HDEM.L vs. JGPI.DE
Compare and contrast key facts about Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).
HDEM.L and JGPI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HDEM.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on May 27, 2016. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HDEM.L or JGPI.DE.
Correlation
The correlation between HDEM.L and JGPI.DE is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HDEM.L vs. JGPI.DE - Performance Comparison
Key characteristics
HDEM.L:
0.47
JGPI.DE:
2.13
HDEM.L:
0.75
JGPI.DE:
3.13
HDEM.L:
1.10
JGPI.DE:
1.40
HDEM.L:
0.66
JGPI.DE:
4.24
HDEM.L:
1.24
JGPI.DE:
14.51
HDEM.L:
4.78%
JGPI.DE:
1.21%
HDEM.L:
12.50%
JGPI.DE:
8.26%
HDEM.L:
-32.18%
JGPI.DE:
-4.15%
HDEM.L:
-4.88%
JGPI.DE:
0.00%
Returns By Period
In the year-to-date period, HDEM.L achieves a 1.90% return, which is significantly lower than JGPI.DE's 5.23% return.
HDEM.L
1.90%
2.17%
5.86%
5.17%
1.65%
N/A
JGPI.DE
5.23%
4.83%
11.69%
16.75%
N/A
N/A
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HDEM.L vs. JGPI.DE - Expense Ratio Comparison
HDEM.L has a 0.49% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Risk-Adjusted Performance
HDEM.L vs. JGPI.DE — Risk-Adjusted Performance Rank
HDEM.L
JGPI.DE
HDEM.L vs. JGPI.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). 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.
Dividends
HDEM.L vs. JGPI.DE - Dividend Comparison
HDEM.L's dividend yield for the trailing twelve months is around 5.52%, less than JGPI.DE's 6.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF | 5.52% | 5.62% | 6.08% | 8.93% | 5.96% | 4.31% | 5.23% | 5.37% | 6.81% | 3.33% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 5.75% | 6.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HDEM.L vs. JGPI.DE - Drawdown Comparison
The maximum HDEM.L drawdown since its inception was -32.18%, which is greater than JGPI.DE's maximum drawdown of -4.15%. Use the drawdown chart below to compare losses from any high point for HDEM.L and JGPI.DE. For additional features, visit the drawdowns tool.
Volatility
HDEM.L vs. JGPI.DE - Volatility Comparison
The current volatility for Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) is 2.99%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 3.40%. This indicates that HDEM.L experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.