JGPI.DE vs. IBCY.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds. JGPI.DE is actively managed, while IBCY.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 13.35% for IBCY.DE. At a 0.38 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JGPI.DE vs. IBCY.DE - Performance Comparison
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Returns By Period
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.35%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
JGPI.DE vs. IBCY.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% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 1.72% |
Correlation
The correlation between JGPI.DE and IBCY.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.38 |
The correlation between JGPI.DE and IBCY.DE shifts across timeframes, from 0.18 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. IBCY.DE — Risk / Return Rank
JGPI.DE
IBCY.DE
JGPI.DE vs. IBCY.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 iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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 | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.56 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 4.08 | -4.20 |
| Martin ratioReturn relative to average drawdown | -0.32 | 19.99 | -20.31 |
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 | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.70 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.63 | -0.17 |
Drawdowns
JGPI.DE vs. IBCY.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and IBCY.DE.
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Drawdown Indicators
| JGPI.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -35.54% | +23.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -3.26% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.54% | — |
Current DrawdownCurrent decline from peak | -8.94% | 0.00% | -8.94% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.95% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 0.67% | +2.38% |
Volatility
JGPI.DE vs. IBCY.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 2.53% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than IBCY.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 | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 0.00% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 0.00% | +5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 7.99% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 14.77% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 16.12% | -6.53% |
JGPI.DE vs. IBCY.DE - Expense Ratio Comparison
Both JGPI.DE and IBCY.DE have an expense ratio of 0.35%.
Dividends
JGPI.DE vs. IBCY.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, while IBCY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 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 IBCY.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE and IBCY.DE have the same expense ratio: 0.35% per year.
They also come from different issuers: JPMorgan and iShares.
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