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JEPG.L vs. JEGA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEPG.L vs. JEGA.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 JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L). The values are adjusted to include any dividend payments, if applicable.

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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 JEGA.L's -2.58% return.


JEPG.L

1D
-0.04%
1M
-0.71%
YTD
-2.40%
6M
-1.92%
1Y
1.67%
3Y*
5Y*
10Y*

JEGA.L

1D
0.00%
1M
-0.78%
YTD
-2.58%
6M
-2.23%
1Y
1.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JEPG.L and JEGA.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2023

0.72

The correlation between JEPG.L and JEGA.L has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.

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Return for Risk

JEPG.L vs. JEGA.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: 1111
Overall Rank
JEPG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1010
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1111
Martin Ratio Rank

JEGA.L
JEGA.L Risk / Return Rank: 1111
Overall Rank
JEGA.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JEGA.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEGA.L Omega Ratio Rank: 1111
Omega Ratio Rank
JEGA.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
JEGA.L Martin Ratio Rank: 1111
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.

JEPG.L vs. JEGA.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 JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.LJEGA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.04

1.04

-0.01

Calmar ratioReturn relative to maximum drawdown

0.19

0.21

-0.02

Martin ratioReturn relative to average drawdown

0.45

0.47

-0.02

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

The current JEPG.L Sharpe Ratio is 0.18, which is comparable to the JEGA.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of JEPG.L and JEGA.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.


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Drawdowns

JEPG.L vs. JEGA.L - Drawdown Comparison

The maximum JEPG.L drawdown since its inception was -8.74%, which is greater than JEGA.L's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for JEPG.L and JEGA.L.


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Drawdown Indicators


JEPG.LJEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.74%

-8.25%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-8.25%

-0.49%

Current Drawdown

Current decline from peak

-7.73%

-7.76%

+0.03%

Average Drawdown

Average peak-to-trough decline

-1.82%

-1.69%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.64%

+0.04%

Volatility

JEPG.L vs. JEGA.L - Volatility Comparison

JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a higher volatility of 3.23% compared to JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) at 2.15%. This indicates that JEPG.L's price experiences larger fluctuations and is considered to be riskier than JEGA.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.LJEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

2.15%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

5.96%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

7.89%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

9.37%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.95%

9.37%

+1.58%

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

Both JEPG.L and JEGA.L have an expense ratio of 0.35%.


Dividends

JEPG.L vs. JEGA.L - Dividend Comparison

JEPG.L's dividend yield for the trailing twelve months is around 8.33%, while JEGA.L has not paid dividends to shareholders.


Frequently Asked Questions


JEPG.L and JEGA.L have a correlation of 0.70, 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 JEGA.L have the same expense ratio: 0.35% per year.

Portfolio Optimizer

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