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

Performance

GLDE.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Gold + Yield ETP GBP (GLDE.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

GLDE.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, GLDE.L achieves a -9.89% return, which is significantly lower than JEPG.L's -0.17% return.


GLDE.L

1D
0.00%
1M
-6.68%
YTD
-9.89%
6M
-12.65%
1Y
14.49%
3Y*
5Y*
10Y*

JEPG.L

1D
0.00%
1M
1.37%
YTD
-0.17%
6M
0.56%
1Y
5.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
GLDE.L
IncomeShares Gold + Yield ETP GBP
-9.89%45.46%4.60%
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF USD (dist)
-0.36%4.41%2.32%

Correlation

The correlation between GLDE.L and JEPG.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2024

0.06

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Return for Risk

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

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

GLDE.L
GLDE.L Risk / Return Rank: 1717
Overall Rank
GLDE.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GLDE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
GLDE.L Omega Ratio Rank: 2828
Omega Ratio Rank
GLDE.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GLDE.L Martin Ratio Rank: 1313
Martin Ratio Rank

JEPG.L
JEPG.L Risk / Return Rank: 1111
Overall Rank
JEPG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1010
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1111
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP GBP (GLDE.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.

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.


GLDE.LJEPG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.18

1.10

+0.08

Calmar ratioReturn relative to maximum drawdown

0.47

0.62

-0.15

Martin ratioReturn relative to average drawdown

0.80

1.57

-0.77

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

The current GLDE.L Sharpe Ratio is 0.31, which is lower than the JEPG.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of GLDE.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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Drawdowns

GLDE.L vs. JEPG.L - Drawdown Comparison

The maximum GLDE.L drawdown since its inception was -30.99%, 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 GLDE.L and JEPG.L.


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Drawdown Indicators


GLDE.LJEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-8.78%

-22.21%

Max Drawdown (1Y)

Largest decline over 1 year

-30.99%

-8.78%

-22.21%

Current Drawdown

Current decline from peak

-30.50%

-5.56%

-24.94%

Average Drawdown

Average peak-to-trough decline

-9.01%

-2.86%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.16%

3.46%

+14.70%

Volatility

GLDE.L vs. JEPG.L - Volatility Comparison

IncomeShares Gold + Yield ETP GBP (GLDE.L) has a higher volatility of 6.89% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 3.50%. This indicates that GLDE.L's price experiences larger fluctuations and is considered to be riskier 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


GLDE.LJEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

3.50%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

7.69%

+10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

47.13%

10.22%

+36.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.29%

11.39%

+24.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.29%

11.39%

+24.90%

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

Both GLDE.L and JEPG.L have an expense ratio of 0.35%.


Dividends

GLDE.L vs. JEPG.L - Dividend Comparison

GLDE.L's dividend yield for the trailing twelve months is around 6.68%, less than JEPG.L's 8.33% yield.


Frequently Asked Questions


GLDE.L and JEPG.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLDE.L and JEPG.L have the same expense ratio: 0.35% per year.

They also come from different issuers: Leverage Shares and JPMorgan.

Portfolio Optimizer

Find the right allocation for GLDE.L and JEPG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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