JEPG.L vs. JEGP.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JEPG.L is a Global Equities fund actively managed by JPMorgan, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEPG.L returned 1.21% vs 1.38% for JEGP.L. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JEPG.L vs. JEGP.L - Performance Comparison
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Different Trading Currencies
JEPG.L is traded in USD, while JEGP.L is traded in GBp. To make them comparable, the JEGP.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 -2.64% return, which is significantly lower than JEGP.L's -2.11% return.
JEPG.L
- 1D
- 0.03%
- 1M
- -1.49%
- YTD
- -2.64%
- 6M
- -1.72%
- 1Y
- 1.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEGP.L
- 1D
- 0.54%
- 1M
- 0.12%
- YTD
- -2.11%
- 6M
- -0.35%
- 1Y
- 1.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.64% | 12.39% | 7.83% | 1.63% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.10% | 12.61% | 7.69% | 1.79% |
Correlation
The correlation between JEPG.L and JEGP.L is 0.53, 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 | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.64 |
The correlation between JEPG.L and JEGP.L shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JEPG.L vs. JEGP.L — Risk / Return Rank
JEPG.L
JEGP.L
JEPG.L vs. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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 | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.03 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 0.16 | -0.07 |
| Martin ratioReturn relative to average drawdown | 0.23 | 0.42 | -0.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEPG.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.16 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.79 | -0.10 |
Drawdowns
JEPG.L vs. JEGP.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.41%, roughly equal to the maximum JEGP.L drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for JEPG.L and JEGP.L.
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Drawdown Indicators
| JEPG.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.41% | -8.54% | +0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -8.54% | +0.13% |
Current DrawdownCurrent decline from peak | -7.98% | -7.69% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -1.59% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.27% | -0.07% |
Volatility
JEPG.L vs. JEGP.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) have volatilities of 2.69% and 2.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPG.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.80% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 6.66% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 8.52% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 9.97% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.97% | 9.97% | +1.00% |
JEPG.L vs. JEGP.L - Expense Ratio Comparison
Both JEPG.L and JEGP.L have an expense ratio of 0.35%.
Dividends
JEPG.L vs. JEGP.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.88%, which matches JEGP.L's 8.82% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
Frequently Asked Questions
JEPG.L and JEGP.L have a correlation of 0.53, 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 JEGP.L have the same expense ratio: 0.35% per year.
JEPG.L is categorized as Global Equities, while JEGP.L is Global Equity Income.
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