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

JEGP.L vs. JEIP.L

Last updated Jun 5, 2026

JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEGP.L returned 2.35% vs 9.32% for JEIP.L. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.

Performance

JEGP.L vs. JEIP.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 JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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, JEGP.L achieves a -1.87% return, which is significantly lower than JEIP.L's 0.23% return.

JEGP.L

1D
0.49%
1M
0.98%
YTD
-1.87%
6M
-1.08%
1Y
2.35%
3Y*
—
5Y*
—
10Y*
—

JEIP.L

1D
0.14%
1M
-0.02%
YTD
0.23%
6M
0.29%
1Y
9.32%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		-1.87%4.70%0.02%
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		0.23%0.86%0.59%

Correlation

The correlation between JEGP.L and JEIP.L is 0.61, 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

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.58

The correlation between JEGP.L and JEIP.L has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.

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JPM Global Equity Premium Income Active UCITS ETF - USD Dist

JPM US Equity Premium Income Active UCITS ETF USD Dist

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Often compared with JEIP.L:
JEIP.L vs. JEPIJEIP.L vs. JGPI.DEJEIP.L vs. JEPQJEIP.L vs. JEQP.LJEIP.L vs. JEPI.LJEIP.L vs. XYLDJEIP.L vs. SPY

Return for Risk

JEGP.L vs. JEIP.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: 1313
Overall Rank
JEGP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1212
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1313
Martin Ratio Rank
JEIP.L
JEIP.L Risk / Return Rank: 3030
Overall Rank
JEIP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2929
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3131
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. JEIP.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 JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.LJEIP.LDifference
Sharpe ratioReturn per unit of total volatility
0.28
1.11

-0.83

Sortino ratioReturn per unit of downside risk
0.45
1.59

-1.14

Omega ratioGain probability vs. loss probability

1.05

1.19

-0.14

Calmar ratioReturn relative to maximum drawdown

0.25

1.50

-1.25

Martin ratioReturn relative to average drawdown

0.75

4.37

-3.62

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JEGP.L Sharpe Ratio is 0.28, which is lower than the JEIP.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of JEGP.L and JEIP.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

JEGP.LJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.11

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.10

+0.45

Drawdowns

JEGP.L vs. JEIP.L - Drawdown Comparison

The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JEIP.L drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JEIP.L.

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Drawdown Indicators

JEGP.LJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-15.73%

+6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-6.18%

-3.07%

Current Drawdown

Current decline from peak

-7.31%

-4.46%

-2.85%

Average Drawdown

Average peak-to-trough decline

-2.69%

-5.25%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.13%

+1.01%

Volatility

JEGP.L vs. JEIP.L - Volatility Comparison

JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a higher volatility of 2.79% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 2.64%. This indicates that JEGP.L's price experiences larger fluctuations and is considered to be riskier than JEIP.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.LJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.64%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

6.23%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.46%

8.39%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.29%

11.22%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

11.22%

-1.93%

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

Both JEGP.L and JEIP.L have an expense ratio of 0.35%.

Dividends

JEGP.L vs. JEIP.L - Dividend Comparison

JEGP.L's dividend yield for the trailing twelve months is around 8.82%, more than JEIP.L's 8.32% yield.

PositionTTM20252024
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		8.82%8.01%6.39%
JEIP.L
JPM US Equity Premium Income Active UCITS ETF USD Dist		8.32%7.18%0.61%

Frequently Asked Questions

JEGP.L and JEIP.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JEGP.L and JEIP.L have the same expense ratio: 0.35% per year.

JEGP.L is categorized as Global Equity Income, while JEIP.L is Derivative Income.

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