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JEGA.L vs. JEIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEGA.L vs. JEIP.L - 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.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

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JEGA.L vs. JEIP.L - Yearly Performance Comparison


Different Trading Currencies

JEGA.L is traded in USD, while JEIP.L is traded in GBp. To make them comparable, the JEIP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEGA.L achieves a -0.36% return, which is significantly higher than JEIP.L's -0.76% return.


JEGA.L

1D
0.37%
1M
-5.66%
YTD
-0.36%
6M
1.96%
1Y
3.18%
3Y*
5Y*
10Y*

JEIP.L

1D
0.87%
1M
-4.94%
YTD
-0.76%
6M
3.03%
1Y
8.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEGA.L vs. JEIP.L - Expense Ratio Comparison

Both JEGA.L and JEIP.L have an expense ratio of 0.35%.


Return for Risk

JEGA.L vs. JEIP.L — Risk / Return Rank

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

JEGA.L
JEGA.L Risk / Return Rank: 1919
Overall Rank
JEGA.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JEGA.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEGA.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEGA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEGA.L Martin Ratio Rank: 2222
Martin Ratio Rank

JEIP.L
JEIP.L Risk / Return Rank: 2626
Overall Rank
JEIP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2626
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 2525
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.L vs. JEIP.L - 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.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). 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.LJEIP.LDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.66

-0.38

Sortino ratio

Return per unit of downside risk

0.44

0.95

-0.51

Omega ratio

Gain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratio

Return relative to maximum drawdown

0.36

0.68

-0.33

Martin ratio

Return relative to average drawdown

1.43

3.59

-2.16

JEGA.L vs. JEIP.L - Sharpe Ratio Comparison

The current JEGA.L Sharpe Ratio is 0.28, which is lower than the JEIP.L Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of JEGA.L and JEIP.L, 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.LJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.66

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.31

+0.65

Correlation

The correlation between JEGA.L and JEIP.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JEGA.L vs. JEIP.L - Dividend Comparison

JEGA.L has not paid dividends to shareholders, while JEIP.L's dividend yield for the trailing twelve months is around 7.51%.


Drawdowns

JEGA.L vs. JEIP.L - Drawdown Comparison

The maximum JEGA.L drawdown since its inception was -7.93%, smaller than the maximum JEIP.L drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for JEGA.L and JEIP.L.


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Drawdown Indicators


JEGA.LJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.93%

-15.73%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-9.39%

+1.46%

Current Drawdown

Current decline from peak

-5.66%

-3.81%

-1.85%

Average Drawdown

Average peak-to-trough decline

-1.20%

-5.40%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.74%

-0.77%

Volatility

JEGA.L vs. JEIP.L - Volatility Comparison

JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) has a higher volatility of 3.64% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 3.44%. This indicates that JEGA.L's price experiences larger fluctuations and is considered to be riskier than JEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEGA.LJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.44%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

6.26%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

12.60%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.54%

11.78%

-2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.54%

11.78%

-2.24%