JGPI.DE vs. FLXD.DE
JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and FLXD.DE (Franklin European Quality Dividend UCITS ETF) are both exchange-traded funds - JGPI.DE is a Derivative Income fund actively managed by JPMorgan, while FLXD.DE is a Europe Equities fund tracking the MSCI Europe High Div Yld NR EUR. JGPI.DE is actively managed, while FLXD.DE is passively managed. Over the past year, JGPI.DE returned 6.20% vs 19.99% for FLXD.DE. At a 0.33 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.25%/yr for FLXD.DE.
Performance
JGPI.DE vs. FLXD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 2.46% return, which is significantly lower than FLXD.DE's 12.01% return.
JGPI.DE
- 1D
- -0.36%
- 1M
- 1.85%
- 6M
- 1.10%
- YTD
- 2.46%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLXD.DE
- 1D
- -0.41%
- 1M
- -0.60%
- 6M
- 11.38%
- YTD
- 12.01%
- 1Y
- 19.99%
- 3Y*
- 18.84%
- 5Y*
- 12.36%
- 10Y*
- —
JGPI.DE vs. FLXD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 2.46% | -0.67% | 14.32% | -1.40% |
FLXD.DE Franklin European Quality Dividend UCITS ETF | 12.01% | 24.53% | 12.34% | 1.14% |
Correlation
The correlation between JGPI.DE and FLXD.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.33 |
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Return for Risk
JGPI.DE vs. FLXD.DE — Risk / Return Rank
JGPI.DE
FLXD.DE
JGPI.DE vs. FLXD.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 Franklin European Quality Dividend UCITS ETF (FLXD.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 | FLXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 4.97 | -4.29 |
| Martin ratioReturn relative to average drawdown | 1.80 | 12.65 | -10.85 |
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Drawdowns
JGPI.DE vs. FLXD.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum FLXD.DE drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and FLXD.DE.
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Drawdown Indicators
| JGPI.DE | FLXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -35.13% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -4.01% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.17% | — |
Current DrawdownCurrent decline from peak | -5.65% | -2.14% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -3.86% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 1.58% | +1.85% |
Volatility
JGPI.DE vs. FLXD.DE - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a higher volatility of 3.00% compared to Franklin European Quality Dividend UCITS ETF (FLXD.DE) at 2.57%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than FLXD.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 | FLXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.57% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.16% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 8.90% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.31% | 11.64% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.31% | 14.04% | -3.73% |
JGPI.DE vs. FLXD.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than FLXD.DE's 0.25% expense ratio.
Dividends
JGPI.DE vs. FLXD.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.09%, more than FLXD.DE's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 3.94% | 4.27% | 4.31% | 4.99% | 5.20% | 4.61% | 3.48% | 4.38% | 5.45% | 0.72% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.09% | 8.08% | 6.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and FLXD.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLXD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXD.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JGPI.DE.
JGPI.DE is categorized as Derivative Income, while FLXD.DE is Europe Equities. They also come from different issuers: JPMorgan and Franklin Templeton. Their fees differ too: 0.35% for JGPI.DE and 0.25% for FLXD.DE.
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