JEPG.L vs. AVGI.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) and AVGI.L (IncomeShares Broadcom (AVGO) Options ETP) are both Derivative Income funds. Both are actively managed. At a correlation of -0.10, they often move in opposite directions. JEPG.L charges 0.35%/yr vs 0.55%/yr for AVGI.L.
Performance
JEPG.L vs. AVGI.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPG.L achieves a -2.40% return, which is significantly lower than AVGI.L's 9.83% return.
JEPG.L
- 1D
- -0.04%
- 1M
- -0.71%
- YTD
- -2.40%
- 6M
- -1.92%
- 1Y
- 1.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGI.L
- 1D
- 0.00%
- 1M
- -7.75%
- YTD
- 9.83%
- 6M
- 10.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. AVGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -2.40% | 3.62% |
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | 9.83% | 11,438.21% |
Correlation
The correlation between JEPG.L and AVGI.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | -0.10 |
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Return for Risk
JEPG.L vs. AVGI.L — Risk / Return Rank
JEPG.L
AVGI.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JEPG.L vs. AVGI.L - 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) (JEPG.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPG.L | AVGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | — | — |
| Martin ratioReturn relative to average drawdown | 0.45 | — | — |
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Drawdowns
JEPG.L vs. AVGI.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum AVGI.L drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for JEPG.L and AVGI.L.
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Drawdown Indicators
| JEPG.L | AVGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.74% | -43.06% | +34.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | — | — |
Current DrawdownCurrent decline from peak | -7.73% | -28.20% | +20.47% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -22.16% | +20.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | — | — |
Volatility
JEPG.L vs. AVGI.L - Volatility Comparison
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Volatility by Period
| JEPG.L | AVGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 6.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 10,070.47% | -10,061.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.95% | 10,070.47% | -10,059.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 10,070.47% | -10,059.52% |
JEPG.L vs. AVGI.L - Expense Ratio Comparison
JEPG.L has a 0.35% expense ratio, which is lower than AVGI.L's 0.55% expense ratio.
Dividends
JEPG.L vs. AVGI.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.33%, less than AVGI.L's 48.40% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AVGI.L IncomeShares Broadcom (AVGO) Options ETP | 48.40% | 10.33% | 0.00% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% |
Frequently Asked Questions
JEPG.L and AVGI.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.55% for AVGI.L.
They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JEPG.L and 0.55% for AVGI.L.
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