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JEGI.L vs. IDVY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEGI.L vs. IDVY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan European Growth & Income plc (JEGI.L) and iShares EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEGI.L vs. IDVY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

JEGI.L
JEGI.L Risk / Return Rank: 2121
Overall Rank
JEGI.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JEGI.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
JEGI.L Omega Ratio Rank: 2525
Omega Ratio Rank
JEGI.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
JEGI.L Martin Ratio Rank: 2020
Martin Ratio Rank

IDVY.L
IDVY.L Risk / Return Rank: 6161
Overall Rank
IDVY.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 5757
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.

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.LIDVY.LDifference
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

JEGI.L vs. IDVY.L - Sharpe Ratio Comparison

The current JEGI.L Sharpe Ratio is 1.33, which is lower than the IDVY.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of JEGI.L and IDVY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JEGI.LIDVY.LDifference

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.LIDVY.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.81%

-0.98%

-3.83%

Average Drawdown

Average peak-to-trough decline

-17.23%

-12.30%

-4.93%

Ulcer Index

Depth 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.LIDVY.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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