JEGI.L vs. IDVY.L
JEGI.L (JPMorgan European Growth & Income plc) and IDVY.L (iShares EURO Dividend UCITS) are both Europe Equities funds - JEGI.L tracks the MSCI Europe ex UK (total return) while IDVY.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, JEGI.L returned 17.91%/yr vs 9.21%/yr for IDVY.L. At a 0.49 correlation, their price movements are largely independent. JEGI.L charges 0.66%/yr vs 0.40%/yr for IDVY.L.
Performance
JEGI.L vs. IDVY.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEGI.L achieves a 4.68% return, which is significantly lower than IDVY.L's 7.47% return. Over the past 10 years, JEGI.L has outperformed IDVY.L with an annualized return of 17.91%, while IDVY.L has yielded a comparatively lower 9.21% annualized return.
JEGI.L
- 1D
- 0.14%
- 1M
- 4.20%
- YTD
- 4.68%
- 6M
- 8.56%
- 1Y
- 23.36%
- 3Y*
- 19.95%
- 5Y*
- 15.22%
- 10Y*
- 17.91%
IDVY.L
- 1D
- 0.59%
- 1M
- 3.64%
- YTD
- 7.47%
- 6M
- 10.08%
- 1Y
- 25.25%
- 3Y*
- 21.28%
- 5Y*
- 10.17%
- 10Y*
- 9.21%
JEGI.L vs. IDVY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEGI.L JPMorgan European Growth & Income plc | 4.68% | 47.40% | 5.81% | 19.14% | -3.16% | 33.96% | 11.29% | 32.62% | -15.63% | 38.96% |
IDVY.L iShares EURO Dividend UCITS | 7.47% | 50.03% | 4.50% | 3.07% | -7.25% | 16.41% | -12.91% | 15.92% | -9.44% | 14.46% |
Correlation
The correlation between JEGI.L and IDVY.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2005 | 0.49 |
The correlation between JEGI.L and IDVY.L shifts across timeframes, from 0.43 (10 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JEGI.L vs. IDVY.L — Risk / Return Rank
JEGI.L
IDVY.L
JEGI.L vs. IDVY.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan European Growth & Income plc (JEGI.L) and iShares EURO Dividend UCITS (IDVY.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.
| JEGI.L | IDVY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.82 | -1.43 |
| Martin ratioReturn relative to average drawdown | 5.13 | 9.79 | -4.65 |
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
| JEGI.L | IDVY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.10 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.66 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.53 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.42 | +0.05 |
Drawdowns
JEGI.L vs. IDVY.L - Drawdown Comparison
The maximum JEGI.L drawdown since its inception was -83.48%, which is greater than IDVY.L's maximum drawdown of -60.84%. Use the drawdown chart below to compare losses from any high point for JEGI.L and IDVY.L.
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Drawdown Indicators
| JEGI.L | IDVY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.48% | -60.84% | -22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -8.92% | -7.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -10.50% | -6.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -20.95% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | -39.08% | +3.01% |
Current DrawdownCurrent decline from peak | -4.81% | -0.98% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -17.23% | -12.30% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 2.57% | +1.97% |
Volatility
JEGI.L vs. IDVY.L - Volatility Comparison
JPMorgan European Growth & Income plc (JEGI.L) has a higher volatility of 4.97% compared to iShares EURO Dividend UCITS (IDVY.L) at 3.50%. This indicates that JEGI.L's price experiences larger fluctuations and is considered to be riskier than IDVY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEGI.L | IDVY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 3.50% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.54% | 9.53% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 11.94% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 15.36% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 17.39% | +5.48% |
JEGI.L vs. IDVY.L - Expense Ratio Comparison
JEGI.L has a 0.66% expense ratio, which is higher than IDVY.L's 0.40% expense ratio.
Dividends
JEGI.L vs. IDVY.L - Dividend Comparison
JEGI.L's dividend yield for the trailing twelve months is around 3.59%, less than IDVY.L's 4.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 4.61% | 5.00% | 7.04% | 6.70% | 5.92% | 4.40% | 3.97% | 5.68% | 5.34% | 4.40% | 4.63% | 10.91% |
JEGI.L JPMorgan European Growth & Income plc | 3.59% | 3.43% | 4.71% | 4.24% | 4.78% | 6.12% | 7.05% | 12.22% | 11.02% | 8.46% | 9.83% | 4.07% |
Frequently Asked Questions
JEGI.L and IDVY.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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