JGPI.DE vs. JPGL.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. JGPI.DE is actively managed, while JPGL.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 19.57% for JPGL.DE. A 0.62 correlation means they provide meaningful diversification when combined. JGPI.DE charges 0.35%/yr vs 0.20%/yr for JPGL.DE.
Performance
JGPI.DE vs. JPGL.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 JPGL.DE's 11.57% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 3.07%
- YTD
- 11.57%
- 6M
- 12.21%
- 1Y
- 19.57%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
JGPI.DE vs. JPGL.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% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 2.49% |
Correlation
The correlation between JGPI.DE and JPGL.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.62 |
The correlation between JGPI.DE and JPGL.DE has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.
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Return for Risk
JGPI.DE vs. JPGL.DE — Risk / Return Rank
JGPI.DE
JPGL.DE
JGPI.DE vs. JPGL.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 Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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 | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.40 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 4.10 | -4.22 |
| Martin ratioReturn relative to average drawdown | -0.32 | 15.50 | -15.83 |
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 | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.28 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.68 | -0.22 |
Drawdowns
JGPI.DE vs. JPGL.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JPGL.DE.
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Drawdown Indicators
| JGPI.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -35.55% | +23.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -4.75% | -3.43% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | -8.94% | -0.10% | -8.84% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.81% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.26% | +1.79% |
Volatility
JGPI.DE vs. JPGL.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 2.53% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.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 | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.06% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 6.02% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 8.55% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 11.86% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 15.01% | -5.42% |
JGPI.DE vs. JPGL.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
JGPI.DE vs. JPGL.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, while JPGL.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% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and JPGL.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while JPGL.DE is Global Equities. Their fees differ too: 0.35% for JGPI.DE and 0.20% for JPGL.DE.
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