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JEGA.DE vs. JGPI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEGA.DE vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). The values are adjusted to include any dividend payments, if applicable.

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JEGA.DE vs. JGPI.DE - Yearly Performance Comparison


2026 (YTD)202520242023
JEGA.DE
JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)
2.70%-0.34%14.24%-1.96%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
2.61%-1.01%14.60%-1.17%

Returns By Period

The year-to-date returns for both stocks are quite close, with JEGA.DE having a 2.70% return and JGPI.DE slightly lower at 2.61%.


JEGA.DE

1D
1.02%
1M
-3.08%
YTD
2.70%
6M
4.31%
1Y
-2.84%
3Y*
5Y*
10Y*

JGPI.DE

1D
0.72%
1M
-3.00%
YTD
2.61%
6M
4.04%
1Y
-3.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEGA.DE vs. JGPI.DE - Expense Ratio Comparison

Both JEGA.DE and JGPI.DE have an expense ratio of 0.35%.


Return for Risk

JEGA.DE vs. JGPI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEGA.DE
JEGA.DE Risk / Return Rank: 77
Overall Rank
JEGA.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JEGA.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
JEGA.DE Omega Ratio Rank: 77
Omega Ratio Rank
JEGA.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
JEGA.DE Martin Ratio Rank: 77
Martin Ratio Rank

JGPI.DE
JGPI.DE Risk / Return Rank: 66
Overall Rank
JGPI.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 66
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 77
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.

JEGA.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.


JEGA.DEJGPI.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.25

-0.29

+0.04

Sortino ratio

Return per unit of downside risk

-0.25

-0.30

+0.05

Omega ratio

Gain probability vs. loss probability

0.96

0.96

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.28

-0.34

+0.06

Martin ratio

Return relative to average drawdown

-0.52

-0.58

+0.06

JEGA.DE vs. JGPI.DE - Sharpe Ratio Comparison

The current JEGA.DE Sharpe Ratio is -0.25, which is comparable to the JGPI.DE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of JEGA.DE and JGPI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEGA.DEJGPI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.29

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.64

-0.02

Correlation

The correlation between JEGA.DE and JGPI.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JEGA.DE vs. JGPI.DE - Dividend Comparison

JEGA.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 7.78%.


Drawdowns

JEGA.DE vs. JGPI.DE - Drawdown Comparison

The maximum JEGA.DE drawdown since its inception was -12.37%, roughly equal to the maximum JGPI.DE drawdown of -12.16%. Use the drawdown chart below to compare losses from any high point for JEGA.DE and JGPI.DE.


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Drawdown Indicators


JEGA.DEJGPI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.37%

-12.16%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-9.37%

-0.32%

Current Drawdown

Current decline from peak

-5.14%

-5.66%

+0.52%

Average Drawdown

Average peak-to-trough decline

-4.10%

-4.23%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

4.55%

-0.27%

Volatility

JEGA.DE vs. JGPI.DE - Volatility Comparison

JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.DE) has a higher volatility of 3.11% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.96%. This indicates that JEGA.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


JEGA.DEJGPI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

2.96%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

5.52%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.13%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.83%

9.72%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.83%

9.72%

+0.11%