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JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) Sharpe Ratio: -0.23

JGPI.DE's Sharpe Ratio of -0.23 indicates that for each unit of volatility, it generates -0.23 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

JGPI.DE Sharpe Ratio Rank

JGPI.DE Sharpe Ratio Rank: 7.88
Concerning

JGPI.DE ranks above 7.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

JGPI.DE Sharpe Ratio Market Positioning

The chart shows JGPI.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.82+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan Global Equity Premium Income UCITS ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities, Actively Managed, Dividend category across multiple time periods, showing how JGPI.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ISPA.DEiShares STOXX Global Select Dividend 100 UCITS ETF (DE)2.01
VDIV.DEVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF1.90
UDIV.DEGlobal X SuperDividend UCITS ETF USD Distributing1.67
IQQA.DEiShares Euro Dividend UCITS ETF1.62
IQQD.DEiShares UK Dividend UCITS ETF GBP Distributing1.50
VGWE.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc1.30
VGWD.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing1.27
IBCY.DEiShares Edge MSCI USA Multifactor UCITS ETF1.02
FLXU.DEFranklin U.S. Equity UCITS ETF0.79
H412.DEHSBC USA Sustainable Equity UCITS ETF USD0.73
JGPI.DEJPMorgan Global Equity Premium Income UCITS ETF-0.23

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows JGPI.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JGPI.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore JGPI.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

JGPI.DE Sortino Ratio