JEGA.AX vs. IHD.AX
JEGA.AX (JPMorgan Global Equity Premium Income Complex ETF) and IHD.AX (iShares S&P/ASX Dividend Opportunities ESG Screened ETF) are both Dividend funds. JEGA.AX is actively managed, while IHD.AX is passively managed. Over the past year, JEGA.AX returned -5.03% vs 18.31% for IHD.AX. At a 0.14 correlation, their price movements are largely independent.
Performance
JEGA.AX vs. IHD.AX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JEGA.AX achieves a -5.60% return, which is significantly lower than IHD.AX's 6.05% return.
JEGA.AX
- 1D
- 0.49%
- 1M
- 2.12%
- 6M
- -4.93%
- YTD
- -5.60%
- 1Y
- -5.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IHD.AX
- 1D
- -0.06%
- 1M
- -1.76%
- 6M
- 5.07%
- YTD
- 6.05%
- 1Y
- 18.31%
- 3Y*
- 14.60%
- 5Y*
- 9.20%
- 10Y*
- 8.02%
JEGA.AX vs. IHD.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEGA.AX JPMorgan Global Equity Premium Income Complex ETF | -5.60% | 2.55% | 6.18% |
IHD.AX iShares S&P/ASX Dividend Opportunities ESG Screened ETF | 6.05% | 20.16% | 3.27% |
Correlation
The correlation between JEGA.AX and IHD.AX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2024 | 0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JEGA.AX vs. IHD.AX — Risk / Return Rank
JEGA.AX
IHD.AX
JEGA.AX vs. IHD.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income Complex ETF (JEGA.AX) and iShares S&P/ASX Dividend Opportunities ESG Screened ETF (IHD.AX). 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.
| JEGA.AX | IHD.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.67 | -2.97 |
| Martin ratioReturn relative to average drawdown | -0.63 | 8.30 | -8.93 |
Loading charts...
Drawdowns
JEGA.AX vs. IHD.AX - Drawdown Comparison
The maximum JEGA.AX drawdown since its inception was -17.60%, smaller than the maximum IHD.AX drawdown of -36.45%. Use the drawdown chart below to compare losses from any high point for JEGA.AX and IHD.AX.
Loading charts...
Drawdown Indicators
| JEGA.AX | IHD.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.60% | -36.45% | +18.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.83% | -7.00% | -7.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.45% | — |
Current DrawdownCurrent decline from peak | -11.87% | -1.76% | -10.11% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -5.61% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 2.28% | +4.89% |
Volatility
JEGA.AX vs. IHD.AX - Volatility Comparison
JPMorgan Global Equity Premium Income Complex ETF (JEGA.AX) has a higher volatility of 3.82% compared to iShares S&P/ASX Dividend Opportunities ESG Screened ETF (IHD.AX) at 2.23%. This indicates that JEGA.AX's price experiences larger fluctuations and is considered to be riskier than IHD.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JEGA.AX | IHD.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 2.23% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 9.68% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 12.40% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.08% | 13.00% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.08% | 14.97% | -1.89% |
Dividends
JEGA.AX vs. IHD.AX - Dividend Comparison
JEGA.AX's dividend yield for the trailing twelve months is around 5.20%, more than IHD.AX's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHD.AX iShares S&P/ASX Dividend Opportunities ESG Screened ETF | 4.03% | 4.16% | 5.53% | 4.56% | 6.57% | 5.33% | 1.93% | 6.41% | 6.10% | 4.91% | 3.79% | 6.85% |
JEGA.AX JPMorgan Global Equity Premium Income Complex ETF | 5.20% | 6.92% | 2.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGA.AX and IHD.AX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: JPMorgan and iShares.
Find the right allocation for JEGA.AX and IHD.AX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer