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

Performance

JEGP.L vs. JEGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) and JPMorgan European Growth & Income plc (JEGI.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
2.36%4.70%9.52%0.47%
JEGI.L
JPMorgan European Growth & Income plc
-1.93%47.40%5.81%2.30%

Returns By Period

In the year-to-date period, JEGP.L achieves a 2.36% return, which is significantly higher than JEGI.L's -1.93% return.


JEGP.L

1D
0.47%
1M
-3.33%
YTD
2.36%
6M
4.30%
1Y
1.34%
3Y*
5Y*
10Y*

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

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JEGP.L vs. JEGI.L - Expense Ratio Comparison

JEGP.L has a 0.35% expense ratio, which is lower than JEGI.L's 0.66% expense ratio.


Return for Risk

JEGP.L vs. JEGI.L — Risk / Return Rank

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

JEGP.L
JEGP.L Risk / Return Rank: 1515
Overall Rank
JEGP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1313
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1717
Martin Ratio Rank

JEGI.L
JEGI.L Risk / Return Rank: 7474
Overall Rank
JEGI.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JEGI.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JEGI.L Omega Ratio Rank: 7676
Omega Ratio Rank
JEGI.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
JEGI.L Martin Ratio Rank: 7373
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.

JEGP.L vs. JEGI.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 JPMorgan European Growth & Income plc (JEGI.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.


JEGP.LJEGI.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.42

-1.29

Sortino ratio

Return per unit of downside risk

0.24

2.00

-1.76

Omega ratio

Gain probability vs. loss probability

1.03

1.30

-0.27

Calmar ratio

Return relative to maximum drawdown

0.35

1.60

-1.25

Martin ratio

Return relative to average drawdown

0.77

7.22

-6.45

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

The current JEGP.L Sharpe Ratio is 0.13, which is lower than the JEGI.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of JEGP.L and JEGI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEGP.LJEGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.42

-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

0.79

0.29

+0.50

Correlation

The correlation between JEGP.L and JEGI.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

JEGP.L vs. JEGI.L - Dividend Comparison

JEGP.L's dividend yield for the trailing twelve months is around 7.89%, more than JEGI.L's 3.68% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

JEGP.L vs. JEGI.L - Drawdown Comparison

The maximum JEGP.L drawdown since its inception was -8.07%, smaller than the maximum JEGI.L drawdown of -56.35%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JEGI.L.


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Drawdown Indicators


JEGP.LJEGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.07%

-56.35%

+48.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-16.72%

+10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-56.35%

Max Drawdown (10Y)

Largest decline over 10 years

-56.35%

Current Drawdown

Current decline from peak

-3.33%

-10.82%

+7.49%

Average Drawdown

Average peak-to-trough decline

-2.40%

-14.36%

+11.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.70%

-1.22%

Volatility

JEGP.L vs. JEGI.L - Volatility Comparison

The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) is 3.72%, while JPMorgan European Growth & Income plc (JEGI.L) has a volatility of 10.26%. This indicates that JEGP.L experiences smaller price fluctuations and is considered to be less risky than JEGI.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.LJEGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

10.26%

-6.54%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

13.97%

-7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.61%

18.39%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.32%

27.86%

-18.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.32%

27.91%

-18.59%