JEPG.L vs. JPSA.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and JPSA.L (JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc) are both exchange-traded funds - JEPG.L is a Global Equities fund actively managed by JPMorgan, while JPSA.L is a Ultrashort Bond fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEPG.L returned 1.19% vs 4.30% for JPSA.L. At a 0.10 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.18%/yr for JPSA.L.
Performance
JEPG.L vs. JPSA.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPG.L achieves a -2.66% return, which is significantly lower than JPSA.L's 1.40% return.
JEPG.L
- 1D
- 0.00%
- 1M
- -1.49%
- YTD
- -2.66%
- 6M
- -1.72%
- 1Y
- 1.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPSA.L
- 1D
- 0.00%
- 1M
- 0.24%
- YTD
- 1.40%
- 6M
- 1.70%
- 1Y
- 4.30%
- 3Y*
- 5.13%
- 5Y*
- 3.59%
- 10Y*
- —
JEPG.L vs. JPSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.66% | 12.42% | 7.80% | 2.18% |
JPSA.L JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc | 1.40% | 5.07% | 5.55% | 0.61% |
Correlation
The correlation between JEPG.L and JPSA.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023 | 0.10 |
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Return for Risk
JEPG.L vs. JPSA.L — Risk / Return Rank
JEPG.L
JPSA.L
JEPG.L vs. JPSA.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 USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.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 | JPSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.34 | ||
| Sortino ratioReturn per unit of downside risk | -12.39 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 2.77 | -1.74 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 21.05 | -20.91 |
| Martin ratioReturn relative to average drawdown | 0.37 | 105.71 | -105.34 |
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 | JPSA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 6.47 | -6.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 5.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 3.98 | -3.27 |
Drawdowns
JEPG.L vs. JPSA.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.41%, which is greater than JPSA.L's maximum drawdown of -2.92%. Use the drawdown chart below to compare losses from any high point for JEPG.L and JPSA.L.
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Drawdown Indicators
| JEPG.L | JPSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.41% | -2.92% | -5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -0.21% | -8.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.39% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.86% | — |
Current DrawdownCurrent decline from peak | -7.98% | 0.00% | -7.98% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -0.11% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 0.04% | +3.17% |
Volatility
JEPG.L vs. JPSA.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a higher volatility of 2.57% compared to JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc (JPSA.L) at 0.22%. This indicates that JEPG.L's price experiences larger fluctuations and is considered to be riskier than JPSA.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 | JPSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 0.22% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 6.60% | 0.50% | +6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.18% | 0.68% | +8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.93% | 0.63% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 0.80% | +10.13% |
JEPG.L vs. JPSA.L - Expense Ratio Comparison
JEPG.L has a 0.35% expense ratio, which is higher than JPSA.L's 0.18% expense ratio.
Dividends
JEPG.L vs. JPSA.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.88%, while JPSA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
JPSA.L JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPG.L and JPSA.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPSA.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSA.L is cheaper with a 0.18% expense ratio, compared with 0.35% for JEPG.L.
JEPG.L is categorized as Global Equities, while JPSA.L is Ultrashort Bond. Their fees differ too: 0.35% for JEPG.L and 0.18% for JPSA.L.
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