JRJE.L vs. JEQP.L
JRJE.L (JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JRJE.L is a Japan Equities fund tracking the TOPIX TR JPY, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JRJE.L is passively managed, while JEQP.L is actively managed. Over the past year, JRJE.L returned 39.05% vs 27.35% for JEQP.L. At a 0.42 correlation, their price movements are largely independent. JRJE.L charges 0.25%/yr vs 0.35%/yr for JEQP.L.
Performance
JRJE.L vs. JEQP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRJE.L achieves a 19.44% return, which is significantly higher than JEQP.L's 9.16% return.
JRJE.L
- 1D
- 0.50%
- 1M
- 3.52%
- YTD
- 19.44%
- 6M
- 19.65%
- 1Y
- 39.05%
- 3Y*
- 17.56%
- 5Y*
- —
- 10Y*
- —
JEQP.L
- 1D
- 0.00%
- 1M
- 1.60%
- YTD
- 9.16%
- 6M
- 9.31%
- 1Y
- 27.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRJE.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRJE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 19.44% | 15.91% | 4.57% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 9.16% | 6.86% | -16.74% |
Correlation
The correlation between JRJE.L and JEQP.L 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 Oct 29, 2024 | 0.42 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRJE.L vs. JEQP.L — Risk / Return Rank
JRJE.L
JEQP.L
JRJE.L vs. JEQP.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 (acc) (JRJE.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRJE.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 4.87 | -1.21 |
| Martin ratioReturn relative to average drawdown | 11.59 | 17.29 | -5.70 |
Loading charts...
Drawdowns
JRJE.L vs. JEQP.L - Drawdown Comparison
The maximum JRJE.L drawdown since its inception was -14.26%, smaller than the maximum JEQP.L drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for JRJE.L and JEQP.L.
Loading charts...
Drawdown Indicators
| JRJE.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.26% | -99.02% | +84.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -5.64% | -4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.26% | — | — |
Current DrawdownCurrent decline from peak | -3.07% | -2.88% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -16.19% | +12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 1.59% | +1.77% |
Volatility
JRJE.L vs. JEQP.L - Volatility Comparison
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRJE.L) has a higher volatility of 6.50% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 4.79%. This indicates that JRJE.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRJE.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 4.79% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 8.83% | +6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 12.11% | +6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 6,114.20% | -6,098.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 6,114.20% | -6,098.00% |
JRJE.L vs. JEQP.L - Expense Ratio Comparison
JRJE.L has a 0.25% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JRJE.L vs. JEQP.L - Dividend Comparison
JRJE.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 8.86%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.86% | 10.25% | 0.73% |
JRJE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRJE.L and JEQP.L 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, JRJE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRJE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.L.
JRJE.L is categorized as Japan Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.25% for JRJE.L and 0.35% for JEQP.L.
Find the right allocation for JRJE.L and JEQP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer