JEPG.L vs. IDVY.L

Last updated Jun 10, 2026

JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and IDVY.L (iShares EURO Dividend UCITS) are both exchange-traded funds - JEPG.L is a Global Equities fund actively managed by JPMorgan, while IDVY.L is a Europe Equities fund tracking the MSCI EMU NR EUR. JEPG.L is actively managed, while IDVY.L is passively managed. Over the past year, JEPG.L returned 0.49% vs 21.80% for IDVY.L. At a 0.41 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.40%/yr for IDVY.L.

Performance

JEPG.L vs. IDVY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) and iShares EURO Dividend UCITS (IDVY.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

JEPG.L is traded in USD, while IDVY.L is traded in GBp. To make them comparable, the IDVY.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEPG.L achieves a -2.58% return, which is significantly lower than IDVY.L's 6.31% return.

JEPG.L

• 1D: -0.04%
• 1M: -0.15%
• YTD: -2.58%
• 6M: -0.53%
• 1Y: 0.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDVY.L

• 1D: 0.24%
• 1M: 0.00%
• YTD: 6.31%
• 6M: 8.92%
• 1Y: 21.80%
• 3Y*: 22.85%
• 5Y*: 7.84%
• 10Y*: 7.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPG.L vs. IDVY.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	-2.58%	12.42%	7.80%	2.18%
IDVY.L iShares EURO Dividend UCITS	6.31%	60.05%	1.66%	5.68%

Correlation

The correlation between JEPG.L and IDVY.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023	0.41

JEPG.L vs. IDVY.L - Sectors Allocation Comparison

Sectors	JEPG.L	IDVY.L
Technology	21.1%	-
Financial Services	13.6%	47.1%
Healthcare	13.4%	3.3%
Communication Services	11.3%	5.8%
Consumer Defensive	10.2%	4.5%
Utilities	8.3%	8.6%
Industrials	6.7%	15.9%
Consumer Cyclical	5.9%	9.7%
Basic Materials	4.7%	-
Real Estate	2.2%	-
Energy	1.6%	5.0%

Return for Risk

JEPG.L vs. IDVY.L — Risk / Return Rank

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

JEPG.L

JEPG.L Risk / Return Rank: 10
JEPG.L Sharpe Ratio Rank: 10
JEPG.L Sortino Ratio Rank: 9
JEPG.L Omega Ratio Rank: 9
JEPG.L Calmar Ratio Rank: 10
JEPG.L Martin Ratio Rank: 10

IDVY.L

IDVY.L Risk / Return Rank: 64
IDVY.L Sharpe Ratio Rank: 68
IDVY.L Sortino Ratio Rank: 66
IDVY.L Omega Ratio Rank: 70
IDVY.L Calmar Ratio Rank: 58
IDVY.L Martin Ratio Rank: 57

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.

JEPG.L vs. IDVY.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 iShares EURO Dividend UCITS (IDVY.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.

	JEPG.L	IDVY.L	Difference
Sharpe ratio: Return per unit of total volatility	0.05	1.55	-1.50
Sortino ratio: Return per unit of downside risk	0.14	2.20	-2.06
Omega ratio: Gain probability vs. loss probability	1.02	1.28	-0.27
Calmar ratio: Return relative to maximum drawdown	0.06	2.16	-2.10
Martin ratio: Return relative to average drawdown	0.15	6.75	-6.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEPG.L vs. IDVY.L - Sharpe Ratio Comparison

The current JEPG.L Sharpe Ratio is 0.05, which is lower than the IDVY.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of JEPG.L and IDVY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JEPG.L	IDVY.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	1.55	-1.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.03	+0.68

Drawdowns

JEPG.L vs. IDVY.L - Drawdown Comparison

The maximum JEPG.L drawdown since its inception was -8.41%, smaller than the maximum IDVY.L drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for JEPG.L and IDVY.L.

Drawdown Indicators

	JEPG.L	IDVY.L	Difference
Max Drawdown Largest peak-to-trough decline	-8.41%	-78.72%	+70.31%
Max Drawdown (1Y) Largest decline over 1 year	-8.41%	-10.05%	+1.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.55%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-36.73%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.94%	—
Current Drawdown Current decline from peak	-7.90%	-1.81%	-6.09%
Average Drawdown Average peak-to-trough decline	-1.71%	-44.78%	+43.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.29%	3.22%	+0.07%

Volatility

JEPG.L vs. IDVY.L - Volatility Comparison

The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) is 2.39%, while iShares EURO Dividend UCITS (IDVY.L) has a volatility of 3.32%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than IDVY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEPG.L	IDVY.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.39%	3.32%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	6.53%	11.00%	-4.47%
Volatility (1Y) Calculated over the trailing 1-year period	9.16%	14.00%	-4.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.90%	18.57%	-7.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.90%	19.83%	-8.93%

JEPG.L vs. IDVY.L - Expense Ratio Comparison

JEPG.L has a 0.35% expense ratio, which is lower than IDVY.L's 0.40% expense ratio.

Dividends

JEPG.L vs. IDVY.L - Dividend Comparison

JEPG.L's dividend yield for the trailing twelve months is around 8.87%, more than IDVY.L's 3.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDVY.L iShares EURO Dividend UCITS	3.98%	4.28%	5.94%	5.75%	5.08%	3.76%	3.59%	5.03%	4.68%	3.85%	3.69%	3.93%
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	8.87%	7.86%	6.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JEPG.L and IDVY.L in my portfolio?

JEPG.L and IDVY.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JEPG.L or IDVY.L?

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.

Which ETF is cheaper, JEPG.L or IDVY.L?

JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.40% for IDVY.L.

What is the main difference between JEPG.L and IDVY.L?

JEPG.L is categorized as Global Equities, while IDVY.L is Europe Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPG.L and 0.40% for IDVY.L.