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METI.L vs. JEPQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

METI.L vs. JEPQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares META Options ETP GBP (METI.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

METI.L is traded in GBp, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


METI.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JEPQ.L

1D
0.01%
1M
4.32%
YTD
7.13%
6M
5.76%
1Y
19.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

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

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

METI.L

JEPQ.L
JEPQ.L Risk / Return Rank: 4646
Overall Rank
JEPQ.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JEPQ.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
JEPQ.L Omega Ratio Rank: 4848
Omega Ratio Rank
JEPQ.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
JEPQ.L Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP GBP (METI.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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.

METI.L vs. JEPQ.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


METI.LJEPQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

Drawdowns

METI.L vs. JEPQ.L - Drawdown Comparison


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Drawdown Indicators


METI.LJEPQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.39%

Current Drawdown

Current decline from peak

-0.84%

Average Drawdown

Average peak-to-trough decline

-8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

Volatility

METI.L vs. JEPQ.L - Volatility Comparison


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Volatility by Period


METI.LJEPQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

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

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


Dividends

METI.L vs. JEPQ.L - Dividend Comparison

METI.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 2.54%.


Frequently Asked Questions


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

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

METI.L is categorized as Derivative Income, while JEPQ.L is Nasdaq-100. They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for METI.L and 0.35% for JEPQ.L.

Portfolio Optimizer

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