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

Performance

JEGP.L vs. JGEP.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 ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( (JGEP.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

JEGP.L
JEGP.L Risk / Return Rank: 1919
Overall Rank
JEGP.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1717
Martin Ratio Rank

JGEP.L
JGEP.L Risk / Return Rank: 7878
Overall Rank
JGEP.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JGEP.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
JGEP.L Omega Ratio Rank: 7878
Omega Ratio Rank
JGEP.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
JGEP.L Martin Ratio Rank: 8181
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. 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.LJGEP.LDifference
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

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

The current JEGP.L Sharpe Ratio is 0.60, which is lower than the JGEP.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of JEGP.L and JGEP.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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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.LJGEP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.94%

-0.17%

-4.77%

Average Drawdown

Average peak-to-trough decline

-2.81%

-5.26%

+2.45%

Ulcer Index

Depth 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.LJGEP.LDifference

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.


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.

Portfolio Optimizer

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