JEPE.L vs. JGRE.L
JEPE.L (JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist)) and JGRE.L (JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)) are both exchange-traded funds - JEPE.L is a Derivative Income fund actively managed by JPMorgan, while JGRE.L is a Global Equities fund tracking the MSCI ACWI NR USD. JEPE.L is actively managed, while JGRE.L is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. JEPE.L charges 0.35%/yr vs 0.25%/yr for JGRE.L.
Performance
JEPE.L vs. JGRE.L - Performance Comparison
Loading charts...
Different Trading Currencies
JEPE.L is traded in EUR, while JGRE.L is traded in GBp. To make them comparable, the JGRE.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
JEPE.L
- 1D
- 0.20%
- 1M
- 1.48%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGRE.L
- 1D
- 0.03%
- 1M
- 4.46%
- YTD
- 10.59%
- 6M
- 11.16%
- 1Y
- 22.98%
- 3Y*
- 16.91%
- 5Y*
- 13.15%
- 10Y*
- —
JEPE.L vs. JGRE.L - Yearly Performance Comparison
Correlation
The correlation between JEPE.L and JGRE.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 23, 2026 | 0.76 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JEPE.L vs. JGRE.L — Risk / Return Rank
JEPE.L
JGRE.L
JEPE.L vs. JGRE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Equity Premium Income Active UCITS ETF EUR (Dist) (JEPE.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading charts...
Sharpe Ratios by Period
| JEPE.L | JGRE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.13 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.88 | -0.82 |
Drawdowns
JEPE.L vs. JGRE.L - Drawdown Comparison
The maximum JEPE.L drawdown since its inception was -8.60%, smaller than the maximum JGRE.L drawdown of -32.76%. Use the drawdown chart below to compare losses from any high point for JEPE.L and JGRE.L.
Loading charts...
Drawdown Indicators
| JEPE.L | JGRE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.60% | -32.76% | +24.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.20% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.38% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.35% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -4.18% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.47% | — |
Volatility
JEPE.L vs. JGRE.L - Volatility Comparison
Loading charts...
Volatility by Period
| JEPE.L | JGRE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 10.75% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 13.95% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 15.97% | -0.93% |
JEPE.L vs. JGRE.L - Expense Ratio Comparison
JEPE.L has a 0.35% expense ratio, which is higher than JGRE.L's 0.25% expense ratio.
Dividends
JEPE.L vs. JGRE.L - Dividend Comparison
JEPE.L's dividend yield for the trailing twelve months is around 2.30%, while JGRE.L has not paid dividends to shareholders.
Frequently Asked Questions
JEPE.L and JGRE.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGRE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGRE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEPE.L.
JEPE.L is categorized as Derivative Income, while JGRE.L is Global Equities. Their fees differ too: 0.35% for JEPE.L and 0.25% for JGRE.L.
Find the right allocation for JEPE.L and JGRE.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer