IQQA.DE vs. JGPI.DE
IQQA.DE (iShares Euro Dividend UCITS ETF) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - IQQA.DE is a Dividend fund tracking the EURO STOXX® Select Dividend 30, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. IQQA.DE is passively managed, while JGPI.DE is actively managed. Over the past year, IQQA.DE returned 20.58% vs -0.44% for JGPI.DE. At a 0.23 correlation, their price movements are largely independent. IQQA.DE charges 0.40%/yr vs 0.35%/yr for JGPI.DE.
Performance
IQQA.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQA.DE achieves a 7.95% return, which is significantly higher than JGPI.DE's -1.21% return.
IQQA.DE
- 1D
- 0.27%
- 1M
- 1.04%
- YTD
- 7.95%
- 6M
- 10.88%
- 1Y
- 20.58%
- 3Y*
- 19.98%
- 5Y*
- 9.05%
- 10Y*
- 7.33%
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQQA.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IQQA.DE iShares Euro Dividend UCITS ETF | 7.95% | 42.50% | 7.96% | 0.67% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between IQQA.DE and JGPI.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.23 |
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Return for Risk
IQQA.DE vs. JGPI.DE — Risk / Return Rank
IQQA.DE
JGPI.DE
IQQA.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) 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.
| IQQA.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | -0.12 | +2.79 |
| Martin ratioReturn relative to average drawdown | 8.25 | -0.32 | +8.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQA.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | -0.12 | +1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.46 | -0.27 |
Drawdowns
IQQA.DE vs. JGPI.DE - Drawdown Comparison
The maximum IQQA.DE drawdown since its inception was -71.63%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and JGPI.DE.
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Drawdown Indicators
| IQQA.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -12.10% | -59.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | -8.18% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | — | — |
Current DrawdownCurrent decline from peak | -1.54% | -8.94% | +7.40% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -4.41% | -18.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 3.05% | -0.51% |
Volatility
IQQA.DE vs. JGPI.DE - Volatility Comparison
iShares Euro Dividend UCITS ETF (IQQA.DE) has a higher volatility of 3.40% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that IQQA.DE's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQA.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.53% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 5.35% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 7.92% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 9.59% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 9.59% | +7.69% |
IQQA.DE vs. JGPI.DE - Expense Ratio Comparison
IQQA.DE has a 0.40% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
IQQA.DE vs. JGPI.DE - Dividend Comparison
IQQA.DE's dividend yield for the trailing twelve months is around 3.99%, less than JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQA.DE iShares Euro Dividend UCITS ETF | 3.99% | 4.35% | 5.86% | 5.83% | 5.26% | 3.68% | 3.54% | 4.81% | 4.81% | 3.90% | 3.96% | 3.98% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQQA.DE and JGPI.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for IQQA.DE.
IQQA.DE is categorized as Dividend, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.40% for IQQA.DE and 0.35% for JGPI.DE.
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