PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
JGEP.L vs. QUID.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JGEP.L vs. QUID.L

Last updated Jul 16, 2026
Documentation

JGEP.L (JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged () and QUID.L (PIMCO Sterling Short Maturity UCITS ETF) are both Global Equities funds. JGEP.L is actively managed, while QUID.L is passively managed. Over the past 3 years, JGEP.L returned 18.83%/yr vs 5.10%/yr for QUID.L. At a 0.12 correlation, their price movements are largely independent.

Performance

JGEP.L vs. QUID.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 PIMCO Sterling Short Maturity UCITS ETF (QUID.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

JGEP.L is traded in GBp, while QUID.L is traded in GBP. To make them comparable, the QUID.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 QUID.L's 2.18% return.

JGEP.L

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

QUID.L

1D
0.10%
1M
0.36%
6M
1.97%
YTD
2.18%
1Y
4.36%
3Y*
5.10%
5Y*
3.28%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGEP.L vs. QUID.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%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		2.18%4.89%5.67%4.95%-0.96%-0.04%

Correlation

The correlation between JGEP.L and QUID.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.10

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

0.11

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

0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged (

PIMCO Sterling Short Maturity UCITS ETF

Return for Risk

JGEP.L vs. QUID.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
QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
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. QUID.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 PIMCO Sterling Short Maturity UCITS ETF (QUID.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.LQUID.LDifference
Sharpe ratioReturn per unit of total volatility
1.97
6.00

-4.03

Sortino ratioReturn per unit of downside risk
2.91
10.83

-7.91

Omega ratioGain probability vs. loss probability

1.36

2.80

-1.43

Calmar ratioReturn relative to maximum drawdown

2.92

9.83

-6.91

Martin ratioReturn relative to average drawdown

12.41

78.74

-66.33

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

The current JGEP.L Sharpe Ratio is 1.97, which is lower than the QUID.L Sharpe Ratio of 6.00. The chart below compares the historical Sharpe Ratios of JGEP.L and QUID.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.

Loading charts...

Drawdowns

JGEP.L vs. QUID.L - Drawdown Comparison

The maximum JGEP.L drawdown since its inception was -22.38%, which is greater than QUID.L's maximum drawdown of -2.47%. Use the drawdown chart below to compare losses from any high point for JGEP.L and QUID.L.

Loading charts...

Drawdown Indicators

JGEP.LQUID.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.38%

-2.47%

-19.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-0.45%

-7.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.66%

-0.45%

-17.21%

Max Drawdown (5Y)

Largest decline over 5 years

—

-2.47%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-2.47%

—

Current Drawdown

Current decline from peak

-0.17%

0.00%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.26%

-0.21%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

0.06%

+1.77%

Volatility

JGEP.L vs. QUID.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 PIMCO Sterling Short Maturity UCITS ETF (QUID.L) at 0.19%. This indicates that JGEP.L's price experiences larger fluctuations and is considered to be riskier than QUID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

JGEP.LQUID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

0.19%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

0.64%

+8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

0.74%

+10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

0.74%

+14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

0.62%

+14.87%

Dividends

JGEP.L vs. QUID.L - Dividend Comparison

JGEP.L has not paid dividends to shareholders, while QUID.L's dividend yield for the trailing twelve months is around 4.17%.

PositionTTM20252024202320222021202020192018201720162015
JGEP.L
JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity Active UCITS ETF - GBP Hedged (		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		4.17%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%

Frequently Asked Questions

JGEP.L and QUID.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: JPMorgan and PIMCO.

Portfolio Optimizer

Find the right allocation for JGEP.L and QUID.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer