JGPI.DE vs. JEPI
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGPI.DE returned -0.98% vs 5.92% for JEPI. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JGPI.DE vs. JEPI - Performance Comparison
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Different Trading Currencies
JGPI.DE is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JGPI.DE achieves a -1.21% return, which is significantly lower than JEPI's 1.35% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- 0.00%
- 1M
- -0.53%
- YTD
- 1.35%
- 6M
- 0.84%
- 1Y
- 5.92%
- 3Y*
- 5.98%
- 5Y*
- 8.27%
- 10Y*
- —
JGPI.DE vs. JEPI - 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% |
JEPI JPMorgan Equity Premium Income ETF | 1.84% | -4.74% | 20.00% | -0.52% |
Correlation
The correlation between JGPI.DE and JEPI is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.43 |
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Return for Risk
JGPI.DE vs. JEPI — Risk / Return Rank
JGPI.DE
JEPI
JGPI.DE vs. JEPI - 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 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.
| JGPI.DE | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.13 | -1.25 |
| Martin ratioReturn relative to average drawdown | -0.32 | 2.97 | -3.29 |
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 | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.67 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.37 |
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 -19.13%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JEPI.
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Drawdown Indicators
| JGPI.DE | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -19.13% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -5.26% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.13% | — |
Current DrawdownCurrent decline from peak | -8.94% | -6.94% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -3.69% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.00% | +1.05% |
Volatility
JGPI.DE vs. JEPI - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 2.53% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. 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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Volatility by Period
| JGPI.DE | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.04% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 6.47% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 8.94% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 12.14% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 11.83% | -2.24% |
JGPI.DE vs. JEPI - Expense Ratio Comparison
Both JGPI.DE and JEPI have an expense ratio of 0.35%.
Dividends
JGPI.DE vs. JEPI - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, more than JEPI's 8.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.23% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and JEPI have a correlation of 0.49, 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 JEPI have the same expense ratio: 0.35% per year.
JGPI.DE is categorized as Large Cap Blend Equities, while JEPI is Dividend.
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