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

Performance

JEPG.L vs. PRWU.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 Amundi Prime Global UCITS ETF DR (C) (PRWU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JEPG.L

1D
0.03%
1M
-1.49%
YTD
-2.64%
6M
-1.72%
1Y
1.21%
3Y*
5Y*
10Y*

PRWU.L

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

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


2026 (YTD)202520242023
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
-2.64%12.39%7.83%1.63%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%19.27%4.87%

Correlation

The correlation between JEPG.L and PRWU.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.23

JEPG.L vs. PRWU.L - Sectors Allocation Comparison


Sectors
JEPG.L
PRWU.L

Technology

21.1%
27.0%

Financial Services

13.6%
15.8%

Healthcare

13.4%
10.7%

Communication Services

11.3%
8.1%

Consumer Defensive

10.2%
6.1%

Utilities

8.3%
2.7%

Industrials

6.7%
9.9%

Consumer Cyclical

5.9%
10.5%

Basic Materials

4.7%
3.2%

Real Estate

2.2%
2.1%

Energy

1.6%
4.0%

Technology

JEPG.L
21.1%
PRWU.L
27.0%

Financial Services

JEPG.L
13.6%
PRWU.L
15.8%

Healthcare

JEPG.L
13.4%
PRWU.L
10.7%

Communication Services

JEPG.L
11.3%
PRWU.L
8.1%

Consumer Defensive

JEPG.L
10.2%
PRWU.L
6.1%

Utilities

JEPG.L
8.3%
PRWU.L
2.7%

Industrials

JEPG.L
6.7%
PRWU.L
9.9%

Consumer Cyclical

JEPG.L
5.9%
PRWU.L
10.5%

Basic Materials

JEPG.L
4.7%
PRWU.L
3.2%

Real Estate

JEPG.L
2.2%
PRWU.L
2.1%

Energy

JEPG.L
1.6%
PRWU.L
4.0%

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Return for Risk

JEPG.L vs. PRWU.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

PRWU.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. PRWU.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 DR (C) (PRWU.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.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

0.09

Martin ratioReturn relative to average drawdown

0.23

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


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Sharpe Ratios by Period


JEPG.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

Drawdowns

JEPG.L vs. PRWU.L - Drawdown Comparison


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Drawdown Indicators


JEPG.LPRWU.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

-1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

Volatility

JEPG.L vs. PRWU.L - Volatility Comparison


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Volatility by Period


JEPG.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.97%

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

JEPG.L has a 0.35% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.


Dividends

JEPG.L vs. PRWU.L - Dividend Comparison

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


Frequently Asked Questions


JEPG.L and PRWU.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRWU.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRWU.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 PRWU.L.

Portfolio Optimizer

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