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

IGSG.L vs. JEPG.L

Last updated Jun 5, 2026

IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both Global Equities funds. IGSG.L is passively managed, while JEPG.L is actively managed. Over the past year, IGSG.L returned 24.21% vs 1.71% for JEPG.L. At a 0.33 correlation, their price movements are largely independent. IGSG.L charges 0.60%/yr vs 0.35%/yr for JEPG.L.

Performance

IGSG.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.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

IGSG.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, IGSG.L achieves a 9.09% return, which is significantly higher than JEPG.L's -2.25% return.

IGSG.L

1D
0.37%
1M
4.29%
YTD
9.09%
6M
9.86%
1Y
24.21%
3Y*
14.94%
5Y*
11.83%
10Y*
13.10%

JEPG.L

1D
0.03%
1M
-0.47%
YTD
-2.25%
6M
-2.72%
1Y
1.71%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		9.09%14.21%12.74%3.57%
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		-2.28%4.39%9.72%0.25%

Correlation

The correlation between IGSG.L and JEPG.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.33

IGSG.L vs. JEPG.L - Sectors Allocation Comparison

Sectors
IGSG.L
JEPG.L

Technology

35.6%
21.1%

Financial Services

19.7%
13.6%

Industrials

12.8%
6.7%

Healthcare

9.1%
13.4%

Basic Materials

5.3%
4.7%

Energy

3.8%
1.6%

Consumer Cyclical

3.4%
5.9%

Communication Services

3.3%
11.3%

Utilities

3.1%
8.3%

Real Estate

2.1%
2.2%

Consumer Defensive

1.9%
10.2%

Technology

IGSG.L
35.6%
JEPG.L
21.1%

Financial Services

IGSG.L
19.7%
JEPG.L
13.6%

Industrials

IGSG.L
12.8%
JEPG.L
6.7%

Healthcare

IGSG.L
9.1%
JEPG.L
13.4%

Basic Materials

IGSG.L
5.3%
JEPG.L
4.7%

Energy

IGSG.L
3.8%
JEPG.L
1.6%

Consumer Cyclical

IGSG.L
3.4%
JEPG.L
5.9%

Communication Services

IGSG.L
3.3%
JEPG.L
11.3%

Utilities

IGSG.L
3.1%
JEPG.L
8.3%

Real Estate

IGSG.L
2.1%
JEPG.L
2.2%

Consumer Defensive

IGSG.L
1.9%
JEPG.L
10.2%

Compare stocks, funds, or ETFs

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iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)

JPM Global Equity Premium Income Active UCITS ETF - USD Dist

Often compared with IGSG.L:
IGSG.L vs. CIND.LIGSG.L vs. VYMIGSG.L vs. VUSA.LIGSG.L vs. XDEQ.LIGSG.L vs. ^GSPCIGSG.L vs. SSAC.LIGSG.L vs. MWOZ.L
Often compared with JEPG.L:
JEPG.L vs. JEPQJEPG.L vs. QYLDJEPG.L vs. WINC.ASJEPG.L vs. VOOJEPG.L vs. VDIV.DEJEPG.L vs. DEM.LJEPG.L vs. VWRD.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGSG.L
IGSG.L Risk / Return Rank: 6868
Overall Rank
IGSG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IGSG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
IGSG.L Omega Ratio Rank: 7474
Omega Ratio Rank
IGSG.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IGSG.L Martin Ratio Rank: 6464
Martin Ratio Rank
JEPG.L
JEPG.L Risk / Return Rank: 1010
Overall Rank
JEPG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 99
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1010
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.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.

IGSG.LJEPG.LDifference
Sharpe ratioReturn per unit of total volatility
2.32
0.17

+2.15

Sortino ratioReturn per unit of downside risk
3.14
0.30

+2.84

Omega ratioGain probability vs. loss probability

1.43

1.04

+0.39

Calmar ratioReturn relative to maximum drawdown

2.97

0.19

+2.78

Martin ratioReturn relative to average drawdown

11.52

0.54

+10.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IGSG.L Sharpe Ratio is 2.32, which is higher than the JEPG.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IGSG.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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Sharpe Ratios by Period

IGSG.LJEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

0.17

+2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.42

+0.32

Drawdowns

IGSG.L vs. JEPG.L - Drawdown Comparison

The maximum IGSG.L drawdown since its inception was -24.74%, 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 IGSG.L and JEPG.L.

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Drawdown Indicators

IGSG.LJEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.74%

-8.78%

-15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-8.78%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-16.54%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-24.74%

—

—

Current Drawdown

Current decline from peak

0.00%

-7.54%

+7.54%

Average Drawdown

Average peak-to-trough decline

-3.70%

-2.79%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.14%

-1.02%

Volatility

IGSG.L vs. JEPG.L - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) have volatilities of 2.92% and 2.91%, 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

IGSG.LJEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.91%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

7.32%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

10.24%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

11.34%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

11.34%

+2.80%

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

IGSG.L has a 0.60% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.

Dividends

IGSG.L vs. JEPG.L - Dividend Comparison

IGSG.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.

PositionTTM20252024
IGSG.L
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)		0.00%0.00%0.00%
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		8.88%7.86%6.50%

Frequently Asked Questions

IGSG.L and JEPG.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.60% for IGSG.L.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.60% for IGSG.L and 0.35% for JEPG.L.

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