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

Performance

JGEP.L vs. JPLG.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 JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JGEP.L achieves a 10.38% return, which is significantly lower than JPLG.L's 11.63% return.


JGEP.L

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

JPLG.L

1D
-0.96%
1M
-0.36%
6M
9.08%
YTD
11.63%
1Y
20.46%
3Y*
14.27%
5Y*
10.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
JGEP.L
JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged (
10.38%17.65%20.96%24.74%-17.30%1.73%
JPLG.L
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating
11.63%10.11%12.09%7.05%0.72%0.53%

Correlation

The correlation between JGEP.L and JPLG.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.58

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

0.62

The correlation between JGEP.L and JPLG.L has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.

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Return for Risk

JGEP.L vs. JPLG.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

JPLG.L
JPLG.L Risk / Return Rank: 8888
Overall Rank
JPLG.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JPLG.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
JPLG.L Omega Ratio Rank: 9090
Omega Ratio Rank
JPLG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
JPLG.L Martin Ratio Rank: 8484
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. JPLG.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 JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.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.LJPLG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.09

Calmar ratioReturn relative to maximum drawdown

2.92

3.65

-0.73

Martin ratioReturn relative to average drawdown

12.41

13.44

-1.03

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

The current JGEP.L Sharpe Ratio is 1.97, which is comparable to the JPLG.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of JGEP.L and JPLG.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. JPLG.L - Drawdown Comparison

The maximum JGEP.L drawdown since its inception was -22.38%, smaller than the maximum JPLG.L drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for JGEP.L and JPLG.L.


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Drawdown Indicators


JGEP.LJPLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.38%

-27.53%

+5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-5.59%

-2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.66%

-13.65%

-4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-13.65%

Current Drawdown

Current decline from peak

-0.17%

-1.95%

+1.78%

Average Drawdown

Average peak-to-trough decline

-5.26%

-3.25%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.52%

+0.31%

Volatility

JGEP.L vs. JPLG.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 JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 2.28%. This indicates that JGEP.L's price experiences larger fluctuations and is considered to be riskier than JPLG.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.LJPLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.28%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

6.13%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

8.01%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

10.91%

+4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

13.67%

+1.82%

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

JGEP.L has a 0.25% expense ratio, which is higher than JPLG.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JGEP.L vs. JPLG.L - Dividend Comparison

Neither JGEP.L nor JPLG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JGEP.L and JPLG.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPLG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.25% for JGEP.L.

Their fees differ too: 0.25% for JGEP.L and 0.20% for JPLG.L.

Portfolio Optimizer

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