JEGP.L vs. JGEP.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JGEP.L (JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged () are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JGEP.L is a Global Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEGP.L returned 5.32% vs 22.06% for JGEP.L. At a 0.08 correlation, their price movements are largely independent. JEGP.L charges 0.35%/yr vs 0.25%/yr for JGEP.L.
Performance
JEGP.L vs. JGEP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEGP.L achieves a 0.65% return, which is significantly lower than JGEP.L's 10.38% return.
JEGP.L
- 1D
- 0.00%
- 1M
- 1.81%
- 6M
- 0.11%
- YTD
- 0.65%
- 1Y
- 5.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGEP.L
- 1D
- -0.17%
- 1M
- 0.49%
- 6M
- 9.30%
- YTD
- 10.38%
- 1Y
- 22.06%
- 3Y*
- 18.83%
- 5Y*
- —
- 10Y*
- —
JEGP.L vs. JGEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 0.65% | 4.70% | 9.52% | 7,918.65% |
JGEP.L JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( | 10.38% | 17.65% | 20.96% | 4.85% |
Correlation
The correlation between JEGP.L and JGEP.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.08 |
The correlation between JEGP.L and JGEP.L shifts across timeframes, from -0.06 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JEGP.L vs. JGEP.L — Risk / Return Rank
JEGP.L
JGEP.L
JEGP.L vs. JGEP.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 ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( (JGEP.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 | JGEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.92 | -2.34 |
| Martin ratioReturn relative to average drawdown | 1.44 | 12.41 | -10.97 |
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Drawdowns
JEGP.L vs. JGEP.L - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JGEP.L drawdown of -22.38%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JGEP.L.
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Drawdown Indicators
| JEGP.L | JGEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -22.38% | +13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -7.74% | -1.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.66% | — |
Current DrawdownCurrent decline from peak | -4.94% | -0.17% | -4.77% |
Average DrawdownAverage peak-to-trough decline | -2.81% | -5.26% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 1.83% | +1.88% |
Volatility
JEGP.L vs. JGEP.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) and JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( (JGEP.L) have volatilities of 2.72% and 2.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEGP.L | JGEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.61% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.89% | 9.04% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.86% | 11.52% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4,856.90% | 15.49% | +4,841.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,856.90% | 15.49% | +4,841.41% |
JEGP.L vs. JGEP.L - Expense Ratio Comparison
JEGP.L has a 0.35% expense ratio, which is higher than JGEP.L's 0.25% expense ratio.
Dividends
JEGP.L vs. JGEP.L - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 8.16%, while JGEP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.16% | 8.01% | 6.39% |
JGEP.L JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGP.L and JGEP.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGEP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGEP.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEGP.L.
JEGP.L is categorized as Global Equity Income, while JGEP.L is Global Equities. Their fees differ too: 0.35% for JEGP.L and 0.25% for JGEP.L.
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