JRZE.L vs. JEQP.L
JRZE.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JRZE.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JRZE.L is passively managed, while JEQP.L is actively managed. Over the past year, JRZE.L returned 21.36% vs 29.62% for JEQP.L. At a 0.48 correlation, their price movements are largely independent. JRZE.L charges 0.25%/yr vs 0.35%/yr for JEQP.L.
Performance
JRZE.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRZE.L achieves a 8.11% return, which is significantly lower than JEQP.L's 8.97% return.
JRZE.L
- 1D
- 0.42%
- 1M
- 4.70%
- YTD
- 8.11%
- 6M
- 9.51%
- 1Y
- 21.36%
- 3Y*
- 15.69%
- 5Y*
- —
- 10Y*
- —
JEQP.L
- 1D
- -0.35%
- 1M
- 4.81%
- YTD
- 8.97%
- 6M
- 9.21%
- 1Y
- 29.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRZE.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRZE.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 8.11% | 29.94% | 1.11% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between JRZE.L and JEQP.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.48 |
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Return for Risk
JRZE.L vs. JEQP.L — Risk / Return Rank
JRZE.L
JEQP.L
JRZE.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.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.
| JRZE.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.50 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 5.23 | -3.31 |
| Martin ratioReturn relative to average drawdown | 6.73 | 19.59 | -12.86 |
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
| JRZE.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.63 | -1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.94 | -0.12 |
Drawdowns
JRZE.L vs. JEQP.L - Drawdown Comparison
The maximum JRZE.L drawdown since its inception was -17.17%, smaller than the maximum JEQP.L drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JRZE.L and JEQP.L.
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Drawdown Indicators
| JRZE.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -22.00% | +4.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -5.64% | -5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -0.35% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -4.92% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.51% | +1.66% |
Volatility
JRZE.L vs. JEQP.L - Volatility Comparison
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) has a higher volatility of 4.64% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that JRZE.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.
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Volatility by Period
| JRZE.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 1.57% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 7.83% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 11.20% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 14.88% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 14.88% | +4.25% |
JRZE.L vs. JEQP.L - Expense Ratio Comparison
JRZE.L has a 0.25% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JRZE.L vs. JEQP.L - Dividend Comparison
JRZE.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
JRZE.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRZE.L and JEQP.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRZE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRZE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.L.
JRZE.L is categorized as Europe Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.25% for JRZE.L and 0.35% for JEQP.L.
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