JGPI.DE vs. ETLS.DE
JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and ETLS.DE (L&G US Equity UCITS ETF) are both Large Cap Blend Equities funds. JGPI.DE is actively managed, while ETLS.DE is passively managed. Over the past year, JGPI.DE returned 4.10% vs 24.33% for ETLS.DE. At a 0.31 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.05%/yr for ETLS.DE.
Performance
JGPI.DE vs. ETLS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 1.25% return, which is significantly lower than ETLS.DE's 10.52% return.
JGPI.DE
- 1D
- 0.00%
- 1M
- 1.05%
- YTD
- 1.25%
- 6M
- 1.38%
- 1Y
- 4.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETLS.DE
- 1D
- -0.98%
- 1M
- 0.27%
- YTD
- 10.52%
- 6M
- 10.85%
- 1Y
- 24.33%
- 3Y*
- 19.21%
- 5Y*
- 13.60%
- 10Y*
- —
JGPI.DE vs. ETLS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 1.25% | -0.67% | 14.32% | -1.40% |
ETLS.DE L&G US Equity UCITS ETF | 10.52% | 5.06% | 32.53% | 1.49% |
Correlation
The correlation between JGPI.DE and ETLS.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.31 |
The correlation between JGPI.DE and ETLS.DE shifts across timeframes, from 0.13 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. ETLS.DE — Risk / Return Rank
JGPI.DE
ETLS.DE
JGPI.DE vs. ETLS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) and L&G US Equity UCITS ETF (ETLS.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.
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.
| JGPI.DE | ETLS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.20 | -2.75 |
| Martin ratioReturn relative to average drawdown | 1.22 | 11.26 | -10.04 |
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Drawdowns
JGPI.DE vs. ETLS.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum ETLS.DE drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and ETLS.DE.
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Drawdown Indicators
| JGPI.DE | ETLS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -33.99% | +21.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -7.57% | -1.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.66% | — |
Current DrawdownCurrent decline from peak | -6.77% | -1.13% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -4.63% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.16% | +1.18% |
Volatility
JGPI.DE vs. ETLS.DE - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) and L&G US Equity UCITS ETF (ETLS.DE) have volatilities of 3.47% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGPI.DE | ETLS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.44% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 8.10% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 11.87% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.32% | 15.50% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 17.23% | -6.91% |
JGPI.DE vs. ETLS.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than ETLS.DE's 0.05% expense ratio.
Dividends
JGPI.DE vs. ETLS.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.12%, while ETLS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ETLS.DE L&G US Equity UCITS ETF | 0.00% | 0.00% | 0.00% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.12% | 8.08% | 6.27% |
Frequently Asked Questions
JGPI.DE and ETLS.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.35% for JGPI.DE.
They also come from different issuers: JPMorgan and Legal & General. Their fees differ too: 0.35% for JGPI.DE and 0.05% for ETLS.DE.
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