PortfoliosLab logoPortfoliosLab logo
JGEP.L vs. INFR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGEP.L vs. INFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JGEP.L achieves a 9.27% return, which is significantly lower than INFR.L's 14.16% return.


JGEP.L

1D
-1.13%
1M
-0.51%
6M
7.68%
YTD
9.27%
1Y
20.40%
3Y*
18.19%
5Y*
10Y*

INFR.L

1D
0.98%
1M
3.34%
6M
12.26%
YTD
14.16%
1Y
18.82%
3Y*
11.52%
5Y*
7.39%
10Y*
7.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
JGEP.L
JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc)
9.27%17.65%20.96%24.74%-17.30%1.73%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
14.16%5.13%10.76%-5.53%5.25%0.13%

Correlation

The correlation between JGEP.L and INFR.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.14

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

0.24

The correlation between JGEP.L and INFR.L shifts across timeframes, from -0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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

JGEP.L vs. INFR.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: 7575
Overall Rank
JGEP.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JGEP.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JGEP.L Omega Ratio Rank: 7474
Omega Ratio Rank
JGEP.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
JGEP.L Martin Ratio Rank: 8080
Martin Ratio Rank

INFR.L
INFR.L Risk / Return Rank: 7070
Overall Rank
INFR.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 6363
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 6464
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. INFR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.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.LINFR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

2.62

3.61

-0.99

Martin ratioReturn relative to average drawdown

11.14

8.54

+2.60

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

The current JGEP.L Sharpe Ratio is 1.76, which is comparable to the INFR.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of JGEP.L and INFR.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.


Loading charts...

Drawdowns

JGEP.L vs. INFR.L - Drawdown Comparison

The maximum JGEP.L drawdown since its inception was -22.38%, smaller than the maximum INFR.L drawdown of -64.87%. Use the drawdown chart below to compare losses from any high point for JGEP.L and INFR.L.


Loading charts...

Drawdown Indicators


JGEP.LINFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.38%

-64.87%

+42.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-5.19%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.66%

-11.19%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

Max Drawdown (10Y)

Largest decline over 10 years

-26.75%

Current Drawdown

Current decline from peak

-1.18%

-0.50%

-0.68%

Average Drawdown

Average peak-to-trough decline

-5.26%

-24.36%

+19.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.20%

-0.37%

Volatility

JGEP.L vs. INFR.L - Volatility Comparison

The current volatility for JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) is 2.84%, while iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) has a volatility of 3.35%. This indicates that JGEP.L experiences smaller price fluctuations and is considered to be less risky than INFR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JGEP.LINFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

3.35%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

9.08%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

10.99%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

12.32%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

13.96%

+1.53%

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

JGEP.L has a 0.25% expense ratio, which is lower than INFR.L's 0.65% expense ratio.


Dividends

JGEP.L vs. INFR.L - Dividend Comparison

JGEP.L has not paid dividends to shareholders, while INFR.L's dividend yield for the trailing twelve months is around 2.01%.


PositionTTM20252024202320222021202020192018201720162015
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.01%2.25%2.32%2.43%2.05%1.89%2.21%2.15%2.27%2.72%2.57%3.09%
JGEP.L
JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JGEP.L and INFR.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JGEP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JGEP.L is cheaper with a 0.25% expense ratio, compared with 0.65% for INFR.L.

JGEP.L is categorized as Global Equities, while INFR.L is Utilities Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JGEP.L and 0.65% for INFR.L.

Portfolio Optimizer

Find the right allocation for JGEP.L and INFR.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