AVGI.L vs. JEPG.L
AVGI.L (IncomeShares Broadcom (AVGO) Options ETP) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both Derivative Income funds. Both are actively managed. Over the past year, AVGI.L returned 16.55% vs 5.60% for JEPG.L. At a correlation of -0.14, they often move in opposite directions. AVGI.L charges 0.55%/yr vs 0.35%/yr for JEPG.L.
Performance
AVGI.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, AVGI.L achieves a 5.06% return, which is significantly higher than JEPG.L's 0.31% return.
AVGI.L
- 1D
- 0.00%
- 1M
- -3.05%
- 6M
- 9.80%
- YTD
- 5.06%
- 1Y
- 16.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.04%
- 1M
- 1.61%
- 6M
- 0.13%
- YTD
- 0.31%
- 1Y
- 5.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGI.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | 5.06% | 11,438.21% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.31% | 3.62% |
Correlation
The correlation between AVGI.L and JEPG.L is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | -0.14 |
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Return for Risk
AVGI.L vs. JEPG.L — Risk / Return Rank
AVGI.L
JEPG.L
AVGI.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L). 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.
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.
| AVGI.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.64 | -0.25 |
| Martin ratioReturn relative to average drawdown | 0.60 | 1.43 | -0.83 |
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Drawdowns
AVGI.L vs. JEPG.L - Drawdown Comparison
The maximum AVGI.L drawdown since its inception was -43.06%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for AVGI.L and JEPG.L.
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Drawdown Indicators
| AVGI.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.06% | -8.74% | -34.32% |
Max Drawdown (1Y)Largest decline over 1 year | -43.06% | -8.74% | -34.32% |
Current DrawdownCurrent decline from peak | -31.32% | -5.17% | -26.15% |
Average DrawdownAverage peak-to-trough decline | -22.74% | -1.90% | -20.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.40% | 3.91% | +23.49% |
Volatility
AVGI.L vs. JEPG.L - Volatility Comparison
IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) has a higher volatility of 13.15% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 2.53%. This indicates that AVGI.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVGI.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.15% | 2.53% | +10.62% |
Volatility (6M)Calculated over the trailing 6-month period | 29.93% | 7.06% | +22.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.93% | 9.25% | +50.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9,794.55% | 10.90% | +9,783.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9,794.55% | 10.90% | +9,783.65% |
AVGI.L vs. JEPG.L - Expense Ratio Comparison
AVGI.L has a 0.55% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.
Dividends
AVGI.L vs. JEPG.L - Dividend Comparison
AVGI.L's dividend yield for the trailing twelve months is around 50.60%, more than JEPG.L's 8.16% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | 50.60% | 10.33% | 0.00% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% |
Frequently Asked Questions
AVGI.L and JEPG.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.55% for AVGI.L.
They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for AVGI.L and 0.35% for JEPG.L.
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