JEGI.L vs. JEGP.L
Compare and contrast key facts about JPMorgan European Growth & Income plc (JEGI.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L).
JEGI.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI Europe ex UK (total return). It was launched on Mar 15, 1929. JEGP.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
JEGI.L vs. JEGP.L - Performance Comparison
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JEGI.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEGI.L JPMorgan European Growth & Income plc | -1.93% | 47.40% | 5.81% | 2.30% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 2.36% | 4.70% | 9.52% | 0.47% |
Returns By Period
In the year-to-date period, JEGI.L achieves a -1.93% return, which is significantly lower than JEGP.L's 2.36% return.
JEGI.L
- 1D
- 5.02%
- 1M
- -8.11%
- YTD
- -1.93%
- 6M
- 7.39%
- 1Y
- 26.14%
- 3Y*
- 18.06%
- 5Y*
- 3.22%
- 10Y*
- 5.44%
JEGP.L
- 1D
- 0.47%
- 1M
- -3.33%
- YTD
- 2.36%
- 6M
- 4.30%
- 1Y
- 1.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JEGI.L vs. JEGP.L - Expense Ratio Comparison
JEGI.L has a 0.66% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.
Return for Risk
JEGI.L vs. JEGP.L — Risk / Return Rank
JEGI.L
JEGP.L
JEGI.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan European Growth & Income plc (JEGI.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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 | JEGP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.13 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.00 | 0.24 | +1.76 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.03 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.35 | +1.25 |
Martin ratioReturn relative to average drawdown | 7.22 | 0.77 | +6.45 |
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 | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.13 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.79 | -0.50 |
Correlation
The correlation between JEGI.L and JEGP.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JEGI.L vs. JEGP.L - Dividend Comparison
JEGI.L's dividend yield for the trailing twelve months is around 3.68%, less than JEGP.L's 7.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEGI.L JPMorgan European Growth & Income plc | 3.68% | 3.43% | 4.71% | 4.24% | 4.78% | 3.64% | 3.90% | 5.78% | 4.84% | 4.08% | 4.62% | 1.88% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.89% | 8.01% | 6.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JEGI.L vs. JEGP.L - Drawdown Comparison
The maximum JEGI.L drawdown since its inception was -56.35%, which is greater than JEGP.L's maximum drawdown of -8.07%. Use the drawdown chart below to compare losses from any high point for JEGI.L and JEGP.L.
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Drawdown Indicators
| JEGI.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.35% | -8.07% | -48.28% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -6.39% | -10.33% |
Max Drawdown (5Y)Largest decline over 5 years | -56.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.35% | — | — |
Current DrawdownCurrent decline from peak | -10.82% | -3.33% | -7.49% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -2.40% | -11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.48% | +1.22% |
Volatility
JEGI.L vs. JEGP.L - Volatility Comparison
JPMorgan European Growth & Income plc (JEGI.L) has a higher volatility of 10.26% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 3.72%. This indicates that JEGI.L's price experiences larger fluctuations and is considered to be riskier than JEGP.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 | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 3.72% | +6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 6.51% | +7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.39% | 10.61% | +7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 9.32% | +18.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.91% | 9.32% | +18.59% |