JGPI.DE vs. JEPQ
JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - JGPI.DE is a Derivative Income fund actively managed by JPMorgan, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. JGPI.DE is actively managed, while JEPQ is passively managed. Over the past year, JGPI.DE returned 6.50% vs 21.48% for JEPQ. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JGPI.DE vs. JEPQ - Performance Comparison
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Different Trading Currencies
JGPI.DE is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ 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 3.38% return, which is significantly lower than JEPQ's 9.76% return.
JGPI.DE
- 1D
- -0.22%
- 1M
- 3.09%
- 6M
- 1.43%
- YTD
- 3.38%
- 1Y
- 6.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.77%
JEPQ
- 1D
- 0.34%
- 1M
- -3.09%
- 6M
- 6.92%
- YTD
- 9.76%
- 1Y
- 21.48%
- 3Y*
- 17.31%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.88%
JGPI.DE vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 3.38% | -0.67% | 14.32% | -1.40% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.76% | 1.51% | 33.09% | -0.37% |
Correlation
The correlation between JGPI.DE and JEPQ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.19 |
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Return for Risk
JGPI.DE vs. JEPQ — Risk / Return Rank
JGPI.DE
JEPQ
JGPI.DE vs. JEPQ - 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 Nasdaq Equity Premium Income ETF (JEPQ). 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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.28 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 3.49 | -2.78 |
| Martin ratioReturn relative to average drawdown | 1.88 | 12.73 | -10.85 |
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Drawdowns
JGPI.DE vs. JEPQ - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum JEPQ drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JEPQ.
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Drawdown Indicators
| JGPI.DE | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -24.78% | +12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -6.18% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.78% | — |
Current DrawdownCurrent decline from peak | -4.81% | -3.62% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -5.07% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.69% | +1.76% |
Volatility
JGPI.DE vs. JEPQ - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) is 3.21%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.51%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than JEPQ 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 | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 5.51% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 10.70% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 14.09% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.32% | 17.05% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 17.05% | -6.73% |
JGPI.DE vs. JEPQ - Expense Ratio Comparison
Both JGPI.DE and JEPQ have an expense ratio of 0.35%.
Dividends
JGPI.DE vs. JEPQ - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.02%, less than JEPQ's 10.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.69% | 10.53% | 9.65% | 10.03% | 9.44% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.02% | 8.08% | 6.27% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and JEPQ have a correlation of 0.21, 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 JEPQ have the same expense ratio: 0.35% per year.
JGPI.DE is categorized as Derivative Income, while JEPQ is Nasdaq-100.
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