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DJAM.DE vs. JGPI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJAM.DE vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). The values are adjusted to include any dividend payments, if applicable.

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DJAM.DE vs. JGPI.DE - Yearly Performance Comparison


2026 (YTD)202520242023
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
-2.02%2.01%21.39%2.09%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
2.66%-1.00%14.61%-1.17%

Returns By Period

In the year-to-date period, DJAM.DE achieves a -2.02% return, which is significantly lower than JGPI.DE's 2.66% return.


DJAM.DE

1D
-0.05%
1M
-2.87%
YTD
-2.02%
6M
2.22%
1Y
4.87%
3Y*
10.84%
5Y*
8.93%
10Y*
11.64%

JGPI.DE

1D
0.04%
1M
-1.95%
YTD
2.66%
6M
4.24%
1Y
-2.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DJAM.DE vs. JGPI.DE - Expense Ratio Comparison

DJAM.DE has a 0.50% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.


Return for Risk

DJAM.DE vs. JGPI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DJAM.DE
DJAM.DE Risk / Return Rank: 2727
Overall Rank
DJAM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DJAM.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
DJAM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
DJAM.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
DJAM.DE Martin Ratio Rank: 3838
Martin Ratio Rank

JGPI.DE
JGPI.DE Risk / Return Rank: 88
Overall Rank
JGPI.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 77
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 99
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.

DJAM.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.


DJAM.DEJGPI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.23

+0.53

Sortino ratio

Return per unit of downside risk

0.51

-0.23

+0.74

Omega ratio

Gain probability vs. loss probability

1.07

0.97

+0.10

Calmar ratio

Return relative to maximum drawdown

1.41

-0.19

+1.60

Martin ratio

Return relative to average drawdown

4.53

-0.38

+4.92

DJAM.DE vs. JGPI.DE - Sharpe Ratio Comparison

The current DJAM.DE Sharpe Ratio is 0.29, which is higher than the JGPI.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of DJAM.DE and JGPI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DJAM.DEJGPI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.23

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.64

-0.05

Correlation

The correlation between DJAM.DE and JGPI.DE is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DJAM.DE vs. JGPI.DE - Dividend Comparison

DJAM.DE's dividend yield for the trailing twelve months is around 0.81%, less than JGPI.DE's 7.78% yield.


TTM20252024202320222021202020192018201720162015
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
0.81%0.79%1.17%1.06%1.80%1.11%1.62%1.25%1.90%1.71%2.26%2.44%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
7.78%7.74%6.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DJAM.DE vs. JGPI.DE - Drawdown Comparison

The maximum DJAM.DE drawdown since its inception was -47.32%, which is greater than JGPI.DE's maximum drawdown of -12.16%. Use the drawdown chart below to compare losses from any high point for DJAM.DE and JGPI.DE.


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Drawdown Indicators


DJAM.DEJGPI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-12.16%

-35.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-7.91%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

Current Drawdown

Current decline from peak

-5.47%

-5.61%

+0.14%

Average Drawdown

Average peak-to-trough decline

-7.87%

-4.23%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.69%

-0.40%

Volatility

DJAM.DE vs. JGPI.DE - Volatility Comparison

Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) has a higher volatility of 3.98% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.81%. This indicates that DJAM.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


DJAM.DEJGPI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.81%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

5.52%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

11.11%

+5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

9.71%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

9.71%

+6.41%