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EGMW.L vs. JEPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGMW.L vs. JEPG.L

Last updated Jun 5, 2026

EGMW.L (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both Global Equities funds. EGMW.L is passively managed, while JEPG.L is actively managed. Over the past year, EGMW.L returned 25.53% vs 1.71% for JEPG.L. At a 0.31 correlation, their price movements are largely independent. EGMW.L charges 0.20%/yr vs 0.35%/yr for JEPG.L.

Performance

EGMW.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGMW.L is traded in GBP, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGMW.L achieves a 9.42% return, which is significantly higher than JEPG.L's -2.25% return.

EGMW.L

1D
0.11%
1M
5.23%
YTD
9.42%
6M
9.73%
1Y
25.53%
3Y*
16.40%
5Y*
11.70%
10Y*
—

JEPG.L

1D
0.03%
1M
-0.47%
YTD
-2.25%
6M
-2.72%
1Y
1.71%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGMW.L vs. JEPG.L - Yearly Performance Comparison

2026 (YTD)202520242023
EGMW.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)		9.42%11.08%20.29%3.78%
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		-2.25%4.39%9.72%0.25%

Correlation

The correlation between EGMW.L and JEPG.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.31

EGMW.L vs. JEPG.L - Sectors Allocation Comparison

Sectors
EGMW.L
JEPG.L

Technology

31.1%
21.1%

Financial Services

16.1%
13.6%

Industrials

10.0%
6.7%

Healthcare

9.1%
13.4%

Communication Services

8.9%
11.3%

Consumer Cyclical

8.8%
5.9%

Consumer Defensive

4.4%
10.2%

Energy

4.0%
1.6%

Basic Materials

3.0%
4.7%

Utilities

2.4%
8.3%

Real Estate

2.1%
2.2%

Technology

EGMW.L
31.1%
JEPG.L
21.1%

Financial Services

EGMW.L
16.1%
JEPG.L
13.6%

Industrials

EGMW.L
10.0%
JEPG.L
6.7%

Healthcare

EGMW.L
9.1%
JEPG.L
13.4%

Communication Services

EGMW.L
8.9%
JEPG.L
11.3%

Consumer Cyclical

EGMW.L
8.8%
JEPG.L
5.9%

Consumer Defensive

EGMW.L
4.4%
JEPG.L
10.2%

Energy

EGMW.L
4.0%
JEPG.L
1.6%

Basic Materials

EGMW.L
3.0%
JEPG.L
4.7%

Utilities

EGMW.L
2.4%
JEPG.L
8.3%

Real Estate

EGMW.L
2.1%
JEPG.L
2.2%

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iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)

JPM Global Equity Premium Income Active UCITS ETF - USD Dist

Often compared with EGMW.L:
EGMW.L vs. V3AB.LEGMW.L vs. ^GSPCEGMW.L vs. VEVE.LEGMW.L vs. CSPX.LEGMW.L vs. SPYEGMW.L vs. IWDA.LEGMW.L vs. EGLN.L
Often compared with JEPG.L:
JEPG.L vs. JEPQJEPG.L vs. QYLDJEPG.L vs. WINC.ASJEPG.L vs. VOOJEPG.L vs. VDIV.DEJEPG.L vs. DEM.LJEPG.L vs. VWRD.L

Return for Risk

EGMW.L vs. JEPG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGMW.L
EGMW.L Risk / Return Rank: 7676
Overall Rank
EGMW.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EGMW.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
EGMW.L Omega Ratio Rank: 7979
Omega Ratio Rank
EGMW.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EGMW.L Martin Ratio Rank: 7676
Martin Ratio Rank
JEPG.L
JEPG.L Risk / Return Rank: 1010
Overall Rank
JEPG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 99
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1010
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.

EGMW.L vs. JEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.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.

EGMW.LJEPG.LDifference
Sharpe ratioReturn per unit of total volatility
2.46
0.17

+2.29

Sortino ratioReturn per unit of downside risk
3.40
0.30

+3.10

Omega ratioGain probability vs. loss probability

1.46

1.04

+0.43

Calmar ratioReturn relative to maximum drawdown

3.56

0.19

+3.37

Martin ratioReturn relative to average drawdown

14.23

0.54

+13.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGMW.L vs. JEPG.L - Sharpe Ratio Comparison

The current EGMW.L Sharpe Ratio is 2.46, which is higher than the JEPG.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of EGMW.L and JEPG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EGMW.LJEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

0.17

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.42

+0.37

Drawdowns

EGMW.L vs. JEPG.L - Drawdown Comparison

The maximum EGMW.L drawdown since its inception was -23.48%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for EGMW.L and JEPG.L.

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Drawdown Indicators

EGMW.LJEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-8.78%

-14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-8.78%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

—

—

Current Drawdown

Current decline from peak

-0.15%

-7.54%

+7.39%

Average Drawdown

Average peak-to-trough decline

-3.95%

-2.79%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.14%

-1.35%

Volatility

EGMW.L vs. JEPG.L - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.L) is 2.55%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 2.91%. This indicates that EGMW.L experiences smaller price fluctuations and is considered to be less risky 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

EGMW.LJEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

2.91%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

7.32%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

10.24%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

11.34%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

11.34%

+4.71%

EGMW.L vs. JEPG.L - Expense Ratio Comparison

EGMW.L has a 0.20% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.

Dividends

EGMW.L vs. JEPG.L - Dividend Comparison

EGMW.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.

PositionTTM20252024
EGMW.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)		0.00%0.00%0.00%
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		8.88%7.86%6.50%

Frequently Asked Questions

EGMW.L and JEPG.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EGMW.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EGMW.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEPG.L.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for EGMW.L and 0.35% for JEPG.L.

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