JGEP.L vs. JEIP.L
JGEP.L (JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged () and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both exchange-traded funds - JGEP.L is a Global Equities fund actively managed by JPMorgan, while JEIP.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGEP.L returned 22.06% vs 7.60% for JEIP.L. At a 0.32 correlation, their price movements are largely independent. JGEP.L charges 0.25%/yr vs 0.35%/yr for JEIP.L.
Performance
JGEP.L vs. JEIP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JGEP.L achieves a 10.38% return, which is significantly higher than JEIP.L's 2.43% return.
JGEP.L
- 1D
- -0.17%
- 1M
- 0.49%
- 6M
- 9.30%
- YTD
- 10.38%
- 1Y
- 22.06%
- 3Y*
- 18.83%
- 5Y*
- —
- 10Y*
- —
JEIP.L
- 1D
- -0.40%
- 1M
- 0.77%
- 6M
- 0.93%
- YTD
- 2.43%
- 1Y
- 7.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGEP.L vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGEP.L JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( | 10.38% | 17.65% | 0.69% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 2.43% | 0.86% | -20.56% |
Correlation
The correlation between JGEP.L and JEIP.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.32 |
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Return for Risk
JGEP.L vs. JEIP.L — Risk / Return Rank
JGEP.L
JEIP.L
JGEP.L vs. JEIP.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 JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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 | JEIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.16 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 1.23 | +1.69 |
| Martin ratioReturn relative to average drawdown | 12.41 | 3.32 | +9.09 |
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Drawdowns
JGEP.L vs. JEIP.L - Drawdown Comparison
The maximum JGEP.L drawdown since its inception was -22.38%, smaller than the maximum JEIP.L drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for JGEP.L and JEIP.L.
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Drawdown Indicators
| JGEP.L | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.38% | -30.22% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -6.18% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -17.98% | +17.81% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -20.91% | +15.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.29% | -0.46% |
Volatility
JGEP.L vs. JEIP.L - Volatility Comparison
JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( (JGEP.L) has a higher volatility of 2.61% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 1.82%. This indicates that JGEP.L's price experiences larger fluctuations and is considered to be riskier than JEIP.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 | JEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 1.82% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 6.01% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 8.34% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 19.46% | -3.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 19.46% | -3.97% |
JGEP.L vs. JEIP.L - Expense Ratio Comparison
JGEP.L has a 0.25% expense ratio, which is lower than JEIP.L's 0.35% expense ratio.
Dividends
JGEP.L vs. JEIP.L - Dividend Comparison
JGEP.L has not paid dividends to shareholders, while JEIP.L's dividend yield for the trailing twelve months is around 7.75%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 7.75% | 7.18% | 0.61% |
JGEP.L JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGEP.L and JEIP.L have a correlation of 0.25, 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 0.35% for JEIP.L.
JGEP.L is categorized as Global Equities, while JEIP.L is Derivative Income. Their fees differ too: 0.25% for JGEP.L and 0.35% for JEIP.L.
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