JEGP.L vs. JEGI.L
Compare and contrast key facts about JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) and JPMorgan European Growth & Income plc (JEGI.L).
JEGP.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023. 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.
Performance
JEGP.L vs. JEGI.L - Performance Comparison
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JEGP.L vs. JEGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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%
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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
JEGP.L
JEGI.L
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.L | JEGI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | 1.42 | -1.29 |
Sortino ratioReturn per unit of downside risk | 0.24 | 2.00 | -1.76 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.30 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.60 | -1.25 |
Martin ratioReturn relative to average drawdown | 0.77 | 7.22 | -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
| JEGP.L | JEGI.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.L | JEGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.33% | -10.82% | +7.49% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -14.36% | +11.96% |
Ulcer IndexDepth 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.L | JEGI.L | Difference | |
|---|---|---|---|
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% |