GINC.L vs. JEGP.L
GINC.L (First Trust Global Equity Income UCITS ETF USD (Dist)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both Global Equity Income funds. GINC.L is passively managed, while JEGP.L is actively managed. Over the past year, GINC.L returned 29.97% vs 4.57% for JEGP.L. At a 0.31 correlation, their price movements are largely independent. GINC.L charges 0.60%/yr vs 0.35%/yr for JEGP.L.
Performance
GINC.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, GINC.L achieves a 13.35% return, which is significantly higher than JEGP.L's -0.29% return.
GINC.L
- 1D
- 0.47%
- 1M
- 1.17%
- 6M
- 10.03%
- YTD
- 13.35%
- 1Y
- 29.97%
- 3Y*
- 20.02%
- 5Y*
- 12.85%
- 10Y*
- —
JEGP.L
- 1D
- 0.00%
- 1M
- 0.72%
- 6M
- -1.03%
- YTD
- -0.29%
- 1Y
- 4.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GINC.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GINC.L First Trust Global Equity Income UCITS ETF USD (Dist) | 13.35% | 30.32% | 6.57% | 5.70% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -0.29% | 4.70% | 9.52% | 7,918.65% |
Correlation
The correlation between GINC.L and JEGP.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.31 |
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Return for Risk
GINC.L vs. JEGP.L — Risk / Return Rank
GINC.L
JEGP.L
GINC.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Equity Income UCITS ETF USD (Dist) (GINC.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GINC.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.40 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.09 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 5.42 | 0.50 | +4.92 |
| Martin ratioReturn relative to average drawdown | 17.71 | 1.23 | +16.49 |
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Drawdowns
GINC.L vs. JEGP.L - Drawdown Comparison
The maximum GINC.L drawdown since its inception was -29.42%, which is greater than JEGP.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for GINC.L and JEGP.L.
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Drawdown Indicators
| GINC.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -9.25% | -20.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -9.25% | +3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -12.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.34% | — | — |
Current DrawdownCurrent decline from peak | -0.09% | -5.83% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -2.81% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 3.73% | -2.04% |
Volatility
GINC.L vs. JEGP.L - Volatility Comparison
The current volatility for First Trust Global Equity Income UCITS ETF USD (Dist) (GINC.L) is 2.39%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.90%. This indicates that GINC.L experiences smaller price fluctuations and is considered to be less risky than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GINC.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 2.90% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 6.93% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 8.90% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 4,853.22% | -4,840.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.28% | 4,853.22% | -4,837.94% |
GINC.L vs. JEGP.L - Expense Ratio Comparison
GINC.L has a 0.60% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.
Dividends
GINC.L vs. JEGP.L - Dividend Comparison
GINC.L's dividend yield for the trailing twelve months is around 3.36%, less than JEGP.L's 8.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GINC.L First Trust Global Equity Income UCITS ETF USD (Dist) | 3.36% | 3.67% | 4.33% | 5.62% | 5.35% | 3.84% | 3.47% | 3.95% | 3.66% | 3.20% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.24% | 8.01% | 6.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GINC.L and JEGP.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEGP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEGP.L is cheaper with a 0.35% expense ratio, compared with 0.60% for GINC.L.
They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.60% for GINC.L and 0.35% for JEGP.L.
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