JGEP.L vs. INFR.L
JGEP.L (JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc)) and INFR.L (iShares Global Infrastructure UCITS ETF USD (Dist)) are both exchange-traded funds - JGEP.L is a Global Equities fund actively managed by JPMorgan, while INFR.L is a Utilities Equities fund tracking the FTSE Global Core Infrastructure Index. JGEP.L is actively managed, while INFR.L is passively managed. Over the past 3 years, JGEP.L returned 18.19%/yr vs 11.52%/yr for INFR.L. At a 0.24 correlation, their price movements are largely independent. JGEP.L charges 0.25%/yr vs 0.65%/yr for INFR.L.
Performance
JGEP.L vs. INFR.L - Performance Comparison
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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%
JGEP.L vs. INFR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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.
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Return for Risk
JGEP.L vs. INFR.L — Risk / Return Rank
JGEP.L
INFR.L
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.L | INFR.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| JGEP.L | INFR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.18% | -0.50% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -24.36% | +19.10% |
Ulcer IndexDepth 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.
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Volatility by Period
| JGEP.L | INFR.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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