L and JEPQ.L.
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Drawdown Indicators
| JRIE.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.10% | -22.11% | +9.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -5.57% | -4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.10% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | -0.84% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -4.77% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.56% | — |
Volatility
JRIE.L vs. JEPQ.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) at 2.85%. This indicates that JRIE.L's price experiences larger fluctuations and is considered to be riskier than JEPQ.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 | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 2.85% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 34.53% | 12.29% | +22.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.66% | 16.03% | +19.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.66% | 16.03% | +19.63% |
JRIE.L vs. JEPQ.L - Expense Ratio Comparison
JRIE.L has a 0.25% expense ratio, which is lower than JEPQ.L's 0.35% expense ratio.
Dividends
JRIE.L vs. JEPQ.L - Dividend Comparison
JRIE.L's dividend yield for the trailing twelve months is around 1.52%, less than JEPQ.L's 10.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.20% | 10.06% | 0.74% | 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 JEPQ.L have a correlation of 0.10, 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 JEPQ.L.
JRIE.L is categorized as Japan Equities, while JEPQ.L is Nasdaq-100. Their fees differ too: 0.25% for JRIE.L and 0.35% for JEPQ.L.
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