JGPI.DE vs. JPSC.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure. JGPI.DE is actively managed, while JPSC.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 31.93% for JPSC.DE. At a 0.34 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.14%/yr for JPSC.DE.
Performance
JGPI.DE vs. JPSC.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 JPSC.DE's 16.44% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPSC.DE
- 1D
- 0.23%
- 1M
- 4.19%
- YTD
- 16.44%
- 6M
- 16.38%
- 1Y
- 31.93%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. JPSC.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% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 16.44% | 0.02% | 20.04% | 6.64% |
Correlation
The correlation between JGPI.DE and JPSC.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.34 |
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Return for Risk
JGPI.DE vs. JPSC.DE — Risk / Return Rank
JGPI.DE
JPSC.DE
JGPI.DE vs. JPSC.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 BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 5.00 | -5.12 |
| Martin ratioReturn relative to average drawdown | -0.32 | 14.78 | -15.11 |
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 | JPSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.00 | -2.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.01 |
Drawdowns
JGPI.DE vs. JPSC.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum JPSC.DE drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JPSC.DE.
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Drawdown Indicators
| JGPI.DE | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -30.63% | +18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -6.36% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | — | -30.63% | — |
Current DrawdownCurrent decline from peak | -8.94% | 0.00% | -8.94% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -8.19% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.15% | +0.90% |
Volatility
JGPI.DE vs. JPSC.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.53%, while JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 3.96%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.96% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 10.39% | -5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 15.90% | -7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 18.93% | -9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 18.93% | -9.34% |
JGPI.DE vs. JPSC.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.
Dividends
JGPI.DE vs. JPSC.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, while JPSC.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% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and JPSC.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.35% for JGPI.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while JPSC.DE is Small Cap Blend Equities. Their fees differ too: 0.35% for JGPI.DE and 0.14% for JPSC.DE.
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