JEGA.L vs. WINC.L
JEGA.L (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) and WINC.L (iShares World Equity High Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JEGA.L is a Derivative Income fund actively managed by JPMorgan, while WINC.L is a Dividend fund actively managed by iShares. Both are actively managed. Over the past year, JEGA.L returned 6.69% vs 21.15% for WINC.L. Their 0.36 correlation means their historical movements had little consistent relationship. Both charge a 0.35% expense ratio.
Performance
JEGA.L vs. WINC.L - Performance Comparison
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Different Trading Currencies
JEGA.L is traded in USD, while WINC.L is traded in GBP. To make them comparable, the WINC.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 1.26% return, which is significantly lower than WINC.L's 10.93% return.
JEGA.L
- 1D
- 0.00%
- 1M
- 2.97%
- 6M
- 0.09%
- YTD
- 1.26%
- 1Y
- 6.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.90%
WINC.L
- 1D
- 0.72%
- 1M
- 2.37%
- 6M
- 7.42%
- YTD
- 10.93%
- 1Y
- 21.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $41.78K | $174.21K | $183.86K | |
| $1.68M | $2.76M | $2.05M |
JEGA.L vs. WINC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 1.26% | 12.42% | 4.72% |
WINC.L iShares World Equity High Income Active UCITS ETF USD (Dist) | 10.90% | 20.31% | 8.61% |
Correlation
The correlation between JEGA.L and WINC.L is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024 | 0.36 |
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Return for Risk
JEGA.L vs. WINC.L — Risk / Return Rank
JEGA.L
WINC.L
JEGA.L vs. WINC.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 iShares World Equity High Income Active UCITS ETF USD (Dist) (WINC.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.
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.L | WINC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.02 | -2.20 |
| Martin ratioReturn relative to average drawdown | 1.68 | 12.99 | -11.31 |
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Drawdowns
JEGA.L vs. WINC.L - Drawdown Comparison
The maximum JEGA.L drawdown since its inception was -8.25%, smaller than the maximum WINC.L drawdown of -15.16%. Use the drawdown chart below to compare losses from any high point for JEGA.L and WINC.L.
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Drawdown Indicators
| JEGA.L | WINC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.25% | -15.16% | +6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -6.98% | -1.27% |
Current DrawdownCurrent decline from peak | -4.13% | -0.68% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -1.46% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 1.62% | +2.37% |
Volatility
JEGA.L vs. WINC.L - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) is 2.87%, while iShares World Equity High Income Active UCITS ETF USD (Dist) (WINC.L) has a volatility of 3.53%. This indicates that JEGA.L experiences smaller price fluctuations and is considered to be less risky than WINC.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.L | WINC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.53% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 8.59% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.24% | 10.97% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.38% | 12.62% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.38% | 12.62% | -3.24% |
JEGA.L vs. WINC.L - Expense Ratio Comparison
Both JEGA.L and WINC.L have an expense ratio of 0.35%.
Dividends
JEGA.L vs. WINC.L - Dividend Comparison
JEGA.L has not paid dividends to shareholders, while WINC.L's dividend yield for the trailing twelve months is around 9.72%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
WINC.L iShares World Equity High Income Active UCITS ETF USD (Dist) | 9.72% | 9.75% | 4.72% |
Frequently Asked Questions
JEGA.L and WINC.L have a correlation of 0.26, 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 WINC.L have the same expense ratio: 0.35% per year.
JEGA.L is categorized as Derivative Income, while WINC.L is Dividend. They also come from different issuers: JPMorgan and iShares.
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