JEGP.L vs. JPGL.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JPGL.L (JPM Global Equity Multi-Factor UCITS ETF USD Acc) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JPGL.L is a Global Equities fund tracking the MSCI ACWI NR USD. JEGP.L is actively managed, while JPGL.L is passively managed. Over the past year, JEGP.L returned 2.35% vs 22.77% for JPGL.L. At a 0.45 correlation, their price movements are largely independent. JEGP.L charges 0.35%/yr vs 0.19%/yr for JPGL.L.
Performance
JEGP.L vs. JPGL.L - Performance Comparison
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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*
- —
JEGP.L vs. JPGL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
JEGP.L
JPGL.L
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.L | JPGL.L | Difference | |
|---|---|---|---|
| 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 |
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 | JPGL.L | Difference | |
|---|---|---|---|
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.L | JPGL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.31% | 0.00% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -3.37% | +0.68% |
Ulcer IndexDepth 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.L | JPGL.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% |
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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