JEIP.DE vs. JRGD.DE
JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both exchange-traded funds - JEIP.DE is a Derivative Income fund actively managed by JPMorgan, while JRGD.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG). JEIP.DE is actively managed, while JRGD.DE is passively managed. Over the past year, JEIP.DE returned 6.67% vs 22.73% for JRGD.DE. A 0.64 correlation means they provide meaningful diversification when combined. JEIP.DE charges 0.35%/yr vs 0.25%/yr for JRGD.DE.
Performance
JEIP.DE vs. JRGD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEIP.DE achieves a 1.23% return, which is significantly lower than JRGD.DE's 10.32% return.
JEIP.DE
- 1D
- 0.31%
- 1M
- -0.31%
- YTD
- 1.23%
- 6M
- 1.31%
- 1Y
- 6.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRGD.DE
- 1D
- 0.00%
- 1M
- 4.30%
- YTD
- 10.32%
- 6M
- 10.92%
- 1Y
- 22.73%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
JEIP.DE vs. JRGD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.32% | 6.67% | 5.47% |
Correlation
The correlation between JEIP.DE and JRGD.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.64 |
The correlation between JEIP.DE and JRGD.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
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Return for Risk
JEIP.DE vs. JRGD.DE — Risk / Return Rank
JEIP.DE
JRGD.DE
JEIP.DE vs. JRGD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.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.
| JEIP.DE | JRGD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.73 | -2.37 |
| Martin ratioReturn relative to average drawdown | 3.69 | 15.47 | -11.78 |
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
| JEIP.DE | JRGD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 2.07 | -1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.31 | 0.85 | -1.16 |
Drawdowns
JEIP.DE vs. JRGD.DE - Drawdown Comparison
The maximum JEIP.DE drawdown since its inception was -19.56%, smaller than the maximum JRGD.DE drawdown of -21.56%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and JRGD.DE.
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Drawdown Indicators
| JEIP.DE | JRGD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -21.56% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.88% | -6.06% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.56% | — |
Current DrawdownCurrent decline from peak | -7.15% | -0.35% | -6.80% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -4.26% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.47% | +0.33% |
Volatility
JEIP.DE vs. JRGD.DE - Volatility Comparison
JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) have volatilities of 2.47% and 2.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEIP.DE | JRGD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 2.43% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 5.52% | 7.47% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 10.91% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 14.33% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 14.33% | -1.24% |
JEIP.DE vs. JRGD.DE - Expense Ratio Comparison
JEIP.DE has a 0.35% expense ratio, which is higher than JRGD.DE's 0.25% expense ratio.
Dividends
JEIP.DE vs. JRGD.DE - Dividend Comparison
JEIP.DE's dividend yield for the trailing twelve months is around 8.31%, more than JRGD.DE's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% | 0.00% | 0.00% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.89% | 0.89% | 0.91% | 0.85% | 1.44% |
Frequently Asked Questions
JEIP.DE and JRGD.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRGD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRGD.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEIP.DE.
JEIP.DE is categorized as Derivative Income, while JRGD.DE is Global Equities. Their fees differ too: 0.35% for JEIP.DE and 0.25% for JRGD.DE.
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