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JGPI.DE vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

JGPI.DE vs. JEPI

Last updated May 24, 2025

Compare and contrast key facts about JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan Equity Premium Income ETF (JEPI).

JGPI.DE and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGPI.DE or JEPI.

Correlation

The correlation between JGPI.DE and JEPI is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

JGPI.DE vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JGPI.DE:

0.65

JEPI:

0.40

Sortino Ratio

JGPI.DE:

0.95

JEPI:

0.59

Omega Ratio

JGPI.DE:

1.14

JEPI:

1.09

Calmar Ratio

JGPI.DE:

0.68

JEPI:

0.37

Martin Ratio

JGPI.DE:

2.44

JEPI:

1.54

Ulcer Index

JGPI.DE:

3.40%

JEPI:

3.16%

Daily Std Dev

JGPI.DE:

12.09%

JEPI:

13.82%

Max Drawdown

JGPI.DE:

-12.10%

JEPI:

-13.71%

Current Drawdown

JGPI.DE:

-8.02%

JEPI:

-4.99%

Returns By Period

The year-to-date returns for both stocks are quite close, with JGPI.DE having a -0.81% return and JEPI slightly lower at -0.85%.

JGPI.DE

YTD

-0.81%

1M

0.10%

6M

-3.46%

1Y

7.94%

3Y*

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

-0.85%

1M

3.32%

6M

-3.90%

1Y

5.42%

3Y*

8.36%

5Y*

11.20%

10Y*

N/A

*Annualized

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JPMorgan Global Equity Premium Income UCITS ETF

JPMorgan Equity Premium Income ETF

JGPI.DE vs. JEPI - Expense Ratio Comparison

Both JGPI.DE and JEPI have an expense ratio of 0.35%.

JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
JEPI
JPMorgan Equity Premium Income ETF

Risk-Adjusted Performance

JGPI.DE vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JGPI.DE
The Risk-Adjusted Performance Rank of JGPI.DE is 6767
Overall Rank
The Sharpe Ratio Rank of JGPI.DE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of JGPI.DE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of JGPI.DE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of JGPI.DE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of JGPI.DE is 6868
Martin Ratio Rank
JEPI
The Risk-Adjusted Performance Rank of JEPI is 4646
Overall Rank
The Sharpe Ratio Rank of JEPI is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4040
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 4545
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGPI.DE vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan Equity Premium Income ETF (JEPI). 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.

The current JGPI.DE Sharpe Ratio is 0.65, which is higher than the JEPI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of JGPI.DE and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

JGPI.DE vs. JEPI - Dividend Comparison

JGPI.DE's dividend yield for the trailing twelve months is around 6.99%, less than JEPI's 8.09% yield.

TTM20242023202220212020
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		6.99%6.17%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		8.09%7.33%8.40%11.67%6.59%5.79%

Drawdowns

JGPI.DE vs. JEPI - Drawdown Comparison

The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JEPI. For additional features, visit the drawdowns tool.

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Volatility

JGPI.DE vs. JEPI - Volatility Comparison

JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 3.20% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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