IQQN.DE vs. JGPI.DE
IQQN.DE (iShares MSCI North America UCITS ETF) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both Large Cap Blend Equities funds. IQQN.DE is passively managed, while JGPI.DE is actively managed. Over the past year, IQQN.DE returned 24.97% vs -0.44% for JGPI.DE. At a 0.37 correlation, their price movements are largely independent. IQQN.DE charges 0.40%/yr vs 0.35%/yr for JGPI.DE.
Performance
IQQN.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQN.DE achieves a 11.09% return, which is significantly higher than JGPI.DE's -1.21% return.
IQQN.DE
- 1D
- -0.05%
- 1M
- 4.42%
- YTD
- 11.09%
- 6M
- 10.54%
- 1Y
- 24.97%
- 3Y*
- 18.64%
- 5Y*
- 13.97%
- 10Y*
- 14.38%
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQQN.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 11.09% | 4.95% | 31.43% | 2.25% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between IQQN.DE and JGPI.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.37 |
The correlation between IQQN.DE and JGPI.DE shifts across timeframes, from 0.21 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IQQN.DE vs. JGPI.DE — Risk / Return Rank
IQQN.DE
JGPI.DE
IQQN.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.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.
| IQQN.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.99 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | -0.12 | +3.58 |
| Martin ratioReturn relative to average drawdown | 12.25 | -0.32 | +12.57 |
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
| IQQN.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | -0.12 | +2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.12 |
Drawdowns
IQQN.DE vs. JGPI.DE - Drawdown Comparison
The maximum IQQN.DE drawdown since its inception was -52.40%, 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 IQQN.DE and JGPI.DE.
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Drawdown Indicators
| IQQN.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.40% | -12.10% | -40.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -8.18% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.38% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -8.94% | +8.59% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -4.41% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.05% | -1.00% |
Volatility
IQQN.DE vs. JGPI.DE - Volatility Comparison
iShares MSCI North America UCITS ETF (IQQN.DE) has a higher volatility of 2.66% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that IQQN.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
| IQQN.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.53% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 5.35% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 7.92% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 9.59% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 9.59% | +6.50% |
IQQN.DE vs. JGPI.DE - Expense Ratio Comparison
IQQN.DE has a 0.40% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
IQQN.DE vs. JGPI.DE - Dividend Comparison
IQQN.DE's dividend yield for the trailing twelve months is around 0.61%, less than JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 0.61% | 0.68% | 0.75% | 0.99% | 1.15% | 0.73% | 1.09% | 1.22% | 1.42% | 1.34% | 1.37% | 1.53% |
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
IQQN.DE and JGPI.DE have a correlation of 0.21, 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 IQQN.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.40% for IQQN.DE and 0.35% for JGPI.DE.
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