PortfoliosLab logoPortfoliosLab logo
JEPG.L vs. JRAE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEPG.L vs. JRAE.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 AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRAE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

JEPG.L is traded in USD, while JRAE.L is traded in GBp. To make them comparable, the JRAE.L values have been converted to USD using the latest available exchange rates.

Returns By Period


JEPG.L

1D
0.00%
1M
-1.49%
YTD
-2.66%
6M
-1.72%
1Y
1.19%
3Y*
5Y*
10Y*

JRAE.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JEPG.L vs. JRAE.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: 1111
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

JRAE.L
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. JRAE.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 AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRAE.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.LJRAE.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.14

Martin ratioReturn relative to average drawdown

0.37

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


Loading charts...

Sharpe Ratios by Period


JEPG.LJRAE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

Drawdowns

JEPG.L vs. JRAE.L - Drawdown Comparison


Loading charts...

Drawdown Indicators


JEPG.LJRAE.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

Current Drawdown

Current decline from peak

-7.98%

Average Drawdown

Average peak-to-trough decline

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

JEPG.L vs. JRAE.L - Volatility Comparison


Loading charts...

Volatility by Period


JEPG.LJRAE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.93%

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

JEPG.L has a 0.35% expense ratio, which is higher than JRAE.L's 0.30% expense ratio.


Dividends

JEPG.L vs. JRAE.L - Dividend Comparison

JEPG.L's dividend yield for the trailing twelve months is around 8.88%, while JRAE.L has not paid dividends to shareholders.


Frequently Asked Questions


On fees, JRAE.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRAE.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEPG.L.

JEPG.L is categorized as Global Equities, while JRAE.L is Asia Pacific Equities. Their fees differ too: 0.35% for JEPG.L and 0.30% for JRAE.L.

Portfolio Optimizer

Find the right allocation for JEPG.L and JRAE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer