JGPI.DE's Sortino Ratio of 0.93 indicates that for each unit of downside volatility, it generates 0.93 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
JGPI.DE Sortino Ratio Rank
JGPI.DE ranks above 20.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
JGPI.DE Sortino Ratio Market Positioning
The chart shows JGPI.DE's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.17 or lower
- Yellow zone (middle 50%): 1.17 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.60+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares JPM Global Equity Premium Income Active UCITS ETF - USD (dist)'s Sortino Ratio with other ETFs in the Derivative Income, Dividend, Global Equities 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 Jul 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XDEV.DE | Xtrackers MSCI World Value Factor UCITS ETF 1C | 5.24 | |||
| IS3S.DE | iShares Edge MSCI World Value Factor UCITS ETF | 5.07 | |||
| ISPA.DE | iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 4.96 | |||
| VDIV.DE | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.60 | |||
| CBUI.DE | iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 4.55 | |||
| VGWE.DE | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 4.24 | |||
| VGWD.DE | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 4.24 | |||
| PSWD.DE | Invesco FTSE RAFI All World 3000 UCITS ETF | 4.01 | |||
| JPGL.DE | JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 3.84 | |||
| H41C.DE | HSBC Developed World Sustainable Equity UCITS ETF USD | 3.80 | |||
| JGPI.DE | JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 0.93 |
Historical Sortino Ratio
The chart shows JGPI.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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