METI.L vs. JEIP.L

Last updated Jun 6, 2026

METI.L (IncomeShares META Options ETP GBP) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both Derivative Income funds. Both are actively managed. METI.L charges 0.55%/yr vs 0.35%/yr for JEIP.L.

Performance

METI.L vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares META Options ETP GBP (METI.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.

Returns By Period

METI.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEIP.L

• 1D: 0.85%
• 1M: 1.20%
• YTD: 1.08%
• 6M: 1.05%
• 1Y: 10.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

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

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

JEIP.L

JEIP.L Risk / Return Rank: 35
JEIP.L Sharpe Ratio Rank: 36
JEIP.L Sortino Ratio Rank: 36
JEIP.L Omega Ratio Rank: 33
JEIP.L Calmar Ratio Rank: 36
JEIP.L Martin Ratio Rank: 34

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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP GBP (METI.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	METI.L	JEIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.62	—

Drawdowns

Drawdown Indicators

	METI.L	JEIP.L	Difference
Max Drawdown Largest peak-to-trough decline	—	-30.22%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-6.18%	—
Current Drawdown Current decline from peak	—	-19.07%	—
Average Drawdown Average peak-to-trough decline	—	-21.16%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.14%	—

Volatility

Volatility by Period

	METI.L	JEIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	8.42%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	20.08%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.08%	—

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

METI.L has a 0.55% expense ratio, which is higher than JEIP.L's 0.35% expense ratio.

Dividends

METI.L vs. JEIP.L - Dividend Comparison

METI.L has not paid dividends to shareholders, while JEIP.L's dividend yield for the trailing twelve months is around 8.25%.

Position	TTM	2025	2024
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist	8.25%	7.18%	0.61%
METI.L IncomeShares META Options ETP GBP	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, METI.L or JEIP.L?

On fees, JEIP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, METI.L or JEIP.L?

JEIP.L is cheaper with a 0.35% expense ratio, compared with 0.55% for METI.L.

What is the main difference between METI.L and JEIP.L?

They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for METI.L and 0.35% for JEIP.L.