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JEIP.L vs. VUKG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEIP.L vs. VUKG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

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JEIP.L vs. VUKG.L - Yearly Performance Comparison


Different Trading Currencies

JEIP.L is traded in GBp, while VUKG.L is traded in GBP. To make them comparable, the VUKG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEIP.L achieves a 1.11% return, which is significantly lower than VUKG.L's 5.18% return.


JEIP.L

1D
0.20%
1M
-3.62%
YTD
1.11%
6M
4.72%
1Y
5.11%
3Y*
5Y*
10Y*

VUKG.L

1D
1.85%
1M
-3.32%
YTD
5.18%
6M
11.37%
1Y
24.28%
3Y*
14.70%
5Y*
12.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEIP.L vs. VUKG.L - Expense Ratio Comparison

JEIP.L has a 0.35% expense ratio, which is higher than VUKG.L's 0.09% expense ratio.


Return for Risk

JEIP.L vs. VUKG.L — Risk / Return Rank

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

JEIP.L
JEIP.L Risk / Return Rank: 2626
Overall Rank
JEIP.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 2222
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3333
Martin Ratio Rank

VUKG.L
VUKG.L Risk / Return Rank: 8686
Overall Rank
VUKG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VUKG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
VUKG.L Omega Ratio Rank: 9090
Omega Ratio Rank
VUKG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VUKG.L Martin Ratio Rank: 8686
Martin Ratio Rank
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.

JEIP.L vs. VUKG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.


JEIP.LVUKG.LDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.81

-1.38

Sortino ratio

Return per unit of downside risk

0.65

2.29

-1.63

Omega ratio

Gain probability vs. loss probability

1.09

1.40

-0.30

Calmar ratio

Return relative to maximum drawdown

0.86

2.60

-1.74

Martin ratio

Return relative to average drawdown

3.01

10.53

-7.52

JEIP.L vs. VUKG.L - Sharpe Ratio Comparison

The current JEIP.L Sharpe Ratio is 0.43, which is lower than the VUKG.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of JEIP.L and VUKG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEIP.LVUKG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.81

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.57

-0.41

Correlation

The correlation between JEIP.L and VUKG.L is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JEIP.L vs. VUKG.L - Dividend Comparison

JEIP.L's dividend yield for the trailing twelve months is around 7.50%, while VUKG.L has not paid dividends to shareholders.


Drawdowns

JEIP.L vs. VUKG.L - Drawdown Comparison

The maximum JEIP.L drawdown since its inception was -15.73%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for JEIP.L and VUKG.L.


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Drawdown Indicators


JEIP.LVUKG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.73%

-34.32%

+18.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-10.79%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

Current Drawdown

Current decline from peak

-3.62%

-4.51%

+0.89%

Average Drawdown

Average peak-to-trough decline

-5.40%

-4.75%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.36%

-0.54%

Volatility

JEIP.L vs. VUKG.L - Volatility Comparison

The current volatility for JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) is 3.17%, while Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) has a volatility of 5.32%. This indicates that JEIP.L experiences smaller price fluctuations and is considered to be less risky than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEIP.LVUKG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

5.32%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.44%

8.39%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

13.35%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

12.73%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

16.19%

-4.64%