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JUKE.L vs. JEIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JUKE.L vs. JEIP.L

Last updated Jun 5, 2026

JUKE.L (JPMorgan UK Equity Core UCITS ETF GBP (dist)) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - JUKE.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. JUKE.L is passively managed, while JEIP.L is actively managed. Over the past year, JUKE.L returned 20.76% vs 9.17% for JEIP.L. At a 0.29 correlation, their price movements are largely independent. JUKE.L charges 0.25%/yr vs 0.35%/yr for JEIP.L.

Performance

JUKE.L vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JUKE.L achieves a 6.30% return, which is significantly higher than JEIP.L's 0.23% return.

JUKE.L

1D
0.21%
1M
2.07%
YTD
6.30%
6M
8.40%
1Y
20.76%
3Y*
14.96%
5Y*
—
10Y*
—

JEIP.L

1D
0.14%
1M
0.36%
YTD
0.23%
6M
0.20%
1Y
9.17%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUKE.L vs. JEIP.L - Yearly Performance Comparison

2026 (YTD)20252024
JUKE.L
JPMorgan UK Equity Core UCITS ETF GBP (dist)		6.30%25.12%0.58%
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		0.23%0.86%0.59%

Correlation

The correlation between JUKE.L and JEIP.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.29

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JPMorgan UK Equity Core UCITS ETF GBP (dist)

JPM US Equity Premium Income Active UCITS ETF USD Dist

Often compared with JUKE.L:
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Often compared with JEIP.L:
JEIP.L vs. JEPIJEIP.L vs. JGPI.DEJEIP.L vs. JEPQJEIP.L vs. JEGP.LJEIP.L vs. JEQP.LJEIP.L vs. JEPI.LJEIP.L vs. XYLD

Return for Risk

JUKE.L vs. JEIP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JUKE.L
JUKE.L Risk / Return Rank: 5353
Overall Rank
JUKE.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JUKE.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
JUKE.L Omega Ratio Rank: 5757
Omega Ratio Rank
JUKE.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
JUKE.L Martin Ratio Rank: 4949
Martin Ratio Rank
JEIP.L
JEIP.L Risk / Return Rank: 3030
Overall Rank
JEIP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2929
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3131
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.

JUKE.L vs. JEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.

JUKE.LJEIP.LDifference
Sharpe ratioReturn per unit of total volatility
1.89
1.11

+0.78

Sortino ratioReturn per unit of downside risk
2.63
1.59

+1.04

Omega ratioGain probability vs. loss probability

1.35

1.19

+0.16

Calmar ratioReturn relative to maximum drawdown

2.32

1.50

+0.82

Martin ratioReturn relative to average drawdown

8.01

4.37

+3.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JUKE.L vs. JEIP.L - Sharpe Ratio Comparison

The current JUKE.L Sharpe Ratio is 1.89, which is higher than the JEIP.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JUKE.L and JEIP.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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Sharpe Ratios by Period

JUKE.LJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.11

+0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.10

+1.05

Drawdowns

JUKE.L vs. JEIP.L - Drawdown Comparison

The maximum JUKE.L drawdown since its inception was -12.31%, smaller than the maximum JEIP.L drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for JUKE.L and JEIP.L.

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Drawdown Indicators

JUKE.LJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.31%

-15.73%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-6.18%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

—

—

Current Drawdown

Current decline from peak

-3.53%

-4.46%

+0.93%

Average Drawdown

Average peak-to-trough decline

-2.19%

-5.25%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.13%

+0.46%

Volatility

JUKE.L vs. JEIP.L - Volatility Comparison

JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.L) has a higher volatility of 3.97% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 2.64%. This indicates that JUKE.L's price experiences larger fluctuations and is considered to be riskier than JEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JUKE.LJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

2.64%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

6.23%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

8.39%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.88%

11.22%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.88%

11.22%

+0.66%

JUKE.L vs. JEIP.L - Expense Ratio Comparison

JUKE.L has a 0.25% expense ratio, which is lower than JEIP.L's 0.35% expense ratio.

Dividends

JUKE.L vs. JEIP.L - Dividend Comparison

JUKE.L's dividend yield for the trailing twelve months is around 2.86%, less than JEIP.L's 8.32% yield.

PositionTTM2025202420232022
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		8.32%7.18%0.61%0.00%0.00%
JUKE.L
JPMorgan UK Equity Core UCITS ETF GBP (dist)		2.86%2.79%3.11%2.94%1.26%

Frequently Asked Questions

JUKE.L and JEIP.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JUKE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JUKE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEIP.L.

JUKE.L is categorized as Europe Equities, while JEIP.L is Derivative Income. Their fees differ too: 0.25% for JUKE.L and 0.35% for JEIP.L.

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