JRUD.L vs. JEPI.L
JRUD.L (JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist)) and JEPI.L (JPMorgan US 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 JEPI.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JRUD.L returned 20.83% vs 9.57% for JEPI.L. A 0.62 correlation means they provide meaningful diversification when combined. JRUD.L charges 0.20%/yr vs 0.35%/yr for JEPI.L.
Performance
JRUD.L vs. JEPI.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUD.L achieves a 9.80% return, which is significantly higher than JEPI.L's 2.77% 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*
- —
JEPI.L
- 1D
- 0.00%
- 1M
- 1.24%
- 6M
- 1.27%
- YTD
- 2.77%
- 1Y
- 9.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUD.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRUD.L JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) | 9.80% | 16.18% | 1.17% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 2.77% | 8.11% | -0.36% |
Correlation
The correlation between JRUD.L and JEPI.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.62 |
The correlation between JRUD.L and JEPI.L has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.
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
JRUD.L vs. JEPI.L — Risk / Return Rank
JRUD.L
JEPI.L
JRUD.L vs. JEPI.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 JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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 | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.52 | +1.04 |
| Martin ratioReturn relative to average drawdown | 10.68 | 4.10 | +6.58 |
Loading charts...
Drawdowns
JRUD.L vs. JEPI.L - Drawdown Comparison
The maximum JRUD.L drawdown since its inception was -34.49%, which is greater than JEPI.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for JRUD.L and JEPI.L.
Loading charts...
Drawdown Indicators
| JRUD.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -14.36% | -20.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -6.29% | -2.09% |
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% | -1.99% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -2.48% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.34% | -0.32% |
Volatility
JRUD.L vs. JEPI.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 JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) at 2.55%. This indicates that JRUD.L's price experiences larger fluctuations and is considered to be riskier than JEPI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JRUD.L | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 2.55% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 6.66% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 8.47% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 11.65% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 11.65% | +8.19% |
JRUD.L vs. JEPI.L - Expense Ratio Comparison
JRUD.L has a 0.20% expense ratio, which is lower than JEPI.L's 0.35% expense ratio.
Dividends
JRUD.L vs. JEPI.L - Dividend Comparison
JRUD.L's dividend yield for the trailing twelve months is around 0.67%, less than JEPI.L's 7.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.70% | 7.08% | 0.62% | 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 JEPI.L have a correlation of 0.57, 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 JEPI.L.
JRUD.L is categorized as Global Equities, while JEPI.L is Derivative Income. Their fees differ too: 0.20% for JRUD.L and 0.35% for JEPI.L.
Find the right allocation for JRUD.L and JEPI.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