JGPI.DE vs. JPCT.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity. JGPI.DE is actively managed, while JPCT.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 18.63% for JPCT.DE. At a 0.38 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.19%/yr for JPCT.DE.
Performance
JGPI.DE vs. JPCT.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 JPCT.DE's 7.39% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPCT.DE
- 1D
- 0.24%
- 1M
- 4.31%
- YTD
- 7.39%
- 6M
- 7.70%
- 1Y
- 18.63%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
JGPI.DE vs. JPCT.DE - 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% |
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 24.37% | 2.18% |
Correlation
The correlation between JGPI.DE and JPCT.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.38 |
The correlation between JGPI.DE and JPCT.DE shifts across timeframes, from 0.24 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. JPCT.DE — Risk / Return Rank
JGPI.DE
JPCT.DE
JGPI.DE vs. JPCT.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 Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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 | JPCT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.11 | -2.23 |
| Martin ratioReturn relative to average drawdown | -0.32 | 8.45 | -8.77 |
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 | JPCT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.59 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.96 | -0.50 |
Drawdowns
JGPI.DE vs. JPCT.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum JPCT.DE drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JPCT.DE.
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Drawdown Indicators
| JGPI.DE | JPCT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -22.18% | +10.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -8.78% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.18% | — |
Current DrawdownCurrent decline from peak | -8.94% | -0.17% | -8.77% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.13% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.20% | +0.85% |
Volatility
JGPI.DE vs. JPCT.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.53%, while JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a volatility of 2.80%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than JPCT.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 | JPCT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.80% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 8.42% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 11.67% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 14.13% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 13.89% | -4.30% |
JGPI.DE vs. JPCT.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than JPCT.DE's 0.19% expense ratio.
Dividends
JGPI.DE vs. JPCT.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, while JPCT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and JPCT.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for JGPI.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while JPCT.DE is Global Equities. Their fees differ too: 0.35% for JGPI.DE and 0.19% for JPCT.DE.
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