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

Performance

JEGP.L vs. JPGL.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 Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEGP.L is traded in GBp, while JPGL.L is traded in USD. To make them comparable, the JPGL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEGP.L achieves a -1.87% return, which is significantly lower than JPGL.L's 10.85% return.


JEGP.L

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

JPGL.L

1D
0.63%
1M
3.06%
YTD
10.85%
6M
10.87%
1Y
22.77%
3Y*
13.86%
5Y*
10.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
-1.87%4.70%9.52%0.47%
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
10.85%9.80%12.27%3.18%

Correlation

The correlation between JEGP.L and JPGL.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.45

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Return for Risk

JEGP.L vs. JPGL.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

JPGL.L
JPGL.L Risk / Return Rank: 7272
Overall Rank
JPGL.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JPGL.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
JPGL.L Omega Ratio Rank: 6969
Omega Ratio Rank
JPGL.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
JPGL.L Martin Ratio Rank: 7070
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. JPGL.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 Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.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.LJPGL.LDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

1.05

1.43

-0.38

Calmar ratioReturn relative to maximum drawdown

0.25

3.99

-3.73

Martin ratioReturn relative to average drawdown

0.75

15.49

-14.74

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

The current JEGP.L Sharpe Ratio is 0.28, which is lower than the JPGL.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of JEGP.L and JPGL.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.LJPGL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

2.39

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.64

-0.10

Drawdowns

JEGP.L vs. JPGL.L - Drawdown Comparison

The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JPGL.L drawdown of -28.18%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JPGL.L.


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Drawdown Indicators


JEGP.LJPGL.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-28.18%

+18.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-5.75%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-13.93%

Max Drawdown (5Y)

Largest decline over 5 years

-13.93%

Current Drawdown

Current decline from peak

-7.31%

0.00%

-7.31%

Average Drawdown

Average peak-to-trough decline

-2.69%

-3.37%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

1.48%

+1.66%

Volatility

JEGP.L vs. JPGL.L - Volatility Comparison

JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) have volatilities of 2.79% and 2.80%, 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.LJPGL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.80%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

7.48%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

8.46%

9.58%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.29%

12.31%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

15.03%

-5.74%

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

JEGP.L has a 0.35% expense ratio, which is higher than JPGL.L's 0.19% expense ratio.


Dividends

JEGP.L vs. JPGL.L - Dividend Comparison

JEGP.L's dividend yield for the trailing twelve months is around 8.82%, while JPGL.L has not paid dividends to shareholders.


Frequently Asked Questions


JEGP.L and JPGL.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPGL.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPGL.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEGP.L.

JEGP.L is categorized as Global Equity Income, while JPGL.L is Global Equities. Their fees differ too: 0.35% for JEGP.L and 0.19% for JPGL.L.

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