JGPI.DE vs. JEIP.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGPI.DE returned -0.98% vs 6.67% for JEIP.DE. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JGPI.DE vs. JEIP.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 JEIP.DE's 1.23% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- -0.31%
- YTD
- 1.23%
- 6M
- 1.31%
- 1Y
- 6.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 2.62% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JGPI.DE and JEIP.DE is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.62 |
The correlation between JGPI.DE and JEIP.DE has been stable across timeframes, ranging from 0.62 to 0.63 - a consistent structural relationship.
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Return for Risk
JGPI.DE vs. JEIP.DE — Risk / Return Rank
JGPI.DE
JEIP.DE
JGPI.DE vs. JEIP.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 JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.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 | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.14 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.36 | -1.48 |
| Martin ratioReturn relative to average drawdown | -0.32 | 3.69 | -4.01 |
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 | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.81 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | -0.31 | +0.78 |
Drawdowns
JGPI.DE vs. JEIP.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum JEIP.DE drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JEIP.DE.
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Drawdown Indicators
| JGPI.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -19.56% | +7.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -4.88% | -3.30% |
Current DrawdownCurrent decline from peak | -8.94% | -7.15% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -8.26% | +3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.80% | +1.25% |
Volatility
JGPI.DE vs. JEIP.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) have volatilities of 2.53% and 2.47%, 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 | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.47% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 5.52% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 8.16% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 13.09% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 13.09% | -3.50% |
JGPI.DE vs. JEIP.DE - Expense Ratio Comparison
Both JGPI.DE and JEIP.DE have an expense ratio of 0.35%.
Dividends
JGPI.DE vs. JEIP.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, more than JEIP.DE's 8.31% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
Frequently Asked Questions
JGPI.DE and JEIP.DE have a correlation of 0.63, 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 JEIP.DE have the same expense ratio: 0.35% per year.
JGPI.DE is categorized as Large Cap Blend Equities, while JEIP.DE is Derivative Income.
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