JEGP.L vs. JRDM.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JRDM.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JRDM.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. JEGP.L is actively managed, while JRDM.L is passively managed. Over the past year, JEGP.L returned 2.35% vs 59.59% for JRDM.L. At a 0.04 correlation, their price movements are largely independent. JEGP.L charges 0.35%/yr vs 0.30%/yr for JRDM.L.
Performance
JEGP.L vs. JRDM.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 JRDM.L's 29.14% return.
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRDM.L
- 1D
- -1.53%
- 1M
- 6.69%
- YTD
- 29.14%
- 6M
- 31.37%
- 1Y
- 59.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEGP.L vs. JRDM.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% |
JRDM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 29.14% | 25.58% | 12.44% | 0.00% |
Correlation
The correlation between JEGP.L and JRDM.L is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.04 |
The correlation between JEGP.L and JRDM.L shifts across timeframes, from -0.13 (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. JRDM.L — Risk / Return Rank
JEGP.L
JRDM.L
JEGP.L vs. JRDM.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 Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.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 | JRDM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.56 | ||
| Sortino ratioReturn per unit of downside risk | -4.45 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.70 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 6.35 | -6.10 |
| Martin ratioReturn relative to average drawdown | 0.75 | 21.50 | -20.75 |
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 | JRDM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 3.84 | -3.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 2.20 | -1.66 |
Drawdowns
JEGP.L vs. JRDM.L - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JRDM.L drawdown of -14.88%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JRDM.L.
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Drawdown Indicators
| JEGP.L | JRDM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -14.88% | +5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -10.47% | +1.22% |
Current DrawdownCurrent decline from peak | -7.31% | -2.35% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -2.43% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.99% | +0.15% |
Volatility
JEGP.L vs. JRDM.L - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) is 2.79%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDM.L) has a volatility of 7.59%. This indicates that JEGP.L experiences smaller price fluctuations and is considered to be less risky than JRDM.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 | JRDM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 7.59% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 14.42% | -7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.46% | 17.35% | -8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.29% | 19.73% | -10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 19.73% | -10.44% |
JEGP.L vs. JRDM.L - Expense Ratio Comparison
JEGP.L has a 0.35% expense ratio, which is higher than JRDM.L's 0.30% expense ratio.
Dividends
JEGP.L vs. JRDM.L - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 8.82%, more than JRDM.L's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% | 0.00% |
JRDM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 1.48% | 1.94% | 2.24% | 1.65% |
Frequently Asked Questions
JEGP.L and JRDM.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRDM.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRDM.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 JRDM.L is Emerging Markets Equities. Their fees differ too: 0.35% for JEGP.L and 0.30% for JRDM.L.
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