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

Performance

JGEP.L vs. JEPG.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 JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JGEP.L is traded in GBp, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JGEP.L achieves a 10.38% return, which is significantly higher than JEPG.L's -0.10% return.


JGEP.L

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

JEPG.L

1D
-1.00%
1M
0.72%
6M
-0.48%
YTD
-0.10%
1Y
4.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between JGEP.L and JEPG.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2023

0.14

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Return for Risk

JGEP.L vs. JEPG.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

JEPG.L
JEPG.L Risk / Return Rank: 1919
Overall Rank
JEPG.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1818
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. JEPG.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 Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.LJEPG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.36

1.08

+0.28

Calmar ratioReturn relative to maximum drawdown

2.92

0.51

+2.41

Martin ratioReturn relative to average drawdown

12.41

1.23

+11.18

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

The current JGEP.L Sharpe Ratio is 1.97, which is higher than the JEPG.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of JGEP.L and JEPG.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. JEPG.L - Drawdown Comparison

The maximum JGEP.L drawdown since its inception was -22.38%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for JGEP.L and JEPG.L.


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Drawdown Indicators


JGEP.LJEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.38%

-8.78%

-13.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-8.78%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.66%

Current Drawdown

Current decline from peak

-0.17%

-5.49%

+5.32%

Average Drawdown

Average peak-to-trough decline

-5.26%

-2.90%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

3.65%

-1.82%

Volatility

JGEP.L vs. JEPG.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 JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) has a volatility of 2.97%. This indicates that JGEP.L experiences smaller price fluctuations and is considered to be less risky than JEPG.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.LJEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.97%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

7.89%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

10.38%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

11.37%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

11.37%

+4.12%

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

JGEP.L has a 0.25% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.


Dividends

JGEP.L vs. JEPG.L - Dividend Comparison

JGEP.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.16%.


Frequently Asked Questions


JGEP.L and JEPG.L have a correlation of 0.08, 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 JEPG.L.

JGEP.L is categorized as Global Equities, while JEPG.L is Derivative Income. Their fees differ too: 0.25% for JGEP.L and 0.35% for JEPG.L.

Portfolio Optimizer

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