JEPG.L vs. JEPI.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JEPI.L (JPMorgan US 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 JEPI.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEPG.L returned 0.74% vs 8.15% for JEPI.L. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JEPG.L vs. JEPI.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPG.L achieves a -2.64% return, which is significantly lower than JEPI.L's 0.22% return.
JEPG.L
- 1D
- 0.03%
- 1M
- -1.37%
- YTD
- -2.64%
- 6M
- -2.05%
- 1Y
- 0.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI.L
- 1D
- 0.18%
- 1M
- 0.11%
- YTD
- 0.22%
- 6M
- 1.01%
- 1Y
- 8.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.64% | 12.39% | -2.59% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 0.22% | 8.11% | -2.06% |
Correlation
The correlation between JEPG.L and JEPI.L is 0.52, 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 | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.47 |
The correlation between JEPG.L and JEPI.L has been stable across timeframes, ranging from 0.47 to 0.52 - a consistent structural relationship.
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Return for Risk
JEPG.L vs. JEPI.L — Risk / Return Rank
JEPG.L
JEPI.L
JEPG.L vs. JEPI.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 US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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 | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.18 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.29 | -1.20 |
| Martin ratioReturn relative to average drawdown | 0.23 | 3.92 | -3.69 |
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 | JEPI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.99 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.33 | +0.36 |
Drawdowns
JEPG.L vs. JEPI.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.41%, smaller than the maximum JEPI.L drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for JEPG.L and JEPI.L.
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Drawdown Indicators
| JEPG.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.41% | -14.36% | +5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -6.29% | -2.12% |
Current DrawdownCurrent decline from peak | -7.98% | -4.43% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -2.47% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.08% | +1.12% |
Volatility
JEPG.L vs. JEPI.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a higher volatility of 2.69% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) at 2.11%. This indicates that JEPG.L's price experiences larger fluctuations and is considered to be riskier than JEPI.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 | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.11% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 6.36% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 8.20% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 11.81% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.97% | 11.81% | -0.84% |
JEPG.L vs. JEPI.L - Expense Ratio Comparison
Both JEPG.L and JEPI.L have an expense ratio of 0.35%.
Dividends
JEPG.L vs. JEPI.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.88%, more than JEPI.L's 8.33% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.33% | 7.08% | 0.62% |
Frequently Asked Questions
JEPG.L and JEPI.L have a correlation of 0.52, 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 JEPI.L have the same expense ratio: 0.35% per year.
JEPG.L is categorized as Global Equities, while JEPI.L is Derivative Income.
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