PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
JGGI.L vs. JGPI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JGGI.L vs. JGPI.DE

Last updated Apr 3, 2026

Compare and contrast key facts about JP Morgan Global Growth & Income plc (JGGI.L) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).

JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.

Performance

JGGI.L vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JP Morgan Global Growth & Income plc (JGGI.L) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JGGI.L vs. JGPI.DE - Yearly Performance Comparison

2026 (YTD)202520242023
JGGI.L
JP Morgan Global Growth & Income plc		-2.51%2.93%19.85%3.50%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		2.67%4.15%9.61%-0.03%
Different Trading Currencies

JGGI.L is traded in GBp, while JGPI.DE is traded in EUR. To make them comparable, the JGPI.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JGGI.L achieves a -2.51% return, which is significantly lower than JGPI.DE's 2.67% return.

JGGI.L

1D
2.21%
1M
-1.31%
YTD
-2.51%
6M
-1.51%
1Y
8.46%
3Y*
10.89%
5Y*
10.12%
10Y*
14.73%

JGPI.DE

1D
0.20%
1M
-1.62%
YTD
2.67%
6M
4.30%
1Y
1.80%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

JP Morgan Global Growth & Income plc

JPMorgan Global Equity Premium Income UCITS ETF

Often compared with JGGI.L:
JGGI.L vs. VWRP.LJGGI.L vs. VUSA.LJGGI.L vs. JEGP.LJGGI.L vs. JAM.LJGGI.L vs. SWDA.LJGGI.L vs. VUKE.LJGGI.L vs. VMID.L
Often compared with JGPI.DE:
JGPI.DE vs. JEPIJGPI.DE vs. TDIV.ASJGPI.DE vs. VUAA.LJGPI.DE vs. QYLDJGPI.DE vs. JEIP.LJGPI.DE vs. TSWE.DEJGPI.DE vs. SXR4.DE

Return for Risk

JGGI.L vs. JGPI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JGGI.L
JGGI.L Risk / Return Rank: 5757
Overall Rank
JGGI.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JGGI.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
JGGI.L Omega Ratio Rank: 4848
Omega Ratio Rank
JGGI.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
JGGI.L Martin Ratio Rank: 6767
Martin Ratio Rank
JGPI.DE
JGPI.DE Risk / Return Rank: 88
Overall Rank
JGPI.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 77
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 99
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.

JGGI.L vs. JGPI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JP Morgan Global Growth & Income plc (JGGI.L) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). 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.

JGGI.LJGPI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.16

+0.34

Sortino ratio

Return per unit of downside risk

0.82

0.29

+0.53

Omega ratio

Gain probability vs. loss probability

1.10

1.04

+0.06

Calmar ratio

Return relative to maximum drawdown

1.02

0.40

+0.62

Martin ratio

Return relative to average drawdown

3.34

1.22

+2.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGGI.L vs. JGPI.DE - Sharpe Ratio Comparison

The current JGGI.L Sharpe Ratio is 0.50, which is higher than the JGPI.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of JGGI.L and JGPI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

JGGI.LJGPI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.16

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.75

-0.21

Correlation

The correlation between JGGI.L and JGPI.DE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JGGI.L vs. JGPI.DE - Dividend Comparison

JGGI.L's dividend yield for the trailing twelve months is around 4.14%, less than JGPI.DE's 7.78% yield.

TTM20252024202320222021202020192018201720162015
JGGI.L
JP Morgan Global Growth & Income plc		4.14%3.99%3.55%3.52%3.99%3.23%3.39%3.69%4.32%3.17%1.96%1.51%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		7.78%7.74%6.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JGGI.L vs. JGPI.DE - Drawdown Comparison

The maximum JGGI.L drawdown since its inception was -54.88%, which is greater than JGPI.DE's maximum drawdown of -9.19%. Use the drawdown chart below to compare losses from any high point for JGGI.L and JGPI.DE.

Loading graphics...

Drawdown Indicators

JGGI.LJGPI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.88%

-12.16%

-42.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-7.91%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

—

—

Current Drawdown

Current decline from peak

-5.00%

-5.61%

+0.61%

Average Drawdown

Average peak-to-trough decline

-11.13%

-4.23%

-6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.69%

-0.16%

Volatility

JGGI.L vs. JGPI.DE - Volatility Comparison

JP Morgan Global Growth & Income plc (JGGI.L) has a higher volatility of 5.62% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 3.08%. This indicates that JGGI.L's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

JGGI.LJGPI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

3.08%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

6.08%

+3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

11.00%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

9.47%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

9.47%

+10.37%