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JEGP.L vs. UIQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEGP.L vs. UIQ4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEGP.L vs. UIQ4.DE - Yearly Performance Comparison


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEGP.L
JEGP.L Risk / Return Rank: 1313
Overall Rank
JEGP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1212
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1313
Martin Ratio Rank

UIQ4.DE
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LUIQ4.DEDifference
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

JEGP.L vs. UIQ4.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEGP.LUIQ4.DEDifference

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.LUIQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.25%

-4.53%

-4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

Current Drawdown

Current decline from peak

-7.31%

-0.54%

-6.77%

Average Drawdown

Average peak-to-trough decline

-2.69%

-1.02%

-1.67%

Ulcer Index

Depth 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.LUIQ4.DEDifference

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.


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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