JGPI.DE vs. JEQP.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and JEQP.DE (JPMorgan Nasdaq 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 JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGPI.DE returned -0.98% vs 24.01% for JEQP.DE. At a 0.31 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JGPI.DE vs. JEQP.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 JEQP.DE's 8.94% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.66%
- YTD
- 8.94%
- 6M
- 9.05%
- 1Y
- 24.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 2.62% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between JGPI.DE and JEQP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.31 |
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Return for Risk
JGPI.DE vs. JEQP.DE — Risk / Return Rank
JGPI.DE
JEQP.DE
JGPI.DE vs. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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 | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 4.09 | -4.21 |
| Martin ratioReturn relative to average drawdown | -0.32 | 14.09 | -14.42 |
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 | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.99 | -2.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.45 | +0.01 |
Drawdowns
JGPI.DE vs. JEQP.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JEQP.DE.
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Drawdown Indicators
| JGPI.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -24.10% | +12.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -5.85% | -2.33% |
Current DrawdownCurrent decline from peak | -8.94% | -0.38% | -8.56% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -6.27% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.70% | +1.35% |
Volatility
JGPI.DE vs. JEQP.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 2.53% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than JEQP.DE 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 | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.57% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 8.52% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 12.02% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 16.60% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 16.60% | -7.01% |
JGPI.DE vs. JEQP.DE - Expense Ratio Comparison
Both JGPI.DE and JEQP.DE have an expense ratio of 0.35%.
Dividends
JGPI.DE vs. JEQP.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, more than JEQP.DE's 8.74% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
Frequently Asked Questions
JGPI.DE and JEQP.DE have a correlation of 0.23, 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 JEQP.DE have the same expense ratio: 0.35% per year.
JGPI.DE is categorized as Large Cap Blend Equities, while JEQP.DE is Nasdaq-100.
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