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JRUB.L vs. JEQP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUB.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JRUB.L is traded in USD, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JRUB.L achieves a -0.11% return, which is significantly lower than JEQP.L's 9.24% return.


JRUB.L

1D
0.11%
1M
-0.83%
6M
-0.31%
YTD
-0.11%
1Y
4.87%
3Y*
4.85%
5Y*
0.04%
10Y*

JEQP.L

1D
0.00%
1M
-0.15%
6M
9.11%
YTD
9.24%
1Y
22.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUB.L vs. JEQP.L - Yearly Performance Comparison


Correlation

The correlation between JRUB.L and JEQP.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.24

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Return for Risk

JRUB.L vs. JEQP.L — Risk / Return Rank

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

JRUB.L
JRUB.L Risk / Return Rank: 3636
Overall Rank
JRUB.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JRUB.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
JRUB.L Omega Ratio Rank: 3434
Omega Ratio Rank
JRUB.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
JRUB.L Martin Ratio Rank: 3838
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 7777
Overall Rank
JEQP.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 7373
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8585
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.

JRUB.L vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.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.


JRUB.LJEQP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratioReturn relative to maximum drawdown

1.62

2.66

-1.04

Martin ratioReturn relative to average drawdown

4.75

11.23

-6.48

JRUB.L vs. JEQP.L - Sharpe Ratio Comparison

The current JRUB.L Sharpe Ratio is 1.09, which is lower than the JEQP.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JRUB.L and JEQP.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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Drawdowns

JRUB.L vs. JEQP.L - Drawdown Comparison

The maximum JRUB.L drawdown since its inception was -22.30%, smaller than the maximum JEQP.L drawdown of -99.03%. Use the drawdown chart below to compare losses from any high point for JRUB.L and JEQP.L.


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Drawdown Indicators


JRUB.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-99.03%

+76.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-8.61%

+5.62%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

Current Drawdown

Current decline from peak

-1.58%

-0.93%

-0.65%

Average Drawdown

Average peak-to-trough decline

-6.28%

-14.46%

+8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.04%

-1.02%

Volatility

JRUB.L vs. JEQP.L - Volatility Comparison

The current volatility for JPMorgan ETFs Ireland ICAV - JPM USD IG Corporate Bond Active UCITS ETF - USD (acc) (JRUB.L) is 0.97%, while JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a volatility of 5.25%. This indicates that JRUB.L experiences smaller price fluctuations and is considered to be less risky than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRUB.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

5.25%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

10.34%

-7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

13.23%

-8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

5,938.19%

-5,930.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

5,938.19%

-5,930.37%

JRUB.L vs. JEQP.L - Expense Ratio Comparison

JRUB.L has a 0.19% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.


Dividends

JRUB.L vs. JEQP.L - Dividend Comparison

JRUB.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.07%.


Frequently Asked Questions


JRUB.L and JEQP.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRUB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRUB.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEQP.L.

JRUB.L is categorized as Corporate Bonds, while JEQP.L is Nasdaq-100. Their fees differ too: 0.19% for JRUB.L and 0.35% for JEQP.L.

Portfolio Optimizer

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