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Issuer
JPMorgan
Inception Date
Jul 30, 2024
Category
Dividend
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

JHGA.AX Performance Chart

JPMorgan Global Equity Premium Income (Hedged) Complex ETF (JHGA.AX) is up 1.1% since the beginning of the year. JHGA.AX is currently trading at A$44 per share.


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S&P 500 Index

Returns By Period

JPMorgan Global Equity Premium Income (Hedged) Complex ETF (JHGA.AX) has returned 1.14% so far this year and 4.62% over the past 12 months.


JPMorgan Global Equity Premium Income (Hedged) Complex ETF

1D
0.66%
1M
1.65%
6M
0.75%
YTD
1.14%
1Y
4.62%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHGA.AX Monthly Returns History

Based on dividend-adjusted daily data since Aug 5, 2024, JHGA.AX's average daily return is +0.04%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.

Historically, 63% of months were positive and 38% were negative. The best month was Jul 2026 with a return of +10.8%, while the worst month was Jun 2026 at -6.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JHGA.AX closed higher 35% of trading days. The best single day was Jul 15, 2026 with a return of +8.0%, while the worst single day was Apr 8, 2025 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.96%1.76%-2.32%-2.98%-0.34%-6.81%10.75%1.14%
20251.11%1.02%2.47%-2.50%0.70%-1.95%0.94%1.28%0.11%1.59%0.79%-0.58%4.99%
20243.63%0.41%0.67%-0.21%-2.15%2.27%

Benchmark Metrics

JPMorgan Global Equity Premium Income (Hedged) Complex ETF has an annualized alpha of 17.59%, beta of -0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 05, 2024.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -210.38%), but participation in market rallies was also limited (-13.71%) - a profile typical of counter-cyclical assets.
  • Beta of -0.02 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
17.59%
Beta
-0.02
0.00
Upside Capture
-13.71%
Downside Capture
-210.38%

Return for Risk

Risk / Return Rank

JHGA.AX ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JHGA.AX Risk / Return Rank: 1818
Overall Rank
JHGA.AX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JHGA.AX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JHGA.AX Omega Ratio Rank: 2323
Omega Ratio Rank
JHGA.AX Calmar Ratio Rank: 1717
Calmar Ratio Rank
JHGA.AX Martin Ratio Rank: 1919
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Global Equity Premium Income (Hedged) Complex ETF (JHGA.AX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JHGA.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

0.57

1.11

-0.54

Martin ratioReturn relative to average drawdown

1.64

3.10

-1.46

Dividends

Dividend History

JPMorgan Global Equity Premium Income (Hedged) Complex ETF provided a 15.21% dividend yield over the last twelve months, with an annual payout of A$6.76 per share.


1.00%2.00%3.00%4.00%5.00%6.00%A$0.00A$0.50A$1.00A$1.50A$2.00A$2.50A$3.00A$3.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendA$6.76A$3.05A$0.26

Dividend yield

15.21%6.13%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Global Equity Premium Income (Hedged) Complex ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.30A$0.00A$0.25A$0.34A$0.60A$0.35A$3.78A$5.61
2025A$0.00A$0.00A$0.26A$0.35A$0.41A$0.61A$0.28A$0.32A$0.26A$0.26A$0.29A$0.00A$3.05
2024A$0.26A$0.00A$0.00A$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Global Equity Premium Income (Hedged) Complex ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Global Equity Premium Income (Hedged) Complex ETF was 12.77%, occurring on Jul 1, 2026. The portfolio has not yet recovered.

The current JPMorgan Global Equity Premium Income (Hedged) Complex ETF drawdown is 3.13%.


Drawdown

Fall

Recovery

Underwater

Related event

-12.77%Jul 2026
4mo 4d
4mo 19dFeb 2026 - now
-10.11%Apr 2025
1mo 4d8mo
9mo 4dMar 2025 - Dec 2025
2025 selloff2025
-5.07%Jan 2025
1mo 3d28d
2mo 1dDec 2024 - Feb 2025
-2.38%Dec 2025
11d28d
1mo 9dDec 2025 - Jan 2026
-1.79%Feb 2025
0s18d
18dFeb 2025 - Mar 2025
2025 selloff2025

Drawdown Indicators


JHGA.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.77%

-41.07%

+28.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-11.69%

-1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

Max Drawdown (10Y)

Largest decline over 10 years

-24.71%

Current Drawdown

Current decline from peak

-3.13%

-0.60%

-2.53%

Average Drawdown

Average peak-to-trough decline

-3.03%

-11.02%

+7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

4.20%

+0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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