JGPI.DE vs. JEPI
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.
Key characteristics
| JGPI.DE | JEPI | |
|---|---|---|
| YTD Return | 15.90% | 15.79% |
| Daily Std Dev | 7.43% | 7.00% |
| Max Drawdown | -2.98% | -13.71% |
| Current Drawdown | -0.23% | -0.18% |
Correlation
The correlation between JGPI.DE and JEPI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JGPI.DE vs. JEPI - Performance Comparison
The year-to-date returns for both stocks are quite close, with JGPI.DE having a 15.90% return and JEPI slightly lower at 15.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JGPI.DE vs. JEPI - Expense Ratio Comparison
Both JGPI.DE and JEPI have an expense ratio of 0.35%.
Risk-Adjusted Performance
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.
Not enough dataDividends
JGPI.DE vs. JEPI - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 4.94%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 4.94% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
JGPI.DE vs. JEPI - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -2.98%, 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.
Volatility
JGPI.DE vs. JEPI - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 2.66% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. 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.