JEPG.L vs. MWOZ.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds. JEPG.L is actively managed, while MWOZ.L is passively managed. Over the past year, JEPG.L returned 1.21% vs 26.18% for MWOZ.L. At a 0.32 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.05%/yr for MWOZ.L.
Performance
JEPG.L vs. MWOZ.L - Performance Comparison
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Different Trading Currencies
JEPG.L is traded in USD, while MWOZ.L is traded in GBP. To make them comparable, the MWOZ.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 MWOZ.L's 9.91% return.
JEPG.L
- 1D
- 0.03%
- 1M
- -1.49%
- YTD
- -2.64%
- 6M
- -1.72%
- 1Y
- 1.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MWOZ.L
- 1D
- 0.10%
- 1M
- 2.51%
- YTD
- 9.91%
- 6M
- 10.66%
- 1Y
- 26.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.64% | 7.18% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 9.91% | 17.37% |
Correlation
The correlation between JEPG.L and MWOZ.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.32 |
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Return for Risk
JEPG.L vs. MWOZ.L — Risk / Return Rank
JEPG.L
MWOZ.L
JEPG.L vs. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.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 | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.41 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 2.99 | -2.91 |
| Martin ratioReturn relative to average drawdown | 0.23 | 13.05 | -12.82 |
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 | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 2.28 | -2.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.40 | -0.71 |
Drawdowns
JEPG.L vs. MWOZ.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.41%, smaller than the maximum MWOZ.L drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for JEPG.L and MWOZ.L.
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Drawdown Indicators
| JEPG.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.41% | -17.73% | +9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -8.81% | +0.40% |
Current DrawdownCurrent decline from peak | -7.98% | -0.46% | -7.52% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -2.05% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.02% | +1.18% |
Volatility
JEPG.L vs. MWOZ.L - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.L) have volatilities of 2.69% and 2.75%, 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 | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.75% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 8.53% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 11.59% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 15.25% | -4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.97% | 15.25% | -4.28% |
JEPG.L vs. MWOZ.L - Expense Ratio Comparison
JEPG.L has a 0.35% expense ratio, which is higher than MWOZ.L's 0.05% expense ratio.
Dividends
JEPG.L vs. MWOZ.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.88%, more than MWOZ.L's 1.20% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.20% | 1.60% | 0.00% |
Frequently Asked Questions
JEPG.L and MWOZ.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.35% for JEPG.L.
They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.35% for JEPG.L and 0.05% for MWOZ.L.
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