JEGA.L vs. JEPE.L
JEGA.L (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) and JEPE.L (JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist)) are both Derivative Income funds from JPMorgan. Both are actively managed. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JEGA.L vs. JEPE.L - Performance Comparison
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Different Trading Currencies
JEGA.L is traded in USD, while JEPE.L is traded in EUR. To make them comparable, the JEPE.L values have been converted to USD using the latest available exchange rates.
Returns By Period
JEGA.L
- 1D
- 0.33%
- 1M
- -0.28%
- YTD
- -2.27%
- 6M
- -0.64%
- 1Y
- 1.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPE.L
- 1D
- 0.31%
- 1M
- 0.29%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEGA.L vs. JEPE.L - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | -5.57% |
JEPE.L JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) | -1.21% |
Correlation
The correlation between JEGA.L and JEPE.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 23, 2026 | 0.63 |
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Return for Risk
JEGA.L vs. JEPE.L — Risk / Return Rank
JEGA.L
JEPE.L
JEGA.L vs. JEPE.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 JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) (JEPE.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.L | JEPE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | — | — |
| Martin ratioReturn relative to average drawdown | 0.41 | — | — |
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
| JEGA.L | JEPE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | -0.24 | +1.06 |
Drawdowns
JEGA.L vs. JEPE.L - Drawdown Comparison
The maximum JEGA.L drawdown since its inception was -8.13%, smaller than the maximum JEPE.L drawdown of -10.49%. Use the drawdown chart below to compare losses from any high point for JEGA.L and JEPE.L.
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Drawdown Indicators
| JEGA.L | JEPE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.13% | -10.49% | +2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.13% | — | — |
Current DrawdownCurrent decline from peak | -7.48% | -1.45% | -6.03% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -4.21% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | — | — |
Volatility
JEGA.L vs. JEPE.L - Volatility Comparison
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Volatility by Period
| JEGA.L | JEPE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.80% | 17.80% | -10.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.43% | 17.80% | -8.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.43% | 17.80% | -8.37% |
JEGA.L vs. JEPE.L - Expense Ratio Comparison
Both JEGA.L and JEPE.L have an expense ratio of 0.35%.
Dividends
JEGA.L vs. JEPE.L - Dividend Comparison
JEGA.L has not paid dividends to shareholders, while JEPE.L's dividend yield for the trailing twelve months is around 2.30%.
| Position | TTM |
|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% |
JEPE.L JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) | 2.30% |
Frequently Asked Questions
JEGA.L and JEPE.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEGA.L and JEPE.L have the same expense ratio: 0.35% per year.
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