GBDV.L vs. JEPG.L
Compare and contrast key facts about SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L).
GBDV.L and JEPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GBDV.L is a passively managed fund by State Street that tracks the performance of the S&P Global Dividend Aristocrats index. It was launched on May 14, 2013. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
GBDV.L vs. JEPG.L - Performance Comparison
Loading graphics...
GBDV.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GBDV.L SPDR S&P Global Dividend Aristocrats UCITS | 5.12% | 10.06% | 9.77% | 3.96% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 2.97% | 4.39% | 9.72% | 0.25% |
Different Trading Currencies
GBDV.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, GBDV.L achieves a 5.12% return, which is significantly higher than JEPG.L's 2.90% return.
GBDV.L
- 1D
- 0.63%
- 1M
- -1.33%
- YTD
- 5.12%
- 6M
- 8.41%
- 1Y
- 14.85%
- 3Y*
- 10.51%
- 5Y*
- 8.11%
- 10Y*
- 8.17%
JEPG.L
- 1D
- 0.00%
- 1M
- -1.65%
- YTD
- 2.90%
- 6M
- 4.88%
- 1Y
- 2.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GBDV.L vs. JEPG.L - Expense Ratio Comparison
GBDV.L has a 0.45% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.
Return for Risk
GBDV.L vs. JEPG.L — Risk / Return Rank
GBDV.L
JEPG.L
GBDV.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GBDV.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.
| GBDV.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.18 | +1.15 |
Sortino ratioReturn per unit of downside risk | 1.76 | 0.32 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.04 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 0.60 | +2.26 |
Martin ratioReturn relative to average drawdown | 9.93 | 1.49 | +8.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GBDV.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.18 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.65 | 0.00 |
Correlation
The correlation between GBDV.L and JEPG.L is 0.46, 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
GBDV.L vs. JEPG.L - Dividend Comparison
GBDV.L's dividend yield for the trailing twelve months is around 4.59%, less than JEPG.L's 7.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBDV.L SPDR S&P Global Dividend Aristocrats UCITS | 4.59% | 4.91% | 4.49% | 4.87% | 5.05% | 4.26% | 4.41% | 4.41% | 5.18% | 4.26% | 4.74% | 5.72% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.96% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GBDV.L vs. JEPG.L - Drawdown Comparison
The maximum GBDV.L drawdown since its inception was -34.77%, which is greater than JEPG.L's maximum drawdown of -8.39%. Use the drawdown chart below to compare losses from any high point for GBDV.L and JEPG.L.
Loading graphics...
Drawdown Indicators
| GBDV.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.77% | -7.92% | -26.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.70% | -7.59% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.77% | — | — |
Current DrawdownCurrent decline from peak | -3.40% | -4.46% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -1.35% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 1.96% | -0.22% |
Volatility
GBDV.L vs. JEPG.L - Volatility Comparison
The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) is 3.46%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 4.28%. This indicates that GBDV.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.
Loading graphics...
Volatility by Period
| GBDV.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.28% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 7.22% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 12.45% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.80% | 11.46% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.19% | 11.46% | +2.73% |