JEPG.L vs. VDIV.DE
Compare and contrast key facts about JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE).
JEPG.L and VDIV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023. VDIV.DE is a passively managed fund by VanEck that tracks the performance of the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. It was launched on May 23, 2016.
Performance
JEPG.L vs. VDIV.DE - Performance Comparison
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JEPG.L vs. VDIV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 1.23% | 12.39% | 7.83% | 1.63% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 7.88% | 40.61% | 9.06% | 5.12% |
Different Trading Currencies
JEPG.L is traded in USD, while VDIV.DE is traded in EUR. To make them comparable, the VDIV.DE 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 1.23% return, which is significantly lower than VDIV.DE's 7.88% return.
JEPG.L
- 1D
- 1.37%
- 1M
- -3.72%
- YTD
- 1.23%
- 6M
- 2.94%
- 1Y
- 4.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDIV.DE
- 1D
- 0.19%
- 1M
- -1.14%
- YTD
- 7.88%
- 6M
- 16.05%
- 1Y
- 32.75%
- 3Y*
- 23.11%
- 5Y*
- 17.55%
- 10Y*
- —
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JEPG.L vs. VDIV.DE - Expense Ratio Comparison
JEPG.L has a 0.35% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.
Return for Risk
JEPG.L vs. VDIV.DE — Risk / Return Rank
JEPG.L
VDIV.DE
JEPG.L vs. VDIV.DE - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). 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 | VDIV.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 2.18 | -1.83 |
Sortino ratioReturn per unit of downside risk | 0.55 | 2.70 | -2.15 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.45 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 2.74 | -2.18 |
Martin ratioReturn relative to average drawdown | 2.05 | 15.10 | -13.04 |
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 | VDIV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 2.18 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.87 | +0.03 |
Correlation
The correlation between JEPG.L and VDIV.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JEPG.L vs. VDIV.DE - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 7.95%, more than VDIV.DE's 3.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.95% | 7.86% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.33% | 3.58% | 4.19% | 4.97% | 4.56% | 3.97% | 4.11% | 4.35% | 0.91% |
Drawdowns
JEPG.L vs. VDIV.DE - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -7.92%, smaller than the maximum VDIV.DE drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for JEPG.L and VDIV.DE.
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Drawdown Indicators
| JEPG.L | VDIV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.92% | -35.93% | +28.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -13.81% | +5.89% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.12% | — |
Current DrawdownCurrent decline from peak | -4.32% | -0.58% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -4.25% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.98% | +0.08% |
Volatility
JEPG.L vs. VDIV.DE - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a higher volatility of 4.00% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 3.72%. This indicates that JEPG.L's price experiences larger fluctuations and is considered to be riskier than VDIV.DE 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 | VDIV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.72% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.57% | 8.04% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 15.01% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 14.32% | -3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.11% | 17.49% | -6.38% |