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JGEP.L vs. G500.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGEP.L vs. G500.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( (JGEP.L) and Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JGEP.L having a 10.38% return and G500.L slightly lower at 9.90%.


JGEP.L

1D
-0.17%
1M
0.49%
6M
9.30%
YTD
10.38%
1Y
22.06%
3Y*
18.83%
5Y*
10Y*

G500.L

1D
-0.05%
1M
-0.03%
6M
9.49%
YTD
9.90%
1Y
21.08%
3Y*
19.63%
5Y*
12.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGEP.L vs. G500.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JGEP.L
JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged (
10.38%17.65%20.96%24.74%-17.30%1.73%
G500.L
Invesco S&P 500 UCITS ETF (GBP Hdg)
9.90%17.45%24.98%24.88%-19.98%1.80%

Correlation

The correlation between JGEP.L and G500.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.93

The correlation between JGEP.L and G500.L has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

JGEP.L vs. G500.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGEP.L
JGEP.L Risk / Return Rank: 7878
Overall Rank
JGEP.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JGEP.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
JGEP.L Omega Ratio Rank: 7878
Omega Ratio Rank
JGEP.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
JGEP.L Martin Ratio Rank: 8181
Martin Ratio Rank

G500.L
G500.L Risk / Return Rank: 7171
Overall Rank
G500.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
G500.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
G500.L Omega Ratio Rank: 6969
Omega Ratio Rank
G500.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
G500.L Martin Ratio Rank: 7373
Martin Ratio Rank
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.

JGEP.L vs. G500.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( (JGEP.L) and Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JGEP.LG500.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.36

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

2.92

2.65

+0.27

Martin ratioReturn relative to average drawdown

12.41

10.68

+1.73

JGEP.L vs. G500.L - Sharpe Ratio Comparison

The current JGEP.L Sharpe Ratio is 1.97, which is comparable to the G500.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of JGEP.L and G500.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JGEP.L vs. G500.L - Drawdown Comparison

The maximum JGEP.L drawdown since its inception was -22.38%, smaller than the maximum G500.L drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for JGEP.L and G500.L.


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Drawdown Indicators


JGEP.LG500.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.38%

-25.20%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-8.21%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-17.66%

-18.22%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

Current Drawdown

Current decline from peak

-0.17%

-0.66%

+0.49%

Average Drawdown

Average peak-to-trough decline

-5.26%

-5.31%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.04%

-0.21%

Volatility

JGEP.L vs. G500.L - Volatility Comparison

The current volatility for JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( (JGEP.L) is 2.61%, while Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) has a volatility of 2.79%. This indicates that JGEP.L experiences smaller price fluctuations and is considered to be less risky than G500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGEP.LG500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.79%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

9.28%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

12.06%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

15.99%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

15.87%

-0.38%

JGEP.L vs. G500.L - Expense Ratio Comparison

JGEP.L has a 0.25% expense ratio, which is higher than G500.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JGEP.L vs. G500.L - Dividend Comparison

Neither JGEP.L nor G500.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, JGEP.L and G500.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, G500.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

G500.L is cheaper with a 0.05% expense ratio, compared with 0.25% for JGEP.L.

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.25% for JGEP.L and 0.05% for G500.L.

Portfolio Optimizer

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