JEGP.L vs. JPLG.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JPLG.L is a Global Equities fund tracking the MSCI ACWI NR USD. JEGP.L is actively managed, while JPLG.L is passively managed. Over the past year, JEGP.L returned 2.35% vs 22.95% for JPLG.L. A 0.58 correlation means they provide meaningful diversification when combined. JEGP.L charges 0.35%/yr vs 0.20%/yr for JPLG.L.
Performance
JEGP.L vs. JPLG.L - Performance Comparison
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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 JPLG.L's 10.77% return.
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPLG.L
- 1D
- 0.01%
- 1M
- 3.40%
- YTD
- 10.77%
- 6M
- 11.42%
- 1Y
- 22.95%
- 3Y*
- 13.72%
- 5Y*
- 10.40%
- 10Y*
- —
JEGP.L vs. JPLG.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% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 10.77% | 10.11% | 12.09% | 3.37% |
Correlation
The correlation between JEGP.L and JPLG.L is 0.53, 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 | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.58 |
The correlation between JEGP.L and JPLG.L has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.
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Return for Risk
JEGP.L vs. JPLG.L — Risk / Return Rank
JEGP.L
JPLG.L
JEGP.L vs. JPLG.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 Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.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 | JPLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.52 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 4.09 | -3.84 |
| Martin ratioReturn relative to average drawdown | 0.75 | 15.27 | -14.53 |
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 | JPLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 2.90 | -2.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.69 | -0.15 |
Drawdowns
JEGP.L vs. JPLG.L - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JPLG.L drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JPLG.L.
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Drawdown Indicators
| JEGP.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -27.53% | +18.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -5.59% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.65% | — |
Current DrawdownCurrent decline from peak | -7.31% | 0.00% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -3.30% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 1.50% | +1.64% |
Volatility
JEGP.L vs. JPLG.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a higher volatility of 2.79% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 1.96%. This indicates that JEGP.L's price experiences larger fluctuations and is considered to be riskier than JPLG.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.L | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 1.96% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 5.88% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.46% | 7.87% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.29% | 10.90% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 13.75% | -4.46% |
JEGP.L vs. JPLG.L - Expense Ratio Comparison
JEGP.L has a 0.35% expense ratio, which is higher than JPLG.L's 0.20% expense ratio.
Dividends
JEGP.L vs. JPLG.L - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 8.82%, while JPLG.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% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGP.L and JPLG.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPLG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEGP.L.
JEGP.L is categorized as Global Equity Income, while JPLG.L is Global Equities. Their fees differ too: 0.35% for JEGP.L and 0.20% for JPLG.L.
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