JGPI.DE vs. JEIA.DE
JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and JEIA.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc)) are both Derivative Income funds from JPMorgan. Both are actively managed. Over the past year, JGPI.DE returned 6.20% vs 9.32% for JEIA.DE. A 0.55 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JGPI.DE vs. JEIA.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 JEIA.DE's 5.30% return.
JGPI.DE
- 1D
- -0.36%
- 1M
- 1.85%
- 6M
- 1.10%
- YTD
- 2.46%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEIA.DE
- 1D
- 0.00%
- 1M
- 2.50%
- 6M
- 3.23%
- YTD
- 5.30%
- 1Y
- 9.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. JEIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 2.46% | -0.67% | 2.18% |
JEIA.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) | 5.30% | -4.14% | 0.40% |
Correlation
The correlation between JGPI.DE and JEIA.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2024 | 0.55 |
The correlation between JGPI.DE and JEIA.DE has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
JGPI.DE vs. JEIA.DE — Risk / Return Rank
JGPI.DE
JEIA.DE
JGPI.DE vs. JEIA.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 JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.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 | JEIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.85 | -1.17 |
| Martin ratioReturn relative to average drawdown | 1.80 | 5.04 | -3.24 |
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Drawdowns
JGPI.DE vs. JEIA.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum JEIA.DE drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JEIA.DE.
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Drawdown Indicators
| JGPI.DE | JEIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -18.73% | +6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -5.05% | -4.04% |
Current DrawdownCurrent decline from peak | -5.65% | -2.40% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -7.03% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 1.86% | +1.57% |
Volatility
JGPI.DE vs. JEIA.DE - Volatility Comparison
JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a higher volatility of 3.00% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) (JEIA.DE) at 1.90%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than JEIA.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 | JEIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 1.90% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 5.58% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 8.37% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.31% | 12.21% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.31% | 12.21% | -1.90% |
JGPI.DE vs. JEIA.DE - Expense Ratio Comparison
Both JGPI.DE and JEIA.DE have an expense ratio of 0.35%.
Dividends
JGPI.DE vs. JEIA.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.09%, while JEIA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIA.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.09% | 8.08% | 6.27% |
Frequently Asked Questions
JGPI.DE and JEIA.DE have a correlation of 0.48, 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 JEIA.DE have the same expense ratio: 0.35% per year.
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