36B6.DE vs. JGPI.DE
36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both Large Cap Blend Equities funds. 36B6.DE is passively managed, while JGPI.DE is actively managed. Over the past year, 36B6.DE returned 22.43% vs -0.98% for JGPI.DE. At a 0.40 correlation, their price movements are largely independent. 36B6.DE charges 0.20%/yr vs 0.35%/yr for JGPI.DE.
Performance
36B6.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B6.DE achieves a 14.86% return, which is significantly higher than JGPI.DE's -1.21% return.
36B6.DE
- 1D
- 0.12%
- 1M
- 6.46%
- YTD
- 14.86%
- 6M
- 15.23%
- 1Y
- 22.43%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
36B6.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 2.59% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between 36B6.DE and JGPI.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.40 |
The correlation between 36B6.DE and JGPI.DE shifts across timeframes, from 0.26 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
36B6.DE vs. JGPI.DE — Risk / Return Rank
36B6.DE
JGPI.DE
36B6.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). 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.
| 36B6.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.99 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | -0.12 | +3.22 |
| Martin ratioReturn relative to average drawdown | 10.29 | -0.32 | +10.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 36B6.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | -0.12 | +1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.46 | +0.39 |
Drawdowns
36B6.DE vs. JGPI.DE - Drawdown Comparison
The maximum 36B6.DE drawdown since its inception was -34.21%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for 36B6.DE and JGPI.DE.
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Drawdown Indicators
| 36B6.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -12.10% | -22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -8.18% | +0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -23.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.94% | +8.94% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.41% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.05% | -0.88% |
Volatility
36B6.DE vs. JGPI.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a higher volatility of 3.79% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that 36B6.DE's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B6.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.53% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 5.35% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 7.92% | +4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 9.59% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 9.59% | +7.95% |
36B6.DE vs. JGPI.DE - Expense Ratio Comparison
36B6.DE has a 0.20% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
36B6.DE vs. JGPI.DE - Dividend Comparison
36B6.DE's dividend yield for the trailing twelve months is around 0.85%, less than JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B6.DE and JGPI.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for 36B6.DE and 0.35% for JGPI.DE.
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