JGEP.L vs. JEPG.L
JGEP.L (JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged () and JEPG.L (JPM Global 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 JEPG.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGEP.L returned 22.06% vs 4.48% for JEPG.L. At a 0.14 correlation, their price movements are largely independent. JGEP.L charges 0.25%/yr vs 0.35%/yr for JEPG.L.
Performance
JGEP.L vs. JEPG.L - Performance Comparison
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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*
- —
JGEP.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGEP.L JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged ( | 10.38% | 17.65% | 20.96% | 4.85% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -0.10% | 4.41% | 9.68% | 1.31% |
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
JGEP.L
JEPG.L
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.L | JEPG.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.17% | -5.49% | +5.32% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -2.90% | -2.36% |
Ulcer IndexDepth 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.L | JEPG.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% |
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 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.
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