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

Performance

JEPG.L vs. JEGP.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

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

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


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

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

JEPG.L
JEPG.L Risk / Return Rank: 1010
Overall Rank
JEPG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 99
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1010
Martin Ratio Rank

JEGP.L
JEGP.L Risk / Return Rank: 1313
Overall Rank
JEGP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1212
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1313
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. 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.LJEGP.LDifference
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

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

The current JEPG.L Sharpe Ratio is 0.08, which is lower than the JEGP.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of JEPG.L and JEGP.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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Sharpe Ratios by Period


JEPG.LJEGP.LDifference

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.LJEGP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.98%

-7.69%

-0.29%

Average Drawdown

Average peak-to-trough decline

-1.70%

-1.59%

-0.11%

Ulcer Index

Depth 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.LJEGP.LDifference

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.


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.

Portfolio Optimizer

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