EXSG.DE vs. JGPI.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - EXSG.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. EXSG.DE is passively managed, while JGPI.DE is actively managed. Over the past year, EXSG.DE returned 21.30% vs -0.98% for JGPI.DE. At a 0.22 correlation, their price movements are largely independent. EXSG.DE charges 0.32%/yr vs 0.35%/yr for JGPI.DE.
Performance
EXSG.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly higher than JGPI.DE's -1.21% return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 3.45%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 21.30%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXSG.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 0.50% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between EXSG.DE and JGPI.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.22 |
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Return for Risk
EXSG.DE vs. JGPI.DE — Risk / Return Rank
EXSG.DE
JGPI.DE
EXSG.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.
| EXSG.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | -0.12 | +2.83 |
| Martin ratioReturn relative to average drawdown | 8.47 | -0.32 | +8.79 |
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
| EXSG.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | -0.12 | +1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.46 | -0.19 |
Drawdowns
EXSG.DE vs. JGPI.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, 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 EXSG.DE and JGPI.DE.
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Drawdown Indicators
| EXSG.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -12.10% | -58.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -8.18% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -8.94% | +7.61% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -4.41% | -16.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.05% | -0.54% |
Volatility
EXSG.DE vs. JGPI.DE - Volatility Comparison
iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) has a higher volatility of 3.34% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that EXSG.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
| EXSG.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 2.53% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 5.35% | +4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 7.92% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 9.59% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 9.59% | +8.13% |
EXSG.DE vs. JGPI.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
EXSG.DE vs. JGPI.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, less than JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXSG.DE and JGPI.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSG.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSG.DE is cheaper with a 0.32% expense ratio, compared with 0.35% for JGPI.DE.
EXSG.DE is categorized as Europe Equities, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.32% for EXSG.DE and 0.35% for JGPI.DE.
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