JGPI.DE vs. 5HEE.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds. JGPI.DE is actively managed, while 5HEE.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 3.54% for 5HEE.DE. A 0.55 correlation means they provide meaningful diversification when combined. JGPI.DE charges 0.35%/yr vs 0.75%/yr for 5HEE.DE.
Performance
JGPI.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a -1.21% return, which is significantly lower than 5HEE.DE's -0.31% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5HEE.DE
- 1D
- 1.23%
- 1M
- 0.17%
- YTD
- -0.31%
- 6M
- 1.91%
- 1Y
- 3.54%
- 3Y*
- 1.44%
- 5Y*
- 3.33%
- 10Y*
- —
JGPI.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | -0.31% | -7.39% | 10.30% | 2.92% |
Correlation
The correlation between JGPI.DE and 5HEE.DE is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.55 |
The correlation between JGPI.DE and 5HEE.DE has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
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Return for Risk
JGPI.DE vs. 5HEE.DE — Risk / Return Rank
JGPI.DE
5HEE.DE
JGPI.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.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.
| JGPI.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.06 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.51 | -0.63 |
| Martin ratioReturn relative to average drawdown | -0.32 | 1.26 | -1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JGPI.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.32 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.05 |
Drawdowns
JGPI.DE vs. 5HEE.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and 5HEE.DE.
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Drawdown Indicators
| JGPI.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -32.56% | +20.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -6.95% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.48% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.48% | — |
Current DrawdownCurrent decline from peak | -8.94% | -11.85% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -6.34% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.80% | +0.25% |
Volatility
JGPI.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.53%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 3.31%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than 5HEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGPI.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.31% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 7.54% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 10.94% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 14.91% | -5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 16.90% | -7.31% |
JGPI.DE vs. 5HEE.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
JGPI.DE vs. 5HEE.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, while 5HEE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
Frequently Asked Questions
JGPI.DE and 5HEE.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for 5HEE.DE.
They also come from different issuers: JPMorgan and Natixis. Their fees differ too: 0.35% for JGPI.DE and 0.75% for 5HEE.DE.
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