JEGP.L vs. UIQ4.DE
JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and UIQ4.DE (UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc) are both exchange-traded funds - JEGP.L is a Global Equity Income fund actively managed by JPMorgan, while UIQ4.DE is a Derivative Income fund tracking the Euro Equity Defensive Put Write Index. JEGP.L is actively managed, while UIQ4.DE is passively managed. At a 0.16 correlation, their price movements are largely independent. JEGP.L charges 0.35%/yr vs 0.21%/yr for UIQ4.DE.
Performance
JEGP.L vs. UIQ4.DE - Performance Comparison
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Different Trading Currencies
JEGP.L is traded in GBp, while UIQ4.DE is traded in EUR. To make them comparable, the UIQ4.DE 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 UIQ4.DE's 2.20% return.
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UIQ4.DE
- 1D
- 0.30%
- 1M
- 2.40%
- YTD
- 2.20%
- 6M
- 2.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEGP.L vs. UIQ4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.27% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 2.20% | 9.70% |
Correlation
The correlation between JEGP.L and UIQ4.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | 0.16 |
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Return for Risk
JEGP.L vs. UIQ4.DE — Risk / Return Rank
JEGP.L
UIQ4.DE
JEGP.L vs. UIQ4.DE - 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 UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE). 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 | UIQ4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | — | — |
| Martin ratioReturn relative to average drawdown | 0.75 | — | — |
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 | UIQ4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.58 | -1.04 |
Drawdowns
JEGP.L vs. UIQ4.DE - Drawdown Comparison
The maximum JEGP.L drawdown since its inception was -9.25%, which is greater than UIQ4.DE's maximum drawdown of -4.53%. Use the drawdown chart below to compare losses from any high point for JEGP.L and UIQ4.DE.
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Drawdown Indicators
| JEGP.L | UIQ4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.25% | -4.53% | -4.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | — | — |
Current DrawdownCurrent decline from peak | -7.31% | -0.54% | -6.77% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -1.02% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | — | — |
Volatility
JEGP.L vs. UIQ4.DE - Volatility Comparison
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Volatility by Period
| JEGP.L | UIQ4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.46% | 7.77% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.29% | 7.77% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 7.77% | +1.52% |
JEGP.L vs. UIQ4.DE - Expense Ratio Comparison
JEGP.L has a 0.35% expense ratio, which is higher than UIQ4.DE's 0.21% expense ratio.
Dividends
JEGP.L vs. UIQ4.DE - Dividend Comparison
JEGP.L's dividend yield for the trailing twelve months is around 8.82%, while UIQ4.DE 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% |
UIQ4.DE UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEGP.L and UIQ4.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIQ4.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIQ4.DE is cheaper with a 0.21% expense ratio, compared with 0.35% for JEGP.L.
JEGP.L is categorized as Global Equity Income, while UIQ4.DE is Derivative Income. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.35% for JEGP.L and 0.21% for UIQ4.DE.
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