GLDI.L vs. JEPG.L
GLDI.L (IncomeShares Gold+ Yield ETP) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both Derivative Income funds. Both are actively managed. Over the past year, GLDI.L returned 10.63% vs 1.67% for JEPG.L. At a 0.16 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
GLDI.L vs. JEPG.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLDI.L achieves a -11.83% return, which is significantly lower than JEPG.L's -2.40% return.
GLDI.L
- 1D
- 0.00%
- 1M
- -8.90%
- YTD
- -11.83%
- 6M
- -14.93%
- 1Y
- 10.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- -0.04%
- 1M
- -0.71%
- YTD
- -2.40%
- 6M
- -1.92%
- 1Y
- 1.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDI.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GLDI.L IncomeShares Gold+ Yield ETP | -11.83% | 56.02% | 2.95% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -2.40% | 12.42% | 1.26% |
Correlation
The correlation between GLDI.L and JEPG.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2024 | 0.16 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLDI.L vs. JEPG.L — Risk / Return Rank
GLDI.L
JEPG.L
GLDI.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold+ Yield ETP (GLDI.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.
| GLDI.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.04 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.19 | +0.25 |
| Martin ratioReturn relative to average drawdown | 1.17 | 0.45 | +0.72 |
Loading charts...
Drawdowns
GLDI.L vs. JEPG.L - Drawdown Comparison
The maximum GLDI.L drawdown since its inception was -23.97%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for GLDI.L and JEPG.L.
Loading charts...
Drawdown Indicators
| GLDI.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.97% | -8.74% | -15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -23.97% | -8.74% | -15.23% |
Current DrawdownCurrent decline from peak | -23.97% | -7.73% | -16.24% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -1.82% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.04% | 3.68% | +5.36% |
Volatility
GLDI.L vs. JEPG.L - Volatility Comparison
IncomeShares Gold+ Yield ETP (GLDI.L) has a higher volatility of 7.50% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 3.23%. This indicates that GLDI.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.
Loading charts...
Volatility by Period
| GLDI.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 3.23% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 19.71% | 6.98% | +12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 9.15% | +13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.38% | 10.95% | +8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 10.95% | +8.43% |
GLDI.L vs. JEPG.L - Expense Ratio Comparison
Both GLDI.L and JEPG.L have an expense ratio of 0.35%.
Dividends
GLDI.L vs. JEPG.L - Dividend Comparison
GLDI.L's dividend yield for the trailing twelve months is around 6.81%, less than JEPG.L's 8.33% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GLDI.L IncomeShares Gold+ Yield ETP | 6.81% | 6.28% | 0.50% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% |
Frequently Asked Questions
GLDI.L and JEPG.L have a correlation of 0.17, 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.
GLDI.L and JEPG.L have the same expense ratio: 0.35% per year.
They also come from different issuers: Leverage Shares and JPMorgan.
Find the right allocation for GLDI.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.
Open Portfolio Optimizer