JEPG.L vs. GLDI.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) and GLDI.L (IncomeShares Gold+ Yield ETP) are both Derivative Income funds. Both are actively managed. Over the past year, JEPG.L returned 1.67% vs 10.63% for GLDI.L. At a 0.16 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JEPG.L vs. GLDI.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 higher than GLDI.L's -11.83% return.
JEPG.L
- 1D
- -0.04%
- 1M
- -0.71%
- YTD
- -2.40%
- 6M
- -1.92%
- 1Y
- 1.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDI.L
- 1D
- 0.00%
- 1M
- -8.90%
- YTD
- -11.83%
- 6M
- -14.93%
- 1Y
- 10.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. GLDI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -2.40% | 12.42% | 1.26% |
GLDI.L IncomeShares Gold+ Yield ETP | -11.83% | 56.02% | 2.95% |
Correlation
The correlation between JEPG.L and GLDI.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2024 | 0.16 |
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Return for Risk
JEPG.L vs. GLDI.L — Risk / Return Rank
JEPG.L
GLDI.L
JEPG.L vs. GLDI.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 Gold+ Yield ETP (GLDI.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 | GLDI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.10 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.44 | -0.25 |
| Martin ratioReturn relative to average drawdown | 0.45 | 1.17 | -0.72 |
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Drawdowns
JEPG.L vs. GLDI.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum GLDI.L drawdown of -23.97%. Use the drawdown chart below to compare losses from any high point for JEPG.L and GLDI.L.
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Drawdown Indicators
| JEPG.L | GLDI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.74% | -23.97% | +15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -23.97% | +15.23% |
Current DrawdownCurrent decline from peak | -7.73% | -23.97% | +16.24% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -4.44% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 9.04% | -5.36% |
Volatility
JEPG.L vs. GLDI.L - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) is 3.23%, while IncomeShares Gold+ Yield ETP (GLDI.L) has a volatility of 7.50%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than GLDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPG.L | GLDI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 7.50% | -4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.98% | 19.71% | -12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 22.55% | -13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.95% | 19.38% | -8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 19.38% | -8.43% |
JEPG.L vs. GLDI.L - Expense Ratio Comparison
Both JEPG.L and GLDI.L have an expense ratio of 0.35%.
Dividends
JEPG.L vs. GLDI.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.33%, more than GLDI.L's 6.81% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GLDI.L IncomeShares Gold+ Yield ETP | 6.81% | 6.28% | 0.50% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% |
Frequently Asked Questions
JEPG.L and GLDI.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEPG.L and GLDI.L have the same expense ratio: 0.35% per year.
They also come from different issuers: JPMorgan and Leverage Shares.
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