JEGP.L vs. GINC.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and GINC.L (First Trust Global Equity Income UCITS ETF USD (Dist)) are both Global Equity Income funds. JEGP.L is actively managed, while GINC.L is passively managed. Over the past year, JEGP.L returned 4.16% vs 29.11% for GINC.L. At a 0.31 correlation, their price movements are largely independent. JEGP.L charges 0.35%/yr vs 0.60%/yr for GINC.L.
Performance
JEGP.L vs. GINC.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEGP.L achieves a -0.05% return, which is significantly lower than GINC.L's 13.83% return.
JEGP.L
- 1D
- 0.00%
- 1M
- 0.83%
- 6M
- -0.90%
- YTD
- -0.05%
- 1Y
- 4.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GINC.L
- 1D
- 0.42%
- 1M
- 1.55%
- 6M
- 10.92%
- YTD
- 13.83%
- 1Y
- 29.11%
- 3Y*
- 19.78%
- 5Y*
- 12.95%
- 10Y*
- —
JEGP.L vs. GINC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -0.05% | 4.70% | 9.52% | 7,918.65% |
GINC.L First Trust Global Equity Income UCITS ETF USD (Dist) | 13.83% | 30.32% | 6.57% | 5.70% |
Correlation
The correlation between JEGP.L and GINC.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.31 |
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Return for Risk
JEGP.L vs. GINC.L — Risk / Return Rank
JEGP.L
GINC.L
JEGP.L vs. GINC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) and First Trust Global Equity Income UCITS ETF USD (Dist) (GINC.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.
| JEGP.L | GINC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.50 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 5.26 | -4.81 |
| Martin ratioReturn relative to average drawdown | 1.11 | 17.22 | -16.10 |
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Drawdowns
JEGP.L vs. GINC.L - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum GINC.L drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for JEGP.L and GINC.L.
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Drawdown Indicators
| JEGP.L | GINC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -29.42% | +20.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -5.51% | -3.74% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.34% | — |
Current DrawdownCurrent decline from peak | -5.60% | 0.00% | -5.60% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -5.97% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 1.69% | +2.06% |
Volatility
JEGP.L vs. GINC.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a higher volatility of 2.91% compared to First Trust Global Equity Income UCITS ETF USD (Dist) (GINC.L) at 2.34%. This indicates that JEGP.L's price experiences larger fluctuations and is considered to be riskier than GINC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEGP.L | GINC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.34% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.93% | 7.63% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.90% | 10.25% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4,849.55% | 12.44% | +4,837.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,849.55% | 15.28% | +4,834.27% |
JEGP.L vs. GINC.L - Expense Ratio Comparison
JEGP.L has a 0.35% expense ratio, which is lower than GINC.L's 0.60% expense ratio.
Dividends
JEGP.L vs. GINC.L - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 8.22%, more than GINC.L's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GINC.L First Trust Global Equity Income UCITS ETF USD (Dist) | 3.34% | 3.67% | 4.33% | 5.62% | 5.35% | 3.84% | 3.47% | 3.95% | 3.66% | 3.20% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.22% | 8.01% | 6.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGP.L and GINC.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEGP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEGP.L is cheaper with a 0.35% expense ratio, compared with 0.60% for GINC.L.
They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.35% for JEGP.L and 0.60% for GINC.L.
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