JA13.DE vs. JGPI.DE
JA13.DE (JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - JA13.DE is a Government Bonds fund tracking the J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity, while JGPI.DE is a Derivative Income fund actively managed by JPMorgan. JA13.DE is passively managed, while JGPI.DE is actively managed. Over the past year, JA13.DE returned 4.50% vs 6.20% for JGPI.DE. At a 0.35 correlation, their price movements are largely independent. JA13.DE charges 0.07%/yr vs 0.35%/yr for JGPI.DE.
Performance
JA13.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JA13.DE achieves a 3.36% return, which is significantly higher than JGPI.DE's 2.46% return.
JA13.DE
- 1D
- -0.25%
- 1M
- 1.31%
- 6M
- 2.39%
- YTD
- 3.36%
- 1Y
- 4.50%
- 3Y*
- 3.52%
- 5Y*
- 2.47%
- 10Y*
- —
JGPI.DE
- 1D
- -0.36%
- 1M
- 1.85%
- 6M
- 1.10%
- YTD
- 2.46%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JA13.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JA13.DE JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | 3.36% | -6.52% | 9.95% | -1.81% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 2.46% | -0.67% | 14.32% | -1.40% |
Correlation
The correlation between JA13.DE and JGPI.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.35 |
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Return for Risk
JA13.DE vs. JGPI.DE — Risk / Return Rank
JA13.DE
JGPI.DE
JA13.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JA13.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 0.68 | +0.80 |
| Martin ratioReturn relative to average drawdown | 3.66 | 1.80 | +1.86 |
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Drawdowns
JA13.DE vs. JGPI.DE - Drawdown Comparison
The maximum JA13.DE drawdown since its inception was -15.21%, which is greater than JGPI.DE's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for JA13.DE and JGPI.DE.
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Drawdown Indicators
| JA13.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.21% | -12.12% | -3.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.53% | -9.09% | +5.56% |
Max Drawdown (3Y)Largest decline over 3 years | -10.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.52% | — | — |
Current DrawdownCurrent decline from peak | -5.49% | -5.65% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -4.52% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 3.43% | -2.00% |
Volatility
JA13.DE vs. JGPI.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.DE) is 1.43%, while JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a volatility of 3.00%. This indicates that JA13.DE 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.
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Volatility by Period
| JA13.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 3.00% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 7.38% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.53% | 10.17% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 10.31% | -3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.59% | 10.31% | -1.72% |
JA13.DE vs. JGPI.DE - Expense Ratio Comparison
JA13.DE has a 0.07% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
JA13.DE vs. JGPI.DE - Dividend Comparison
JA13.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JA13.DE JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.09% | 8.08% | 6.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JA13.DE and JGPI.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JA13.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JA13.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for JGPI.DE.
JA13.DE is categorized as Government Bonds, while JGPI.DE is Derivative Income. Their fees differ too: 0.07% for JA13.DE and 0.35% for JGPI.DE.
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