DJAM.DE vs. JGPI.DE
Compare and contrast key facts about Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).
DJAM.DE and JGPI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJAM.DE is a passively managed fund by Amundi that tracks the performance of the Dow Jones Industrial Average. It was launched on Apr 4, 2001. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
DJAM.DE vs. JGPI.DE - Performance Comparison
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DJAM.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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*
- —
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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
DJAM.DE
JGPI.DE
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.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | -0.23 | +0.53 |
Sortino ratioReturn per unit of downside risk | 0.51 | -0.23 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.07 | 0.97 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | -0.19 | +1.60 |
Martin ratioReturn relative to average drawdown | 4.53 | -0.38 | +4.92 |
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
| DJAM.DE | JGPI.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.47% | -5.61% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -4.23% | -3.64% |
Ulcer IndexDepth 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.DE | JGPI.DE | Difference | |
|---|---|---|---|
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% |