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UIME.DE vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UIME.DE vs. JEPQ

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).

UIME.DE and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UIME.DE is a passively managed fund by UBS that tracks the performance of the MSCI EMU Value. It was launched on Oct 2, 2009. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. Both UIME.DE and JEPQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UIME.DE vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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UIME.DE vs. JEPQ - Yearly Performance Comparison

2026 (YTD)2025202420232022
UIME.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis		1.59%37.25%9.43%18.66%1.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		-0.37%1.51%33.09%32.20%-13.53%
Different Trading Currencies

UIME.DE is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIME.DE achieves a 1.59% return, which is significantly higher than JEPQ's -0.37% return.

UIME.DE

1D
1.97%
1M
-2.06%
YTD
1.59%
6M
9.49%
1Y
20.73%
3Y*
18.78%
5Y*
13.14%
10Y*
9.87%

JEPQ

1D
0.91%
1M
-1.57%
YTD
-0.37%
6M
3.92%
1Y
12.12%
3Y*
16.91%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis

JPMorgan Nasdaq Equity Premium Income ETF

Often compared with UIME.DE:
UIME.DE vs. CEMR.DEUIME.DE vs. TDIV.ASUIME.DE vs. NUCG.LUIME.DE vs. IVVUIME.DE vs. EXSH.DEUIME.DE vs. EHDV.DEUIME.DE vs. IEMA.L
Often compared with JEPQ:
JEPQ vs. JEPIJEPQ vs. QQQIJEPQ vs. QQQJEPQ vs. SCHDJEPQ vs. QYLDJEPQ vs. GPIQJEPQ vs. SPYI

UIME.DE vs. JEPQ - Expense Ratio Comparison

UIME.DE has a 0.25% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
UIME.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis

Return for Risk

UIME.DE vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UIME.DE
UIME.DE Risk / Return Rank: 6868
Overall Rank
UIME.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UIME.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
UIME.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UIME.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
UIME.DE Martin Ratio Rank: 6464
Martin Ratio Rank
JEPQ
JEPQ Risk / Return Rank: 6868
Overall Rank
JEPQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7171
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 7979
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.

UIME.DE vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

UIME.DEJEPQDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.58

+0.74

Sortino ratio

Return per unit of downside risk

1.72

0.94

+0.78

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

2.04

0.97

+1.06

Martin ratio

Return relative to average drawdown

7.24

4.33

+2.90

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

UIME.DE vs. JEPQ - Sharpe Ratio Comparison

The current UIME.DE Sharpe Ratio is 1.33, which is higher than the JEPQ Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of UIME.DE and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

UIME.DEJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.58

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.68

-0.37

Correlation

The correlation between UIME.DE and JEPQ is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UIME.DE vs. JEPQ - Dividend Comparison

UIME.DE's dividend yield for the trailing twelve months is around 3.96%, less than JEPQ's 11.14% yield.

TTM20252024202320222021202020192018201720162015
UIME.DE
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis		3.96%3.42%3.51%3.89%4.13%2.67%2.40%3.87%4.07%3.49%5.50%4.19%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.14%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UIME.DE vs. JEPQ - Drawdown Comparison

The maximum UIME.DE drawdown since its inception was -41.99%, which is greater than JEPQ's maximum drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for UIME.DE and JEPQ.

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Drawdown Indicators

UIME.DEJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-41.99%

-20.07%

-21.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-11.58%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-22.67%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

—

—

Current Drawdown

Current decline from peak

-4.34%

-4.89%

+0.55%

Average Drawdown

Average peak-to-trough decline

-9.73%

-3.55%

-6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.36%

+0.54%

Volatility

UIME.DE vs. JEPQ - Volatility Comparison

UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) has a higher volatility of 5.44% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.13%. This indicates that UIME.DE's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UIME.DEJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.13%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

10.82%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

20.84%

-5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

17.26%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

17.26%

+0.66%