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GLDV.MI vs. JEIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDV.MI vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

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GLDV.MI vs. JEIP.L - Yearly Performance Comparison


Different Trading Currencies

GLDV.MI is traded in EUR, while JEIP.L is traded in GBp. To make them comparable, the JEIP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDV.MI achieves a 4.13% return, which is significantly higher than JEIP.L's 1.52% return.


GLDV.MI

1D
0.49%
1M
-3.11%
YTD
4.13%
6M
7.37%
1Y
8.29%
3Y*
9.86%
5Y*
6.71%
10Y*
6.37%

JEIP.L

1D
0.76%
1M
-3.33%
YTD
1.52%
6M
4.85%
1Y
0.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDV.MI vs. JEIP.L - Expense Ratio Comparison

GLDV.MI has a 0.45% expense ratio, which is higher than JEIP.L's 0.35% expense ratio.


Return for Risk

GLDV.MI vs. JEIP.L — Risk / Return Rank

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

GLDV.MI
GLDV.MI Risk / Return Rank: 3131
Overall Rank
GLDV.MI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GLDV.MI Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLDV.MI Omega Ratio Rank: 3131
Omega Ratio Rank
GLDV.MI Calmar Ratio Rank: 2828
Calmar Ratio Rank
GLDV.MI Martin Ratio Rank: 3434
Martin Ratio Rank

JEIP.L
JEIP.L Risk / Return Rank: 2626
Overall Rank
JEIP.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2222
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3333
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.

GLDV.MI vs. JEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.


GLDV.MIJEIP.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.08

+0.60

Sortino ratio

Return per unit of downside risk

0.95

0.18

+0.76

Omega ratio

Gain probability vs. loss probability

1.13

1.03

+0.11

Calmar ratio

Return relative to maximum drawdown

0.73

0.14

+0.59

Martin ratio

Return relative to average drawdown

3.21

0.49

+2.72

GLDV.MI vs. JEIP.L - Sharpe Ratio Comparison

The current GLDV.MI Sharpe Ratio is 0.68, which is higher than the JEIP.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of GLDV.MI and JEIP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLDV.MIJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.08

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

-0.10

+0.57

Correlation

The correlation between GLDV.MI and JEIP.L is 0.54, 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

GLDV.MI vs. JEIP.L - Dividend Comparison

GLDV.MI's dividend yield for the trailing twelve months is around 4.02%, less than JEIP.L's 7.50% yield.


TTM20252024202320222021202020192018201720162015
GLDV.MI
SPDR S&P Global Dividend Aristocrats UCITS
4.02%4.25%3.73%4.25%4.51%3.57%3.97%3.46%5.10%3.36%3.62%3.80%
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist
7.50%7.18%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLDV.MI vs. JEIP.L - Drawdown Comparison

The maximum GLDV.MI drawdown since its inception was -41.02%, which is greater than JEIP.L's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for GLDV.MI and JEIP.L.


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Drawdown Indicators


GLDV.MIJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.02%

-15.73%

-25.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-9.08%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

Max Drawdown (10Y)

Largest decline over 10 years

-41.02%

Current Drawdown

Current decline from peak

-3.81%

-3.62%

-0.19%

Average Drawdown

Average peak-to-trough decline

-6.91%

-5.40%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.82%

+0.76%

Volatility

GLDV.MI vs. JEIP.L - Volatility Comparison

SPDR S&P Global Dividend Aristocrats UCITS (GLDV.MI) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) have volatilities of 3.02% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDV.MIJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

2.94%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.67%

6.22%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

12.83%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

12.61%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

12.61%

+2.25%