JEGP.L vs. JREM.L
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JREM.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while JREM.L is a Emerging Markets Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEGP.L returned 5.19% vs 54.69% for JREM.L. At a 0.01 correlation, their price movements are largely independent. JEGP.L charges 0.35%/yr vs 0.30%/yr for JREM.L.
Performance
JEGP.L vs. JREM.L - Performance Comparison
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Different Trading Currencies
JEGP.L is traded in GBp, while JREM.L is traded in USD. To make them comparable, the JREM.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 -0.27% return, which is significantly lower than JREM.L's 30.91% return.
JEGP.L
- 1D
- 0.00%
- 1M
- 1.48%
- YTD
- -0.27%
- 6M
- 0.34%
- 1Y
- 5.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREM.L
- 1D
- 0.91%
- 1M
- 1.84%
- YTD
- 30.91%
- 6M
- 32.36%
- 1Y
- 54.69%
- 3Y*
- 22.45%
- 5Y*
- 8.28%
- 10Y*
- —
JEGP.L vs. JREM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -0.27% | 4.70% | 9.52% | 7,918.65% |
JREM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) | 30.91% | 25.07% | 8.47% | 3.46% |
Correlation
The correlation between JEGP.L and JREM.L is -0.14, 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 | -0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.01 |
The correlation between JEGP.L and JREM.L shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JEGP.L vs. JREM.L — Risk / Return Rank
JEGP.L
JREM.L
JEGP.L vs. JREM.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 Active UCITS ETF USD (acc) (JREM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEGP.L | JREM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.50 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | 5.36 | -4.80 |
| Martin ratioReturn relative to average drawdown | 1.46 | 16.73 | -15.27 |
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Drawdowns
JEGP.L vs. JREM.L - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, smaller than the maximum JREM.L drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for JEGP.L and JREM.L.
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Drawdown Indicators
| JEGP.L | JREM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -29.60% | +20.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -10.15% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.82% | — |
Current DrawdownCurrent decline from peak | -5.81% | -3.68% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -2.77% | -11.28% | +8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.26% | +0.30% |
Volatility
JEGP.L vs. JREM.L - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) is 2.43%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) has a volatility of 9.44%. This indicates that JEGP.L experiences smaller price fluctuations and is considered to be less risky than JREM.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 | JREM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 9.44% | -7.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.70% | 18.29% | -11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.69% | 20.38% | -11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4,909.24% | 17.78% | +4,891.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,909.24% | 19.46% | +4,889.78% |
JEGP.L vs. JREM.L - Expense Ratio Comparison
JEGP.L has a 0.35% expense ratio, which is higher than JREM.L's 0.30% expense ratio.
Dividends
JEGP.L vs. JREM.L - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 7.39%, while JREM.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.39% | 8.01% | 6.39% |
JREM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGP.L and JREM.L have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREM.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREM.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 JREM.L is Emerging Markets Equities. Their fees differ too: 0.35% for JEGP.L and 0.30% for JREM.L.
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