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GINC.L vs. JSET.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GINC.L vs. JSET.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Global Equity Income UCITS ETF (GINC.L) and JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GINC.L is traded in GBp, while JSET.L is traded in GBP. To make them comparable, the JSET.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GINC.L achieves a 12.60% return, which is significantly higher than JSET.L's -1.70% return.


GINC.L

1D
-0.20%
1M
0.57%
6M
10.26%
YTD
12.60%
1Y
28.66%
3Y*
19.76%
5Y*
12.70%
10Y*

JSET.L

1D
-0.70%
1M
-1.59%
6M
-1.17%
YTD
-1.70%
1Y
-0.09%
3Y*
2.93%
5Y*
1.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GINC.L vs. JSET.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GINC.L
First Trust Global Equity Income UCITS ETF
12.60%30.32%6.57%10.62%4.04%10.87%-8.93%11.11%-6.32%
JSET.L
JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)
-1.70%7.88%-0.75%1.33%5.03%-6.82%5.33%-4.77%-10.78%

Correlation

The correlation between GINC.L and JSET.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2018

0.14

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Return for Risk

GINC.L vs. JSET.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GINC.L
GINC.L Risk / Return Rank: 9393
Overall Rank
GINC.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GINC.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
GINC.L Omega Ratio Rank: 9292
Omega Ratio Rank
GINC.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
GINC.L Martin Ratio Rank: 9191
Martin Ratio Rank

JSET.L
JSET.L Risk / Return Rank: 99
Overall Rank
JSET.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JSET.L Sortino Ratio Rank: 88
Sortino Ratio Rank
JSET.L Omega Ratio Rank: 88
Omega Ratio Rank
JSET.L Calmar Ratio Rank: 99
Calmar Ratio Rank
JSET.L Martin Ratio Rank: 99
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.

GINC.L vs. JSET.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Equity Income UCITS ETF (GINC.L) and JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.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.LJSET.LDifference
Sharpe ratioReturn per unit of total volatility

+2.85

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.50

1.00

+0.50

Calmar ratioReturn relative to maximum drawdown

5.26

-0.03

+5.29

Martin ratioReturn relative to average drawdown

17.20

-0.08

+17.28

GINC.L vs. JSET.L - Sharpe Ratio Comparison

The current GINC.L Sharpe Ratio is 2.83, which is higher than the JSET.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of GINC.L and JSET.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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Drawdowns

GINC.L vs. JSET.L - Drawdown Comparison

The maximum GINC.L drawdown since its inception was -29.42%, which is greater than JSET.L's maximum drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for GINC.L and JSET.L.


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Drawdown Indicators


GINC.LJSET.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.42%

-18.28%

-11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-2.70%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

-14.03%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-12.34%

-14.03%

+1.69%

Current Drawdown

Current decline from peak

-0.75%

-7.86%

+7.11%

Average Drawdown

Average peak-to-trough decline

-5.97%

-12.12%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.05%

+0.64%

Volatility

GINC.L vs. JSET.L - Volatility Comparison

First Trust Global Equity Income UCITS ETF (GINC.L) has a higher volatility of 2.36% compared to JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L) at 1.01%. This indicates that GINC.L's price experiences larger fluctuations and is considered to be riskier than JSET.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.LJSET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

1.01%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

2.79%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.25%

3.98%

+6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

10.13%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

10.08%

+5.20%

Dividends

GINC.L vs. JSET.L - Dividend Comparison

GINC.L's dividend yield for the trailing twelve months is around 3.38%, while JSET.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GINC.L
First Trust Global Equity Income UCITS ETF
3.38%3.67%4.33%5.62%5.35%3.84%3.47%3.95%3.66%3.20%
JSET.L
JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GINC.L and JSET.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: First Trust and ETF Issuer.

Portfolio Optimizer

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