JEGP.L vs. JRAE.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JRAE.L (JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JRAE.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD. JEGP.L is actively managed, while JRAE.L is passively managed. Over the past year, JEGP.L returned 2.35% vs 54.30% for JRAE.L. At a 0.04 correlation, their price movements are largely independent. JEGP.L charges 0.35%/yr vs 0.30%/yr for JRAE.L.
Performance
JEGP.L vs. JRAE.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 JRAE.L's 28.94% return.
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRAE.L
- 1D
- -1.76%
- 1M
- 6.60%
- YTD
- 28.94%
- 6M
- 31.22%
- 1Y
- 54.30%
- 3Y*
- 20.15%
- 5Y*
- —
- 10Y*
- —
JEGP.L vs. JRAE.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% |
JRAE.L JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 28.94% | 20.80% | 10.58% | 3.96% |
Correlation
The correlation between JEGP.L and JRAE.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.04 |
The correlation between JEGP.L and JRAE.L shifts across timeframes, from -0.12 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JEGP.L vs. JRAE.L — Risk / Return Rank
JEGP.L
JRAE.L
JEGP.L vs. JRAE.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 AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRAE.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 | JRAE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.62 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 5.62 | -5.37 |
| Martin ratioReturn relative to average drawdown | 0.75 | 19.32 | -18.57 |
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 | JRAE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 3.37 | -3.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.89 | -0.35 |
Drawdowns
JEGP.L vs. JRAE.L - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JRAE.L drawdown of -16.72%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JRAE.L.
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Drawdown Indicators
| JEGP.L | JRAE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -16.72% | +7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -9.61% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.72% | — |
Current DrawdownCurrent decline from peak | -7.31% | -2.58% | -4.73% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -5.61% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.80% | +0.34% |
Volatility
JEGP.L vs. JRAE.L - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) is 2.79%, while JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRAE.L) has a volatility of 7.21%. This indicates that JEGP.L experiences smaller price fluctuations and is considered to be less risky than JRAE.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 | JRAE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 7.21% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 13.48% | -6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.46% | 16.06% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.29% | 15.83% | -6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 15.83% | -6.54% |
JEGP.L vs. JRAE.L - Expense Ratio Comparison
JEGP.L has a 0.35% expense ratio, which is higher than JRAE.L's 0.30% expense ratio.
Dividends
JEGP.L vs. JRAE.L - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 8.82%, while JRAE.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% |
JRAE.L JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGP.L and JRAE.L have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRAE.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRAE.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEGP.L.
JEGP.L is categorized as Global Equity Income, while JRAE.L is Asia Pacific Equities. Their fees differ too: 0.35% for JEGP.L and 0.30% for JRAE.L.
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