JRUD.L vs. JEPG.L
JRUD.L (JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JRUD.L is a Global Equities fund actively managed by JPMorgan, while JEPG.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JRUD.L returned 20.83% vs 5.60% for JEPG.L. At a 0.29 correlation, their price movements are largely independent. JRUD.L charges 0.20%/yr vs 0.35%/yr for JEPG.L.
Performance
JRUD.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRUD.L achieves a 9.80% return, which is significantly higher than JEPG.L's 0.31% return.
JRUD.L
- 1D
- 0.14%
- 1M
- 0.26%
- 6M
- 9.85%
- YTD
- 9.80%
- 1Y
- 20.83%
- 3Y*
- 19.58%
- 5Y*
- 13.07%
- 10Y*
- —
JEPG.L
- 1D
- 0.04%
- 1M
- 1.61%
- 6M
- 0.13%
- YTD
- 0.31%
- 1Y
- 5.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUD.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRUD.L JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) | 9.80% | 16.18% | 25.22% | 4.96% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.31% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between JRUD.L and JEPG.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.29 |
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Return for Risk
JRUD.L vs. JEPG.L — Risk / Return Rank
JRUD.L
JEPG.L
JRUD.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
| JRUD.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.64 | +1.93 |
| Martin ratioReturn relative to average drawdown | 10.68 | 1.43 | +9.25 |
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Drawdowns
JRUD.L vs. JEPG.L - Drawdown Comparison
The maximum JRUD.L drawdown since its inception was -34.49%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for JRUD.L and JEPG.L.
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Drawdown Indicators
| JRUD.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -8.74% | -25.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -8.74% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | -5.17% | +4.77% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -1.90% | -3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 3.91% | -1.89% |
Volatility
JRUD.L vs. JEPG.L - Volatility Comparison
JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) has a higher volatility of 2.96% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 2.53%. This indicates that JRUD.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUD.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 2.53% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 7.06% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 9.25% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 10.90% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 10.90% | +8.94% |
JRUD.L vs. JEPG.L - Expense Ratio Comparison
JRUD.L has a 0.20% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
JRUD.L vs. JEPG.L - Dividend Comparison
JRUD.L's dividend yield for the trailing twelve months is around 0.67%, less than JEPG.L's 8.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% |
JRUD.L JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) | 0.67% | 0.52% | 0.50% | 0.83% | 1.08% | 0.85% |
Frequently Asked Questions
JRUD.L and JEPG.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUD.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEPG.L.
JRUD.L is categorized as Global Equities, while JEPG.L is Derivative Income. Their fees differ too: 0.20% for JRUD.L and 0.35% for JEPG.L.
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