JGEP.L vs. SASU.L
JGEP.L (JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc)) and SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) are both exchange-traded funds - JGEP.L is a Global Equities fund actively managed by JPMorgan, while SASU.L is a Large Cap Blend Equities fund tracking the MSCI USA Screened Index. JGEP.L is actively managed, while SASU.L is passively managed. Over the past 3 years, JGEP.L returned 18.19%/yr vs 18.88%/yr for SASU.L. A 0.76 correlation means they provide meaningful diversification when combined. JGEP.L charges 0.25%/yr vs 0.07%/yr for SASU.L.
Performance
JGEP.L vs. SASU.L - Performance Comparison
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Different Trading Currencies
JGEP.L is traded in GBp, while SASU.L is traded in USD. To make them comparable, the SASU.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 9.27% return, which is significantly higher than SASU.L's 8.59% return.
JGEP.L
- 1D
- -1.13%
- 1M
- -0.51%
- 6M
- 7.68%
- YTD
- 9.27%
- 1Y
- 20.40%
- 3Y*
- 18.19%
- 5Y*
- —
- 10Y*
- —
SASU.L
- 1D
- -1.23%
- 1M
- -1.86%
- 6M
- 7.29%
- YTD
- 8.59%
- 1Y
- 19.65%
- 3Y*
- 18.88%
- 5Y*
- 13.36%
- 10Y*
- —
JGEP.L vs. SASU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JGEP.L JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) | 9.27% | 17.65% | 20.96% | 24.74% | -17.30% | 1.73% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 8.59% | 9.44% | 29.12% | 24.16% | -11.99% | -0.64% |
Correlation
The correlation between JGEP.L and SASU.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.76 |
The correlation between JGEP.L and SASU.L has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
JGEP.L vs. SASU.L — Risk / Return Rank
JGEP.L
SASU.L
JGEP.L vs. SASU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) and iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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 | SASU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.27 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.19 | +0.44 |
| Martin ratioReturn relative to average drawdown | 11.14 | 7.10 | +4.04 |
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Drawdowns
JGEP.L vs. SASU.L - Drawdown Comparison
The maximum JGEP.L drawdown since its inception was -22.38%, smaller than the maximum SASU.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for JGEP.L and SASU.L.
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Drawdown Indicators
| JGEP.L | SASU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.38% | -26.18% | +3.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -8.95% | +1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -22.50% | +4.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.50% | — |
Current DrawdownCurrent decline from peak | -1.18% | -2.13% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -3.93% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.76% | -0.93% |
Volatility
JGEP.L vs. SASU.L - Volatility Comparison
The current volatility for JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) is 2.84%, while iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a volatility of 3.38%. This indicates that JGEP.L experiences smaller price fluctuations and is considered to be less risky than SASU.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 | SASU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.38% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 10.04% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 13.21% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 16.36% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 17.82% | -2.33% |
JGEP.L vs. SASU.L - Expense Ratio Comparison
JGEP.L has a 0.25% expense ratio, which is higher than SASU.L's 0.07% 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. SASU.L - Dividend Comparison
Neither JGEP.L nor SASU.L has paid dividends to shareholders.
Frequently Asked Questions
JGEP.L and SASU.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SASU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SASU.L is cheaper with a 0.07% expense ratio, compared with 0.25% for JGEP.L.
JGEP.L is categorized as Global Equities, while SASU.L is Large Cap Blend Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JGEP.L and 0.07% for SASU.L.
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